Forecasting the Spanish economy with an augmented VAR–DSGE model

mortality forecasting based on lee-carter model

over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...

A Vector Error-Correction Forecasting Model of the U.S. Economy

Bad News From a Forecasting Model of the U.S. Economy

Stock Price Forecasting with an Hybrid Model

Prediction of market prices is an important and well-researched problem. While traditional techniques have yielded good results, rooms for improvement still exists, especially in the ability to explain sudden changes in behavior, as a response to shocks. Nonlinear systems have been successfully used to describe phase transitions in deterministic chaotic systems, so the combination of the expres...

Forecasting Events Using an Augmented Hidden Conditional Random Field

In highly dynamic and adversarial domains such as sports, short-term predictions are made by incorporating both local immediate as well global situational information. For forecasting complex events, higher-order models such as Hidden Conditional Random Field (HCRF) have been used to good effect as capture the long-term, high-level semantics of the signal. However, as the prediction is based so...