Browsing by Subject "Forecast"

Browsing by Subject "Forecast"

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  • Do investors gain from forecasting the asymmetric return co‐movements of financial and real assets? 
    Mandal, Anandadeep; Poshakwale, Sunil S.; Power, Gabriel J. (Wiley, 2020-08-10)
    Recent research on asset allocation emphasizes the importance of considering non‐traditional asset classes such as commodities and real estate—the former for their diversification properties, and the latter due to its ...
  • Dynamic multistep uncertainty prediction in spatial geometry 
    Grenyer, Alex; Schwabe, Oliver; Erkoyuncu, John Ahmet; Zhao, Yifan (Elsevier, 2021-02-10)
    Maintenance procedures for complex engineering systems are increasingly determined by predictive algorithms based on historic data, experience and knowledge. Such data and knowledge is accompanied by varying degrees of ...
  • Multistep prediction of dynamic uncertainty under limited data 
    Grenyer, Alex; Schwabe, Oliver; Erkoyuncu, John Ahmet; Zhao, Yifan (Elsevier, 2022-01-12)
    Engineering systems are growing in complexity, requiring increasingly intelligent and flexible methods to account for and predict uncertainties in service. This paper presents a framework for dynamic uncertainty prediction ...