نتایج جستجو برای: daily and monthly scales

تعداد نتایج: 16847680  

2014
Tolga Cenesizoglu Qianqiu Liu Jonathan J. Reeves Haifeng Wu

Generating one-month-ahead systematic (beta) risk forecasts is common place in financial management. This paper evaluates the accuracy of these beta forecasts in three return measurement settings; monthly, daily and 30 minutes. It is found that the popular Fama-MacBeth beta from 5 years of monthly returns generates the most accurate beta forecast among estimators based on monthly returns. A rea...

Journal: :Buildings 2022

Machine learning techniques are widely applied in the field of building energy analysis to provide accurate models. The majority previous studies, however, apply single-output machine algorithms predict use. Single-output models unable concurrently different time scales or various types Therefore, this paper investigates performance multi-output at three (daily, monthly, and annual) using Bayes...

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