Abstract We apply the heterogeneous autoregressive realized volatility (HAR-RV) model to examine importance of investor happiness in predicting daily gold returns. estimate by employing intraday data providing both in-sample and out-of-sample predictions. Our results reveal that is negatively linked happiness. Moreover, our show extending HAR-RV include significantly improves accuracy forecasts...

In this paper we present a Feed-Foward Neural Networks Autoregressive (FFNN-AR) model with genetic algorithms training optimization in order to predict the gross domestic product growth of six countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from inpu...

In this paper we present an autoregressive model with neural networks modeling and standard error backpropagation algorithm training optimization in order to predict the gross domestic product (GDP) growth rate of four countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final...

We describe a new model for learning meaningful representations of text documents from an unlabeled collection of documents. This model is inspired by the recently proposed Replicated Softmax, an undirected graphical model of word counts that was shown to learn a better generative model and more meaningful document representations. Specifically, we take inspiration from the conditional mean-fie...

Methods: Using daily exchange rates for 7 years (January 1, 2008, to April 30, 2015), this study attempted to model dynamics following generalized autoregressive conditional heteroscedastic (GARCH), asymmetric power ARCH (APARCH), exponential generalized autoregressive conditional heteroscedstic (EGARCH), threshold generalized autoregressive conditional heteroscedstic (TGARCH), and integrated g...

We examine the impact of monetary policy on regional output gaps across 33 Indonesian provinces. Heterogeneous responses gap to shock are captured using Vector Autoregressive model. Moreover, idiosyncratic variations provinces accounted for different observed with spatial econometric The analysis suggests that economic structure and financial depth positively significantly determine aforesaid a...