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Forecasting Models eJournal

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Viewing: 1 - 50 of 382 papers

1.

A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation

Journal of the Operational Research Society (2015) 66, 1352–1362,
Number of pages: 25 Posted: 25 Jul 2015
Accepted Paper Series
University of Hertfordshire Business School
Downloads 3,326
2.

Facts and Fantasies About Factor Investing

Number of pages: 112 Posted: 16 Nov 2014 Last Revised: 28 Nov 2014
Working Paper Series
Lyxor Asset Management and Amundi Asset Management
Downloads 3,197
3.

Evaluation and Ranking of Market Forecasters

Number of pages: 26 Posted: 03 Apr 2017 Last Revised: 22 Jul 2017
Working Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), University of Technology Sydney, Australia and Cornell University - Operations Research & Industrial Engineering
Downloads 2,629
4.

Forecasting Financial Statements with No Plugs and No Circularity

The IUP Journal of Accounting Research & Audit Practices, Vol. X, No. 1, 2011
Number of pages: 34 Posted: 21 Nov 2007 Last Revised: 23 May 2012
Accepted Paper Series
Grupo Consultor CAV Capital Advisory & Valuation

Multiple version iconThere are 2 versions of this paper

Downloads 2,489
5.

The Financial Analyst Forecasting Literature: A Taxonomy with Suggestions for Further Research

International Journal of Forecasting, Vol. 24, No. 1, 2008
Number of pages: 42 Posted: 18 Feb 2008
Accepted Paper Series
University of Miami - Department of Accounting, University of Colorado at Boulder - Department of Accounting and College of William & Mary
Downloads 2,331
6.

Overcoming Algorithm Aversion: People Will Use Imperfect Algorithms If They Can (Even Slightly) Modify Them

Number of pages: 38 Posted: 13 Jun 2015 Last Revised: 06 Aug 2016
Working Paper Series
The University of Chicago Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 2,263
7.

Benchmarking Report: Strategic Foresight in Multinational Companies

Research Report of the European Corporate Foresight Group: Berlin, Germany
Number of pages: 38 Posted: 09 Sep 2009
Working Paper Series
EDHEC Business School, Technische Universität Berlin (TU Berlin), Universität Hamburg, Faculty of Economics and Social Sciences and Technische Universität Berlin (TU Berlin)
Downloads 2,120
8.

Wisdom or Madness? Comparing Crowds with Expert Evaluation in Funding the Arts

Management Science, Forthcoming, Harvard Business School Working Paper No. 14-116
Number of pages: 49 Posted: 01 Jun 2014 Last Revised: 27 Aug 2015
Accepted Paper Series
University of Pennsylvania - Wharton School and Harvard University - Entrepreneurial Management Unit
Downloads 2,058
9.

Regression-Based Earnings Forecasts

Chicago Booth Research Paper No. 12-26
Number of pages: 33 Posted: 19 Jul 2012 Last Revised: 26 Oct 2013
Working Paper Series
Tuck School of Business at Dartmouth College and University of Chicago - Booth School of Business
Downloads 1,708
10.

Least Squares Percentage Regression

Journal of Modern Applied Statistical Methods, 2009
Number of pages: 12 Posted: 22 May 2009
Working Paper Series
University of Hertfordshire Business School
Downloads 1,489
11.

Types of Economic Behavior: The Instrument for Management of Individuals, Institutions, Countries and Humankind

Number of pages: 22 Posted: 02 Nov 2011
Working Paper Series
Independent Research Group “Analytics in Economics and Security” and Vinnitsa National Technical University (VNTU)
Downloads 1,402
12.

Inventory Management: Information, Coordination and Rationality

Planning Production and Inventories in the Extended Enterprise (Eds K. Kempf, P. Keskinocak and R. Uzsoy), pp. 321-365, 2011
Number of pages: 45 Posted: 02 Mar 2009 Last Revised: 14 Oct 2017
Accepted Paper Series
Jindal School of Management - The University of Texas at Dallas
Downloads 1,396
13.

Firm Characteristics and Expected Stock Returns

Number of pages: 62 Posted: 13 Jun 2018 Last Revised: 08 Aug 2019
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, Department of Finance, Goizueta Business School, Emory University, Saint Louis University and Washington University in St. Louis - John M. Olin Business School
Downloads 907
14.

Stock Return Prediction and Anomaly Detection by Regression Trees

Number of pages: 79 Posted: 14 Sep 2011
Working Paper Series
affiliation not provided to SSRN
Downloads 883
15.

The Effect of Organizational Complexity on Earnings Forecasting Behavior

AAA 2013 Management Accounting Section (MAS) Meeting Paper
Number of pages: 45 Posted: 15 Aug 2012 Last Revised: 18 Feb 2019
Working Paper Series
Washington University in St. Louis, National University of Singapore and Washington and Lee University
Downloads 788
16.

The Quality of Analysts' Cash Flow Forecasts

Number of pages: 49 Posted: 12 May 2008
Working Paper Series
Pennsylvania State University, Smeal College of Business, University of California at Los Angeles - Anderson School of Management and University of Michigan, Stephen M. Ross School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 669
17.

Return Prediction Models and Portfolio Optimization: Evidence for Industry Portfolios

Number of pages: 62 Posted: 03 Dec 2014 Last Revised: 15 Oct 2018
Working Paper Series
Justus-Liebig-University Giessen and Institute for quantitative Capital Market research at Deka Bank (IQ-KAP)
Downloads 657
18.

Trust in Forecast Information Sharing

Management Science, Vol. 57, No. 6, pp 1111-1137, 2011
Number of pages: 27 Posted: 24 Sep 2009 Last Revised: 14 Oct 2017
Accepted Paper Series
Jindal School of Management - The University of Texas at Dallas, Stanford University and University of Texas at Arlington
Downloads 621
19.

Stock Market Prediction Using Time Series Analysis

2018 IADS International Conference on Computing, Communications & Data Engineering (CCODE) 7-8 February
Number of pages: 5 Posted: 27 Apr 2018
Working Paper Series
Vellore Institute of Technology (VIT) - School of Information Technology & Engineering (SITE), Vellore Institute of Technology (VIT) - School of Information Technology & Engineering (SITE) and Vellore Institute of Technology (VIT) - School of Information Technology & Engineering (SITE)
Downloads 598
20.

Strategic Foresight in Multinational Companies (Veille Stratégique En Entreprise Multinationale: Une Étude De Cas Auprès De La Deutsche Telekom)

XVIème Conférence Internationale de Management Stratégique: Montréal, Canada,
Number of pages: 18 Posted: 09 Sep 2009 Last Revised: 17 Sep 2009
Accepted Paper Series
EDHEC Business School
Downloads 595
21.

How Are Analysts’ Forecasts Affected by High Uncertainty?

Columbia Business School Research Paper No. 13-68, Simon School Working Paper No. FR 13-24
Number of pages: 46 Posted: 18 Aug 2013 Last Revised: 10 Aug 2017
Working Paper Series
Tel Aviv University - Coller School of Management, University of North Carolina Kenan-Flagler Business School, University of Utah - David Eccles School of Business and University of Utah

Multiple version iconThere are 2 versions of this paper

Downloads 536
22.

Systemic Risk: What Defaults are Telling Us

Management Science, Vol. 57, No. 8, pp. 1387-1405, 2011
Number of pages: 34 Posted: 15 Sep 2009 Last Revised: 18 Mar 2012
Accepted Paper Series
Stanford University - Management Science & Engineering and Korea University Business School (KUBS)
Downloads 530
23.

The Importance of the Volatility Risk Premium for Volatility Forecasting

Journal of Banking and Finance, Vol. 40, 2014
Number of pages: 50 Posted: 21 Mar 2013 Last Revised: 15 Jun 2014
Accepted Paper Series
Leibniz Universität Hannover - Faculty of Economics and Management and University of Reading - ICMA Centre
Downloads 524
24.

Forecasting Risk in Earnings

Contemporary Accounting Research, Forthcoming
Number of pages: 58 Posted: 02 Aug 2011 Last Revised: 16 Jun 2015
Accepted Paper Series
City University London - Sir John Cass Business School and Bocconi University
Downloads 520
25.

Interest Rate Swap Valuation Using OIS Discounting - An Algorithmic Approach

Number of pages: 21 Posted: 26 Feb 2017 Last Revised: 19 Mar 2017
Working Paper Series
Independent
Downloads 518
26.

Leveraging Comparables for New Product Sales Forecasting

Number of pages: 36 Posted: 14 Dec 2017
Working Paper Series
University of Michigan, Stephen M. Ross School of Business, Johnson & Johnson - Johnson & Johnson Consumer Companies Inc., Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Operations Research Center
Downloads 506
27.

Extracting the Wisdom of Crowds When Information Is Shared

Management Science, Forthcoming
Number of pages: 35 Posted: 28 Jul 2015 Last Revised: 02 Jan 2018
Working Paper Series
Indiana University - Kelley School of Business - Department of Operation & Decision Technologies and Duke University - Management
Downloads 503
28.

Sales Forecasting with Financial Indicators and Experts' Input

Johnson School Research Paper Series No. #06-09, McCombs Research Paper Series No. IROM-08-09
Number of pages: 50 Posted: 13 Nov 2008 Last Revised: 18 Dec 2014
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, Emory University - Goizueta Business School and University of Illinois at Urbana Champaign
Downloads 488
29.

Combining Forecasts: An Application to Elections

International Journal of Forecasting, 30(1), 43-54, Revised and extended version of a paper presented at the American Political Science Association (APSA) 2011 Annual Meeting
Number of pages: 27 Posted: 01 Aug 2011 Last Revised: 30 Aug 2014
Accepted Paper Series
Macromedia University of Applied Sciences, University of Pennsylvania - Marketing Department, University of Central Oklahoma and University of West Florida
Downloads 486
30.

Equity Portfolio Risk (Volatility) Estimation Using Market Information and Sentiment

Number of pages: 15 Posted: 26 Jun 2009 Last Revised: 05 Feb 2010
Working Paper Series
CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University London - CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications and Northfield Information Services
Downloads 485
31.

Demand Estimation and Market Definition for Broadband Internet Services

Number of pages: 40 Posted: 07 Jan 2008
Working Paper Series
Ludwig Maximilian University of Munich (LMU), affiliation not provided to SSRN, WHU - Otto Beisheim School of Management and University of Vienna - Faculty of Business, Economics, and Statistics
Downloads 470
32.

Demand Forecasting in Apparel Industry in UAE

Number of pages: 40 Posted: 13 Aug 2009
Working Paper Series
S.P. Jain Center of Management and S.P. Jain Center of Management
Downloads 438
33.

Sales Forecasting

Number of pages: 16 Posted: 23 Jul 2008
Working Paper Series
University of Pennsylvania - Marketing Department
Downloads 434
34.

Inaccuracy in Traffic Forecasts

Transport Reviews, Vol. 26, No. 1, pp. 1-24, DOI: 10.1080/01441640500124779
Number of pages: 53 Posted: 14 Jun 2013 Last Revised: 25 Jun 2013
Accepted Paper Series
University of Oxford - Said Business School, Aalborg Municipality and Aalborg University
Downloads 423
35.

Analysts' Use of Earnings Forecasts in Predicting Stock Returns: Forecast Horizon Effects

International Journal of Forecasting, Vol. 11, No. 3, 1995
Number of pages: 17 Posted: 14 Apr 2008
Accepted Paper Series
University of Waterloo, Temple University - Department of Accounting and University of Toronto - Rotman School of Management
Downloads 422
36.

Portfolio Structuring and the Value of Forecasting

CFA Institute Research Foundation 2016B - 4
Number of pages: 40 Posted: 31 May 2017
Accepted Paper Series
CFA Institute, BlackRock, Inc, Kepos Capital LP, Orbis Investment Management Limited, University of Pennsylvania, Good Judgment Inc. and Saint Louis University
Downloads 416
37.

Click Here for a Data Scientist: Big Data, Predictive Analytics, and Theory Development in the Era of a Maker Movement Supply Chain

Journal of Business Logistics, Volume 34, Number 4, Forthcoming
Number of pages: 9 Posted: 15 Oct 2013
Accepted Paper Series
Sam M. Walton College of Business and Weber State University
Downloads 408
38.

The Seer-Sucker Theory: The Value of Experts in Forecasting

Technology Review, pp. 16-24, June/July 1980
Number of pages: 7 Posted: 15 Jan 2005 Last Revised: 04 Jan 2012
Accepted Paper Series
University of Pennsylvania - Marketing Department
Downloads 407
39.

DSGE Model-Based Forecasting

FRB of New York Staff Report No. 554
Number of pages: 95 Posted: 09 Mar 2012
Working Paper Series
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 406
40.

Marketing Forecasts By Using the Regression Multifactorial Model

Number of pages: 6 Posted: 28 Apr 2007
Working Paper Series
Spiru Haret University
Downloads 404
41.

Behavioral Modeling in Weight Loss Interventions

Number of pages: 35 Posted: 14 Sep 2016 Last Revised: 22 Feb 2017
Working Paper Series
University of California, Berkeley, University of California, Berkeley - Department of Industrial Engineering & Operations Research (IEOR), University of California, Berkeley - Department of Industrial Engineering and Operations Research, University of California, San Francisco (UCSF) - School of Nursing and University of California, San Francisco (UCSF) - School of Nursing
Downloads 397
42.

Capacity Planning for Human Resources in the Software Industry

IIM Bangalore Research Paper No. 168, Indian Institute of Management Udaipur Research Paper Series No. 2012-2171274
Number of pages: 38 Posted: 24 Dec 2012 Last Revised: 06 Aug 2014
Working Paper Series
Indian Institute of Management Udaipur, Indian Institute of Management (IIMB), Bangalore and Indian Institute of Management (IIMB), Bangalore
Downloads 388
43.

Mechanism Design for Capacity Planning Under Dynamic Evolutions of Asymmetric Demand Forecasts

Published in Management Science 59(4) pp. 987-1007, 2013
Number of pages: 52 Posted: 31 Dec 2009 Last Revised: 14 Oct 2017
Working Paper Series
Jindal School of Management - The University of Texas at Dallas and IBM Research
Downloads 376
44.

Wisdom of Crowds in Operations: Forecasting Using Prediction Markets

Number of pages: 31 Posted: 27 Oct 2015 Last Revised: 26 Jan 2019
Working Paper Series
Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS), Goizueta Business School, Emory University and Harvard University - Technology & Operations Management Unit
Downloads 355
45.

Apple Inc. In the Years to Come

Number of pages: 15 Posted: 28 Jun 2017 Last Revised: 10 Jul 2017
Working Paper Series
Stamford International University and Independent
Downloads 331
46.

The Effects of Forecast Type and Performance-Based Incentives on the Quality of Management Forecasts

AAA 2014 Management Accounting Section (MAS) Meeting Paper
Number of pages: 33 Posted: 16 Aug 2013 Last Revised: 24 Dec 2013
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Accountancy, SC Johnson Graduate School of Business and Bentley University
Downloads 325
47.

Integration of Statistical Methods and Judgment for Time Series Forecasting: Principles from Empirical Research

FORECASTING WITH JUDGMENT, G. Wright and P. Goodwin, eds., John Wiley & Sons Ltd., 269-293, 1998
Number of pages: 33 Posted: 22 Jul 2008 Last Revised: 22 Jul 2008
Accepted Paper Series
University of Pennsylvania - Marketing Department and Case Western Reserve University - Department of Information Systems
Downloads 321
48.

Disagreement versus Uncertainty: Evidence from Distribution Forecasts

Number of pages: 32 Posted: 10 Aug 2010 Last Revised: 15 Apr 2015
Working Paper Series
Heidelberg Institute for Theoretical Studies (HITS) gGmbH and Lancaster University - Department of Accounting and Finance
Downloads 317
49.

Tourism Forecasting using SARIMA Models in Chilenean Regions

International Journal of Leisure and Tourism Marketing, Vol. 2, No. 2, pp.176-190
Number of pages: 10 Posted: 20 Aug 2009 Last Revised: 10 May 2011
Accepted Paper Series
Universidad de la República and Universidad Católica del Norte - Departamento de Economía
Downloads 316
50.

Dynamic Pricing Strategies in the Presence of Demand Shifts

Manufacturing & Service Operations Management, 2014, 16(4):513-528, Columbia Business School Research Paper No. 13-67
Number of pages: 33 Posted: 16 Aug 2013 Last Revised: 15 Jun 2016
Accepted Paper Series
Columbia Business School - Decision Risk and Operations and University of Chile - Industrial Engineering
Downloads 309