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Forecasting Models eJournal

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Viewing: 1 - 50 of 498 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 4,860
2.

Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book

Number of pages: 43 Posted: 09 Aug 2021
Working Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences, University College London and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 4,138
3.

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 4,006
4.

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)Royal Society of Canada, University of Technology Sydney (UTS)University of Technology Sydney, Australia and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,776
5.

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 2,887
6.

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 - Raymond A. Mason School of Business
Downloads 2,595
7.

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 2,591
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: 08 Feb 2020 Last Revised: 08 Feb 2020
Accepted Paper Series
University of Pennsylvania - Wharton School and Imperial College Business School
Downloads 2,363
9.

Expected Stock Returns and Firm Characteristics: E-LASSO, Assessment, and Implications

Number of pages: 68 Posted: 13 Jun 2018 Last Revised: 11 Sep 2021
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, University of South Carolina - Darla Moore School of Business, Research Department, Federal Reserve Bank of Atlanta and Washington University in St. Louis - John M. Olin Business School
Downloads 2,341
10.

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), Rohrbeck Heger and Technische Universität Berlin (TU Berlin)
Downloads 2,331
11.

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 2,172
12.

Time-Series and Cross-Sectional Stock Return Forecasting: New Machine Learning Methods

Number of pages: 37 Posted: 01 Aug 2019
Working Paper Series
Research Department, Federal Reserve Bank of Atlanta and Washington University in St. Louis - John M. Olin Business School
Downloads 1,799
13.

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 1,797
14.

Leveraging Comparables for New Product Sales Forecasting

Number of pages: 43 Posted: 14 Dec 2017 Last Revised: 30 Sep 2019
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 New York University (NYU) - Leonard N. Stern School of Business
Downloads 1,471
15.

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
Amazon, Supply Chain Optimization Technologies
Downloads 1,465
16.

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
Vinnitsia National Technical University (VNTU)Independent Research Group “Analytics in Economics and Security” and Vinnitsa National Technical University (VNTU)
Downloads 1,438
17.

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 1,417
18.

Can Machines Learn Capital Structure Dynamics?

Journal of Corporate Finance (JCF), Vol. 70, No. 1, pp. 1–22, October 2021
Number of pages: 69 Posted: 22 Oct 2019 Last Revised: 26 Oct 2021
Accepted Paper Series
University of Denver, University of Denver - Daniels College of Business, Florida International University (FIU) and University of Denver - Daniels College of Business
Downloads 1,227
19.

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, Purdue University - Krannert School of Management and Washington and Lee University
Downloads 1,074
20.

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 991
21.

Machine Learning for Inventory Management: Analyzing Two Concepts to Get From Data to Decisions

Number of pages: 40 Posted: 21 Oct 2018 Last Revised: 08 Nov 2019
Working Paper Series
University of Wuerzburg - Chair of Logistics and Quantitative Methods and University of Wuerzburg, Chair of Logistics and Quantitative Methods
Downloads 977
22.

Stock Return Prediction and Anomaly Detection by Regression Trees

Number of pages: 79 Posted: 14 Sep 2011
Working Paper Series
Avondale Alternative Advisors
Downloads 958
23.

Out-of-Sample Exchange Rate Prediction: A Machine Learning Perspective

Number of pages: 66 Posted: 27 Sep 2019 Last Revised: 06 Apr 2022
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, Research Department, Federal Reserve Bank of Atlanta, Washington University in St. Louis - John M. Olin Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 954
24.

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 920
25.

Binned Scatterplots: A Simple Tool to Make Research Easier and Better

Forthcoming, Strategic Management Journal
Number of pages: 31 Posted: 22 Oct 2018 Last Revised: 13 Apr 2020
Accepted Paper Series
University of Maryland Robert H Smith School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 915
26.

Real-Time Delivery Time Forecasting and Promising in Online Retailing: When Will Your Package Arrive?

Manufacturing & Service Operations Management
Number of pages: 36 Posted: 29 Sep 2020 Last Revised: 18 Jan 2022
Accepted Paper Series
University of Toronto - Operations Management, Rotman School of Management and University of California, Berkeley - Department of Industrial Engineering & Operations Research (IEOR)
Downloads 866
27.

Machine Learning for Realised Volatility Forecasting

Number of pages: 54 Posted: 12 Oct 2020 Last Revised: 10 Nov 2021
Working Paper Series
University of Manchester - Alliance Manchester Business School and Alliance Manchester Business School, University of Manchester
Downloads 832
28.

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 831
29.

Momentum in the Indian Equity Markets: Positive Convexity and Positive Alpha

Number of pages: 16 Posted: 18 Mar 2019 Last Revised: 23 Apr 2019
Working Paper Series
Wright Research, Qplum and Qplum
Downloads 825
30.

Mixed-Frequency Machine Learning: Nowcasting and Backcasting Weekly Initial Claims with Daily Internet Search-Volume Data

International Journal of Forecasting, Forthcoming
Number of pages: 54 Posted: 13 Sep 2020 Last Revised: 13 Jun 2022
Working Paper Series
Aarhus University, CREATES, DFI, Research Department, Federal Reserve Bank of Atlanta and Aarhus UniversityAarhus University - CREATES
Downloads 816
31.

Return Prediction Models and Portfolio Optimization: Evidence for Industry Portfolios

Number of pages: 62 Posted: 03 Dec 2014 Last Revised: 04 May 2021
Working Paper Series
University of Hamburg and Deka Investment GmbHTechnical University of Darmstadt
Downloads 809
32.

Reciprocal Scoring: A Method for Forecasting Unanswerable Questions

Number of pages: 68 Posted: 18 Nov 2021
Working Paper Series
Federal Reserve Bank of Chicago, University of Oxford - Future of Humanity Institute, University of Pennsylvania, Psychology and University of Pennsylvania
Downloads 730
33.

Demand Prediction, Predictive Shipping, and Product Allocation for Large-Scale E-Commerce

Number of pages: 32 Posted: 27 Nov 2018 Last Revised: 16 Mar 2019
Working Paper Series
Imperial College Business School, Shanghai Jiao Tong University (SJTU) - Department of Industrial Engineering and Management, Stanford University, School of Humanities & Sciences and University of California, Berkeley - Department of Industrial Engineering and Operations Research
Downloads 723
34.

Realised Volatility Forecasting: Machine Learning via Financial Word Embedding

Number of pages: 44 Posted: 29 Jul 2021
Working Paper Series
University of Manchester - Alliance Manchester Business School, University of Oxford - Oxford-Man Institute of Quantitative Finance and Alliance Manchester Business School, University of Manchester
Downloads 696
35.

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 686
36.

In Search of a Job: Forecasting Employment Growth Using Google Trends

Journal of Business & Economic Statistics 40.1 (2022): 186-200.
Number of pages: 36 Posted: 22 Jul 2019 Last Revised: 31 Jul 2022
Accepted Paper Series
Aarhus University, CREATES, DFI and Aarhus UniversityAarhus University - CREATES
Downloads 680
37.

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
Amazon, Supply Chain Optimization Technologies, Stanford University and University of Texas at Arlington
Downloads 665
38.

Calibrating Sales Forecast in a Pandemic Using Competitive Online Non-Parametric Regression

Number of pages: 42 Posted: 13 Aug 2020 Last Revised: 11 Apr 2022
Working Paper Series
Massachusetts Institute of Technology (MIT) - School of Engineering, Massachusetts Institute of Technology (MIT) - Institute for Data, Systems, and Society (IDSS), Massachusetts Institute of Technology (MIT) - Institute for Data, Systems, and Society (IDSS) and Massachusetts Institute of Technology (MIT) - School of Engineering
Downloads 663
39.

Asset Pricing: Time-Series Predictability

Oxford Research Encyclopedia of Economics and Finance
Number of pages: 45 Posted: 12 Oct 2021 Last Revised: 24 Mar 2022
Accepted Paper Series
Research Department, Federal Reserve Bank of Atlanta and Washington University in St. Louis - John M. Olin Business School
Downloads 625
40.

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 619
41.

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 611
42.

Sales Forecasting

Number of pages: 16 Posted: 23 Jul 2008
Working Paper Series
University of Pennsylvania - Marketing Department
Downloads 593
43.

Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application

Number of pages: 54 Posted: 24 Sep 2020 Last Revised: 21 Jun 2022
Working Paper Series
University of North Carolina at Chapel Hill, The Stephen M. Ross School of Business at the University of Michigan, University of North Carolina Kenan-Flagler Business School and UC Louvain and F.R.S.-FNRS
Downloads 584
44.

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 580
45.

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 - The Business School and Bocconi University
Downloads 574
46.

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
University of Reading - ICMA CentreLeibniz Universität Hannover - Faculty of Economics and Management and University of Liverpool Management School
Downloads 561
47.

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 SchoolIT University of Copenhagen, Aalborg Municipality and Aalborg University
Downloads 560
48.

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 - Department of Management Science & Engineering and Korea University Business School (KUBS)
Downloads 560
49.

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 558
50.

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 Research Department, Federal Reserve Bank of Atlanta
Downloads 549