Mohnot, Rajesh Crisis impact on stock market predictability. (English) Zbl 07283319 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific (ISBN 978-981-12-0244-5/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 3737-3751 (2021). MSC: 91G15 62P05 62M10 PDF BibTeX XML Cite \textit{R. Mohnot}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3737--3751 (2021; Zbl 07283319) Full Text: DOI
Koo, Bonsoo; Anderson, Heather M.; Seo, Myung Hwan; Yao, Wenying High-dimensional predictive regression in the presence of cointegration. (English) Zbl 07306112 J. Econom. 219, No. 2, 456-477 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{B. Koo} et al., J. Econom. 219, No. 2, 456--477 (2020; Zbl 07306112) Full Text: DOI
Rigamonti, Andrea; Weissensteiner, Alex Asset allocation under predictability and parameter uncertainty using Lasso. (English) Zbl 07304208 Comput. Manag. Sci. 17, No. 2, 179-201 (2020). MSC: 90B PDF BibTeX XML Cite \textit{A. Rigamonti} and \textit{A. Weissensteiner}, Comput. Manag. Sci. 17, No. 2, 179--201 (2020; Zbl 07304208) Full Text: DOI
Yang, Bingduo; Long, Wei; Peng, Liang; Cai, Zongwu Testing the predictability of U.S. housing price index returns based on an IVX-AR model. (English) Zbl 1452.62967 J. Am. Stat. Assoc. 115, No. 532, 1598-1619 (2020). MSC: 62P20 62J05 PDF BibTeX XML Cite \textit{B. Yang} et al., J. Am. Stat. Assoc. 115, No. 532, 1598--1619 (2020; Zbl 1452.62967) Full Text: DOI
Coqueret, Guillaume Stock-specific sentiment and return predictability. (English) Zbl 07282792 Quant. Finance 20, No. 9, 1531-1551 (2020). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{G. Coqueret}, Quant. Finance 20, No. 9, 1531--1551 (2020; Zbl 07282792) Full Text: DOI
Zakamulin, Valeriy; Giner, Javier Trend following with momentum versus moving averages: a tale of differences. (English) Zbl 07282759 Quant. Finance 20, No. 6, 985-1007 (2020). MSC: 91G15 62P05 PDF BibTeX XML Cite \textit{V. Zakamulin} and \textit{J. Giner}, Quant. Finance 20, No. 6, 985--1007 (2020; Zbl 07282759) Full Text: DOI
Nonejad, Nima An observation regarding Hamilton’s recent criticisms of Kilian’s global real economic activity index. (English) Zbl 1451.91140 Econ. Lett. 196, Article ID 109582, 5 p. (2020). MSC: 91B82 PDF BibTeX XML Cite \textit{N. Nonejad}, Econ. Lett. 196, Article ID 109582, 5 p. (2020; Zbl 1451.91140) Full Text: DOI
Hao, Yijun; Su, Hao; Zhu, Xiaoneng Rare disaster concerns and economic fluctuations. (English) Zbl 1445.91014 Econ. Lett. 195, Article ID 109454, 5 p. (2020). MSC: 91B05 91B84 PDF BibTeX XML Cite \textit{Y. Hao} et al., Econ. Lett. 195, Article ID 109454, 5 p. (2020; Zbl 1445.91014) Full Text: DOI
Im, Hyun Joong; Park, Heungju Lumpy investment and expected stock returns. (English) Zbl 1451.91226 Econ. Lett. 193, Article ID 109263, 6 p. (2020). MSC: 91G50 PDF BibTeX XML Cite \textit{H. J. Im} and \textit{H. Park}, Econ. Lett. 193, Article ID 109263, 6 p. (2020; Zbl 1451.91226) Full Text: DOI
Ruan, Qingsong; Zhang, Jiarui; Zhou, Yaping; Lv, Dayong Margin-trading activities and future stock returns: new evidence from nonlinear analysis. (English) Zbl 1452.91299 Fractals 28, No. 6, Article ID 2050126, 16 p. (2020). MSC: 91G15 62P05 PDF BibTeX XML Cite \textit{Q. Ruan} et al., Fractals 28, No. 6, Article ID 2050126, 16 p. (2020; Zbl 1452.91299) Full Text: DOI
Tomčala, Jiří Predictability and entropy of supercomputer infrastructure consumption. (English) Zbl 1446.37073 Stavrinides, Stavros G. (ed.) et al., Chaos and complex systems. Proceedings of the 5th international interdisciplinary chaos symposium on chaos and complex systems, CCS 2019, Antalya, Turkey, May 9–12, 2019. Cham: Springer. Springer Proc. Complex., 59-66 (2020). MSC: 37M25 37M10 PDF BibTeX XML Cite \textit{J. Tomčala}, in: Chaos and complex systems. Proceedings of the 5th international interdisciplinary chaos symposium on chaos and complex systems, CCS 2019, Antalya, Turkey, May 9--12, 2019. Cham: Springer. 59--66 (2020; Zbl 1446.37073) Full Text: DOI
Li, Yifan Nearly unbiased estimation of sample skewness. (English) Zbl 1442.91088 Econ. Lett. 192, Article ID 109174, 5 p. (2020). MSC: 91G10 PDF BibTeX XML Cite \textit{Y. Li}, Econ. Lett. 192, Article ID 109174, 5 p. (2020; Zbl 1442.91088) Full Text: DOI
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco Dynamics of variance risk premia: a new model for disentangling the price of risk. (English) Zbl 07213052 J. Econom. 217, No. 2, 312-334 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{J. V. K. Rombouts} et al., J. Econom. 217, No. 2, 312--334 (2020; Zbl 07213052) Full Text: DOI
Alfonzo, Miguel; Oliver, Dean S. Seismic data assimilation with an imperfect model. (English) Zbl 1434.86027 Comput. Geosci. 24, No. 2, 889-905 (2020). MSC: 86A15 86A22 86A32 86-08 PDF BibTeX XML Cite \textit{M. Alfonzo} and \textit{D. S. Oliver}, Comput. Geosci. 24, No. 2, 889--905 (2020; Zbl 1434.86027) Full Text: DOI
Hollstein, Fabian; Wese Simen, Chardin Variance risk: a bird’s eye view. (English) Zbl 07202734 J. Econom. 215, No. 2, 517-535 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{F. Hollstein} and \textit{C. Wese Simen}, J. Econom. 215, No. 2, 517--535 (2020; Zbl 07202734) Full Text: DOI
Sun, Hong-Yu; Zhu, Xuan-Yong; Zheng, Qun-Xiong Predicting truncated multiple recursive generators with unknown parameters. (English) Zbl 1434.11152 Des. Codes Cryptography 88, No. 6, 1083-1102 (2020). MSC: 11K45 11H06 11B50 94A60 PDF BibTeX XML Cite \textit{H.-Y. Sun} et al., Des. Codes Cryptography 88, No. 6, 1083--1102 (2020; Zbl 1434.11152) Full Text: DOI
Liu, Guannan; Yao, Shuang A robust test for predictability with unknown persistence. (English) Zbl 1439.62203 Econ. Lett. 189, Article ID 109028, 5 p. (2020). MSC: 62M20 60G10 62G35 62H12 PDF BibTeX XML Cite \textit{G. Liu} and \textit{S. Yao}, Econ. Lett. 189, Article ID 109028, 5 p. (2020; Zbl 1439.62203) Full Text: DOI
De Santis, Elena; Di Benedetto, Maria Domenica; Fiore, Gabriella; Pola, Giordano Approximate predictability of pseudo-metric systems. (English) Zbl 1441.93165 Nonlinear Anal., Hybrid Syst. 36, Article ID 100869, 12 p. (2020). MSC: 93C55 93C65 93A10 PDF BibTeX XML Cite \textit{E. De Santis} et al., Nonlinear Anal., Hybrid Syst. 36, Article ID 100869, 12 p. (2020; Zbl 1441.93165) Full Text: DOI
Hsu, Feng-Jui; Chen, Sheng-Hung Does corporate social responsibility drive better performance by adopting IFRS? Evidence from emerging market. (English) Zbl 1432.91135 J. Comput. Appl. Math. 371, Article ID 112631, 14 p. (2020). MSC: 91G50 PDF BibTeX XML Cite \textit{F.-J. Hsu} and \textit{S.-H. Chen}, J. Comput. Appl. Math. 371, Article ID 112631, 14 p. (2020; Zbl 1432.91135) Full Text: DOI
Crona, Kristina; Luo, Mengming; Greene, Devin An uncertainty law for microbial evolution. (English) Zbl 1430.92051 J. Theor. Biol. 489, Article ID 110155, 5 p. (2020). MSC: 92D15 92C70 05C90 PDF BibTeX XML Cite \textit{K. Crona} et al., J. Theor. Biol. 489, Article ID 110155, 5 p. (2020; Zbl 1430.92051) Full Text: DOI
Yun, Jaeho A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX. (English) Zbl 1429.91311 Econ. Lett. 186, Article ID 108755, 5 p. (2020). MSC: 91G15 62P05 PDF BibTeX XML Cite \textit{J. Yun}, Econ. Lett. 186, Article ID 108755, 5 p. (2020; Zbl 1429.91311) Full Text: DOI
Angoshtari, Bahman; Zariphopoulou, Thaleia; Zhou, Xun Yu Predictable forward performance processes: the binomial case. (English) Zbl 1431.91350 SIAM J. Control Optim. 58, No. 1, 327-347 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 91G80 60H30 PDF BibTeX XML Cite \textit{B. Angoshtari} et al., SIAM J. Control Optim. 58, No. 1, 327--347 (2020; Zbl 1431.91350) Full Text: DOI Link
Posner, Russell; Laubenbacher, Reinhard The contribution of microRNA-mediated regulation to short- and long-term gene expression predictability. (English) Zbl 1429.92070 J. Theor. Biol. 486, Article ID 110055, 14 p. (2020). MSC: 92C40 92C42 PDF BibTeX XML Cite \textit{R. Posner} and \textit{R. Laubenbacher}, J. Theor. Biol. 486, Article ID 110055, 14 p. (2020; Zbl 1429.92070) Full Text: DOI
Gondelach, David J.; Armellin, Roberto; Wittig, Alexander On the predictability and robustness of Galileo disposal orbits. (English) Zbl 1451.70044 Celest. Mech. Dyn. Astron. 131, No. 12, Paper No. 60, 30 p. (2019). MSC: 70M20 PDF BibTeX XML Cite \textit{D. J. Gondelach} et al., Celest. Mech. Dyn. Astron. 131, No. 12, Paper No. 60, 30 p. (2019; Zbl 1451.70044) Full Text: DOI
Wang, Lily Z.; Gheissari, Reza; Newman, Charles M.; Stein, Daniel L. Nature versus nurture: dynamical evolution in disordered Ising ferromagnets. (English) Zbl 1446.82071 Gayrard, Véronique (ed.) et al., Statistical mechanics of classical and disordered systems. Proceedings of the international conference “Advances in statistical mechanics”, CIRM, Luminy, France, August 28–31, 2018. Cham: Springer. Springer Proc. Math. Stat. 293, 215-237 (2019). MSC: 82C44 82D30 82D40 82C20 PDF BibTeX XML Cite \textit{L. Z. Wang} et al., Springer Proc. Math. Stat. 293, 215--237 (2019; Zbl 1446.82071) Full Text: DOI
Ali, S. Nageeb; Bernheim, B. Douglas; Fan, Xiaochen Predictability and power in legislative bargaining. (English) Zbl 1439.91021 Rev. Econ. Stud. 86, No. 2, 500-525 (2019). MSC: 91B26 91F10 91A80 PDF BibTeX XML Cite \textit{S. N. Ali} et al., Rev. Econ. Stud. 86, No. 2, 500--525 (2019; Zbl 1439.91021) Full Text: DOI
Medvinsky, Alexander B. Recurrence as a basis for the assessment of predictability of the irregular population dynamics. (English) Zbl 1439.92162 Berezovskaya, Faina (ed.) et al., Advanced mathematical methods in biosciences and applications. Cham: Springer. STEAM-H, Sci. Technol. Eng. Agric. Math. Health, 131-145 (2019). MSC: 92D25 60G25 PDF BibTeX XML Cite \textit{A. B. Medvinsky}, in: Advanced mathematical methods in biosciences and applications. Cham: Springer. 131--145 (2019; Zbl 1439.92162) Full Text: DOI
Piccolo, Domenico; Simone, Rosaria The class of cub models: statistical foundations, inferential issues and empirical evidence. (English) Zbl 1435.62242 Stat. Methods Appl. 28, No. 3, 389-435 (2019). MSC: 62H30 62D20 PDF BibTeX XML Cite \textit{D. Piccolo} and \textit{R. Simone}, Stat. Methods Appl. 28, No. 3, 389--435 (2019; Zbl 1435.62242) Full Text: DOI
Zhang, Han; Fan, Xiaoyun; Guo, Bin; Zhang, Wei Reexamining time-varying bond risk premia in the post-financial crisis era. (English) Zbl 1425.91418 J. Econ. Dyn. Control 109, Article ID 103777, 19 p. (2019). MSC: 91G30 91G20 91G70 PDF BibTeX XML Cite \textit{H. Zhang} et al., J. Econ. Dyn. Control 109, Article ID 103777, 19 p. (2019; Zbl 1425.91418) Full Text: DOI
Yang, Minxian The risk return relationship: evidence from index returns and realised variances. (English) Zbl 1425.91358 J. Econ. Dyn. Control 107, Article ID 103732, 21 p. (2019). MSC: 91B84 62P20 PDF BibTeX XML Cite \textit{M. Yang}, J. Econ. Dyn. Control 107, Article ID 103732, 21 p. (2019; Zbl 1425.91358) Full Text: DOI
Benmessahel, B.; Touahria, M.; Nouioua, F.; Gaber, J.; Lorenz, P. Decentralized prognosis of fuzzy discrete-event systems. (English) Zbl 1429.93222 Iran. J. Fuzzy Syst. 16, No. 3, 127-143 (2019). MSC: 93C65 93C70 PDF BibTeX XML Cite \textit{B. Benmessahel} et al., Iran. J. Fuzzy Syst. 16, No. 3, 127--143 (2019; Zbl 1429.93222) Full Text: DOI
Demirer, Riza; Demos, Guilherme; Gupta, Rangan; Sornette, Didier On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators. (English) Zbl 1420.91545 Quant. Finance 19, No. 5, 843-858 (2019). MSC: 91G99 62P05 62M20 PDF BibTeX XML Cite \textit{R. Demirer} et al., Quant. Finance 19, No. 5, 843--858 (2019; Zbl 1420.91545) Full Text: DOI
Han, Liyan; Jiang, Xue; Yin, Libo The predictive performance of the currency futures basis for spot returns. (English) Zbl 1420.91464 Quant. Finance 19, No. 3, 391-405 (2019). MSC: 91G20 PDF BibTeX XML Cite \textit{L. Han} et al., Quant. Finance 19, No. 3, 391--405 (2019; Zbl 1420.91464) Full Text: DOI
Vallejo, Juan C.; Sanjuan, Miguel A. F. Predictability of chaotic dynamics. A finite-time Lyapunov exponents approach. 2nd revised and enlarged edition. (English) Zbl 1440.37002 Springer Series in Synergetics. Cham: Springer (ISBN 978-3-030-28629-3/hbk; 978-3-030-28630-9/ebook). xix, 196 p. (2019). Reviewer: Cristian Lăzureanu (Timisoara) MSC: 37-02 37Cxx 37Mxx 37D45 37N05 65Pxx PDF BibTeX XML Cite \textit{J. C. Vallejo} and \textit{M. A. F. Sanjuan}, Predictability of chaotic dynamics. A finite-time Lyapunov exponents approach. 2nd revised and enlarged edition. Cham: Springer (2019; Zbl 1440.37002) Full Text: DOI
Yao, Xingzhi; Izzeldin, Marwan; Li, Zhenxiong Modelling systems with a mixture of \(I(d)\) and \(I(0)\) variables using the fractionally co-integrated VAR model. (English) Zbl 1420.62403 Econ. Lett. 181, 160-163 (2019). MSC: 62M10 62H30 62M20 PDF BibTeX XML Cite \textit{X. Yao} et al., Econ. Lett. 181, 160--163 (2019; Zbl 1420.62403) Full Text: DOI
Zhao, Rui; Liu, Fuchun; Tan, Jianxin Relative predictability of failure event occurrences and its opacity-based test algorithm. (English) Zbl 1417.93208 Int. J. Control 92, No. 7, 1600-1608 (2019). MSC: 93C65 93B07 PDF BibTeX XML Cite \textit{R. Zhao} et al., Int. J. Control 92, No. 7, 1600--1608 (2019; Zbl 1417.93208) Full Text: DOI
Ma, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping Dynamic portfolio choice with return predictability and transaction costs. (English) Zbl 1431.91366 Eur. J. Oper. Res. 278, No. 3, 976-988 (2019). MSC: 91G10 93E20 91G70 PDF BibTeX XML Cite \textit{G. Ma} et al., Eur. J. Oper. Res. 278, No. 3, 976--988 (2019; Zbl 1431.91366) Full Text: DOI
Lioui, Abraham; Poncet, Patrice Long horizon predictability: an asset allocation perspective. (English) Zbl 1431.91364 Eur. J. Oper. Res. 278, No. 3, 961-975 (2019). MSC: 91G10 PDF BibTeX XML Cite \textit{A. Lioui} and \textit{P. Poncet}, Eur. J. Oper. Res. 278, No. 3, 961--975 (2019; Zbl 1431.91364) Full Text: DOI
Wen, Quan Asset growth and stock market returns: a time-series analysis. (English) Zbl 1414.91394 Rev. Finance 23, No. 3, 599-628 (2019). MSC: 91G20 62P05 62M10 PDF BibTeX XML Cite \textit{Q. Wen}, Rev. Finance 23, No. 3, 599--628 (2019; Zbl 1414.91394) Full Text: DOI
Conversano, Claudio; Cannas, Massimo; Mola, Francesco; Sironi, Emiliano Random effects clustering in multilevel modeling: choosing a proper partition. (English) Zbl 07061249 Adv. Data Anal. Classif., ADAC 13, No. 1, 279-301 (2019). MSC: 62C10 62C12 62H30 62J12 62J20 PDF BibTeX XML Cite \textit{C. Conversano} et al., Adv. Data Anal. Classif., ADAC 13, No. 1, 279--301 (2019; Zbl 07061249) Full Text: DOI
Hong, Harrison; Li, Frank Weikai; Xu, Jiangmin Climate risks and market efficiency. (English) Zbl 1452.62770 J. Econom. 208, No. 1, 265-281 (2019). MSC: 62P05 PDF BibTeX XML Cite \textit{H. Hong} et al., J. Econom. 208, No. 1, 265--281 (2019; Zbl 1452.62770) Full Text: DOI
Bandi, F. M.; Perron, Benoit; Tamoni, A.; Tebaldi, Claudio The scale of predictability. (English) Zbl 1452.62879 J. Econom. 208, No. 1, 120-140 (2019). MSC: 62P20 62M10 62P05 PDF BibTeX XML Cite \textit{F. M. Bandi} et al., J. Econom. 208, No. 1, 120--140 (2019; Zbl 1452.62879) Full Text: DOI
Müller, Sebastian Economic links and cross-predictability of stock returns: evidence from characteristic-based “styles”. (English) Zbl 1409.91217 Rev. Finance 23, No. 2, 363-395 (2019). MSC: 91G10 PDF BibTeX XML Cite \textit{S. Müller}, Rev. Finance 23, No. 2, 363--395 (2019; Zbl 1409.91217) Full Text: DOI
Levich, Richard; Conlon, Thomas; Potì, Valerio Measuring excess-predictability of asset returns and market efficiency over time. (English) Zbl 1406.91512 Econ. Lett. 175, 92-96 (2019). MSC: 91G99 PDF BibTeX XML Cite \textit{R. Levich} et al., Econ. Lett. 175, 92--96 (2019; Zbl 1406.91512) Full Text: DOI
Ha, Seung-Yeal; Kim, Jeongho; Park, Jinyeong; Zhang, Xiongtao Complete cluster predictability of the Cucker-Smale flocking model on the real line. (English) Zbl 1409.34045 Arch. Ration. Mech. Anal. 231, No. 1, 319-365 (2019). Reviewer: Angela Slavova (Sofia) MSC: 34C60 34D05 92D50 PDF BibTeX XML Cite \textit{S.-Y. Ha} et al., Arch. Ration. Mech. Anal. 231, No. 1, 319--365 (2019; Zbl 1409.34045) Full Text: DOI
Qi, Yusheng; Wu, Guangyu; Liu, Yuming; Yue, Dick K. P. Predictable zone for phase-resolved reconstruction and forecast of irregular waves. (English) Zbl 07213359 Wave Motion 77, 195-213 (2018). MSC: 76 83 PDF BibTeX XML Cite \textit{Y. Qi} et al., Wave Motion 77, 195--213 (2018; Zbl 07213359) Full Text: DOI
Detzel, Andrew; Strauss, Jack Combination return forecasts and portfolio allocation with the cross-section of book-to-market ratios. (English) Zbl 1425.91387 Rev. Finance 22, No. 5, 1949-1973 (2018). MSC: 91G10 PDF BibTeX XML Cite \textit{A. Detzel} and \textit{J. Strauss}, Rev. Finance 22, No. 5, 1949--1973 (2018; Zbl 1425.91387) Full Text: DOI
Frank, Anna S. J.; Subbey, Sam Predictability of marine population trajectories affected by birth and harvest pulses. (English) Zbl 1414.62443 Kilgour, D. Marc (ed.) et al., Recent advances in mathematical and statistical methods. IV AMMCS international conference, Waterloo, Canada, August 20–25, 2017. Cham: Springer. Springer Proc. Math. Stat. 259, 363-374 (2018). MSC: 62P10 62M20 PDF BibTeX XML Cite \textit{A. S. J. Frank} and \textit{S. Subbey}, Springer Proc. Math. Stat. 259, 363--374 (2018; Zbl 1414.62443) Full Text: DOI
Bhardwaj, Rashmi; Pruthi, Dimple Statistical time series and predictability analysis of nitrogen dioxide. (English) Zbl 1412.62193 Jñānābha 2018, Spec. Iss., 5-12 (2018). MSC: 62P12 PDF BibTeX XML Cite \textit{R. Bhardwaj} and \textit{D. Pruthi}, Jñānābha 2018, 5--12 (2018; Zbl 1412.62193)
Longo, M.; Mainini, A. Welfare effects of information and rationality in portfolio decisions under parameter uncertainty. (English) Zbl 1406.91418 Quant. Finance 18, No. 12, 2035-2050 (2018). MSC: 91G10 PDF BibTeX XML Cite \textit{M. Longo} and \textit{A. Mainini}, Quant. Finance 18, No. 12, 2035--2050 (2018; Zbl 1406.91418) Full Text: DOI
Oliver, Dean S.; Alfonzo, Miguel Calibration of imperfect models to biased observations. (English) Zbl 1405.86024 Comput. Geosci. 22, No. 1, 145-161 (2018). MSC: 86A32 62M10 PDF BibTeX XML Cite \textit{D. S. Oliver} and \textit{M. Alfonzo}, Comput. Geosci. 22, No. 1, 145--161 (2018; Zbl 1405.86024) Full Text: DOI
Nakano, Naoto; Inatsu, Masaru; Kusuoka, Seiichiro; Saiki, Yoshitaka Empirical evaluated SDE modelling for dimensionality-reduced systems and its predictability estimates. (English) Zbl 1404.60054 Japan J. Ind. Appl. Math. 35, No. 2, 553-589 (2018). MSC: 60G25 62M10 62M20 PDF BibTeX XML Cite \textit{N. Nakano} et al., Japan J. Ind. Appl. Math. 35, No. 2, 553--589 (2018; Zbl 1404.60054) Full Text: DOI
Ogata, Yosihiko Comment on “A review of self-exciting spatiotemporal point process and their applications” by Alex Reinhart. (English) Zbl 1403.62119 Stat. Sci. 33, No. 3, 319-322 (2018). MSC: 62H30 60G55 62P12 PDF BibTeX XML Cite \textit{Y. Ogata}, Stat. Sci. 33, No. 3, 319--322 (2018; Zbl 1403.62119) Full Text: DOI Euclid
Baetje, Fabian Does a lot help a lot? Forecasting stock returns with pooling strategies in a data-rich environment. (English) Zbl 1397.62399 J. Forecast. 37, No. 1, 37-63 (2018). MSC: 62P05 62H25 PDF BibTeX XML Cite \textit{F. Baetje}, J. Forecast. 37, No. 1, 37--63 (2018; Zbl 1397.62399) Full Text: DOI
Potì, Valerio A new tight and general bound on return predictability. (English) Zbl 1397.91610 Econ. Lett. 162, 140-145 (2018). MSC: 91G70 PDF BibTeX XML Cite \textit{V. Potì}, Econ. Lett. 162, 140--145 (2018; Zbl 1397.91610) Full Text: DOI
Bianco-Martinez, Ezequiel; Baptista, Murilo S. Space-time nature of causality. (English) Zbl 1407.62028 Chaos 28, No. 7, 075509, 12 p. (2018). MSC: 62A01 62M10 PDF BibTeX XML Cite \textit{E. Bianco-Martinez} and \textit{M. S. Baptista}, Chaos 28, No. 7, 075509, 12 p. (2018; Zbl 1407.62028) Full Text: DOI
Simonato, Jean-Guy Dynamic asset allocation with event risk, transaction costs and predictable returns. (English) Zbl 1396.91704 Math. Financ. Econ. 12, No. 4, 561-587 (2018). MSC: 91G10 60J75 PDF BibTeX XML Cite \textit{J.-G. Simonato}, Math. Financ. Econ. 12, No. 4, 561--587 (2018; Zbl 1396.91704) Full Text: DOI
Liao, Xiao-Sai; Cai, Zong-Wu; Chen, Hai-Qiang A perspective on recent methods on testing predictability of asset returns. (English) Zbl 1399.62145 Appl. Math., Ser. B (Engl. Ed.) 33, No. 2, 127-144 (2018). MSC: 62M20 62M10 62G35 62G08 62P20 PDF BibTeX XML Cite \textit{X.-S. Liao} et al., Appl. Math., Ser. B (Engl. Ed.) 33, No. 2, 127--144 (2018; Zbl 1399.62145) Full Text: DOI
Byrne, Joseph P.; Korobilis, Dimitris; Ribeiro, Pinho J. On the sources of uncertainty in exchange rate predictability. (English) Zbl 1403.91270 Int. Econ. Rev. 59, No. 1, 329-357 (2018). MSC: 91B82 62P20 62M20 PDF BibTeX XML Cite \textit{J. P. Byrne} et al., Int. Econ. Rev. 59, No. 1, 329--357 (2018; Zbl 1403.91270) Full Text: DOI
Georgoutsos, Dimitris A.; Kouretas, Georgios P. The relevance of the monetary model for the euro / USD exchange rate determination: a long run perspective. (English) Zbl 1412.91155 Open Econ. Rev. 28, No. 5, 989-1010 (2017). MSC: 91B64 PDF BibTeX XML Cite \textit{D. A. Georgoutsos} and \textit{G. P. Kouretas}, Open Econ. Rev. 28, No. 5, 989--1010 (2017; Zbl 1412.91155) Full Text: DOI
Finke, Christian; Weigert, Florian Does foreign information predict the returns of multinational firms worldwide? (English) Zbl 1402.91868 Rev. Finance 21, No. 6, 2199-2248 (2017). MSC: 91G50 91G10 PDF BibTeX XML Cite \textit{C. Finke} and \textit{F. Weigert}, Rev. Finance 21, No. 6, 2199--2248 (2017; Zbl 1402.91868) Full Text: DOI
Fernandez-Perez, Adrian; Fuertes, Ana-Maria; Miffre, Joelle Commodity markets, long-run predictability, and intertemporal pricing. (English) Zbl 1402.91690 Rev. Finance 21, No. 3, 1159-1188 (2017). MSC: 91G10 PDF BibTeX XML Cite \textit{A. Fernandez-Perez} et al., Rev. Finance 21, No. 3, 1159--1188 (2017; Zbl 1402.91690) Full Text: DOI
Ling, Hui ‘Fox’; Franzen, Christian Online learning of time-varying stochastic factor structure by variational sequential Bayesian factor analysis. (English) Zbl 1402.91714 Quant. Finance 17, No. 8, 1277-1304 (2017). MSC: 91G10 PDF BibTeX XML Cite \textit{H. Ling} and \textit{C. Franzen}, Quant. Finance 17, No. 8, 1277--1304 (2017; Zbl 1402.91714) Full Text: DOI
Yin, Libo; Yang, Qingyuan; Su, Zhi Predictability of structural co-movement in commodity prices: the role of technical indicators. (English) Zbl 1402.91823 Quant. Finance 17, No. 5, 795-812 (2017). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{L. Yin} et al., Quant. Finance 17, No. 5, 795--812 (2017; Zbl 1402.91823) Full Text: DOI
Su, Zhi; Fang, Tong; Yin, Libo The role of news-based implied volatility among US financial markets. (English) Zbl 1398.62326 Econ. Lett. 157, 24-27 (2017). MSC: 62P05 62M20 PDF BibTeX XML Cite \textit{Z. Su} et al., Econ. Lett. 157, 24--27 (2017; Zbl 1398.62326) Full Text: DOI
Bernales, Alejandro; Chen, Louisa; Valenzuela, Marcela Learning and forecasts about option returns through the volatility risk premium. (English) Zbl 1401.91555 J. Econ. Dyn. Control 82, 312-330 (2017). MSC: 91G70 91G20 PDF BibTeX XML Cite \textit{A. Bernales} et al., J. Econ. Dyn. Control 82, 312--330 (2017; Zbl 1401.91555) Full Text: DOI
Weghenkel, Björn; Fischer, Asja; Wiskott, Laurenz Graph-based predictable feature analysis. (English) Zbl 06839929 Mach. Learn. 106, No. 9-10, 1359-1380 (2017). MSC: 68T05 62H12 68W25 PDF BibTeX XML Cite \textit{B. Weghenkel} et al., Mach. Learn. 106, No. 9--10, 1359--1380 (2017; Zbl 06839929) Full Text: DOI
Sterk, A. E.; van Kekem, D. L. Predictability of extreme waves in the Lorenz-96 model near intermittency and quasi-periodicity. (English) Zbl 1377.76019 Complexity 2017, Article ID 9419024, 14 p. (2017). MSC: 76F05 PDF BibTeX XML Cite \textit{A. E. Sterk} and \textit{D. L. van Kekem}, Complexity 2017, Article ID 9419024, 14 p. (2017; Zbl 1377.76019) Full Text: DOI
Benmessahel, Bilal; Touahria, Mohamed; Nouioua, Farid Predictability of fuzzy discrete event systems. (English) Zbl 1378.93081 Discrete Event Dyn. Syst. 27, No. 4, 641-673 (2017). MSC: 93C65 93C42 68Q80 PDF BibTeX XML Cite \textit{B. Benmessahel} et al., Discrete Event Dyn. Syst. 27, No. 4, 641--673 (2017; Zbl 1378.93081) Full Text: DOI
Köhn, Julia Uncertainty in economics. A new approach. (English) Zbl 1401.91002 Contributions to Economics. Cham: Springer (ISBN 978-3-319-55350-4/hbk; 978-3-319-85635-3/pbk; 978-3-319-55351-1/ebook). ix, 199 p. (2017). MSC: 91-02 91B06 91B16 62P20 PDF BibTeX XML Cite \textit{J. Köhn}, Uncertainty in economics. A new approach. Cham: Springer (2017; Zbl 1401.91002) Full Text: DOI
Lombardo, R.; Beh, E. J. The prediction index of aggregate data. (English) Zbl 07281600 J. Appl. Stat. 43, No. 11, 1998-2018 (2016). MSC: 62 PDF BibTeX XML Cite \textit{R. Lombardo} and \textit{E. J. Beh}, J. Appl. Stat. 43, No. 11, 1998--2018 (2016; Zbl 07281600) Full Text: DOI
García-Morales, Vladimir Semipredictable dynamical systems. (English) Zbl 07249752 Commun. Nonlinear Sci. Numer. Simul. 39, 81-98 (2016). MSC: 37 68 PDF BibTeX XML Cite \textit{V. García-Morales}, Commun. Nonlinear Sci. Numer. Simul. 39, 81--98 (2016; Zbl 07249752) Full Text: DOI
Ho, Tsung-Wu; Mo, Wan-Shin Testing the persistence of the forward premium: structural changes or misspecification? (English) Zbl 1412.91166 Open Econ. Rev. 27, No. 1, 119-138 (2016). MSC: 91B64 PDF BibTeX XML Cite \textit{T.-W. Ho} and \textit{W.-S. Mo}, Open Econ. Rev. 27, No. 1, 119--138 (2016; Zbl 1412.91166) Full Text: DOI
Kroujiline, Dimitri; Gusev, Maxim; Ushanov, Dmitry; Sharov, Sergey V.; Govorkov, Boris Forecasting stock market returns over multiple time horizons. (English) Zbl 1400.91552 Quant. Finance 16, No. 11, 1695-1712 (2016). MSC: 91G10 PDF BibTeX XML Cite \textit{D. Kroujiline} et al., Quant. Finance 16, No. 11, 1695--1712 (2016; Zbl 1400.91552) Full Text: DOI
Sirichand, Kavita; Hall, Stephen G. Decision-based forecast evaluation of UK interest rate predictability. (English) Zbl 1397.91562 J. Forecast. 35, No. 2, 93-112 (2016). MSC: 91G10 91G30 62P20 PDF BibTeX XML Cite \textit{K. Sirichand} and \textit{S. G. Hall}, J. Forecast. 35, No. 2, 93--112 (2016; Zbl 1397.91562) Full Text: DOI
Petitgas, Pierre; Woillez, Mathieu; Doray, Mathieu; Rivoirard, Jacques A geostatistical definition of hotspots for fish spatial distributions. (English) Zbl 1397.86034 Math. Geosci. 48, No. 1, 65-77 (2016). MSC: 86A32 62M30 PDF BibTeX XML Cite \textit{P. Petitgas} et al., Math. Geosci. 48, No. 1, 65--77 (2016; Zbl 1397.86034) Full Text: DOI
Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng A nonparametric approach to test for predictability. (English) Zbl 1400.62334 Econ. Lett. 148, 10-16 (2016). MSC: 62P20 62M10 62G10 PDF BibTeX XML Cite \textit{Z. Pan} et al., Econ. Lett. 148, 10--16 (2016; Zbl 1400.62334) Full Text: DOI
Okou, Cédric; Jacquier, Éric Horizon effect in the term structure of long-run risk-return trade-offs. (English) Zbl 06918345 Comput. Stat. Data Anal. 100, 445-466 (2016). MSC: 62 PDF BibTeX XML Cite \textit{C. Okou} and \textit{É. Jacquier}, Comput. Stat. Data Anal. 100, 445--466 (2016; Zbl 06918345) Full Text: DOI
Alves, P. R. L.; Duarte, L. G. S.; da Mota, L. A. C. P. Improvement in global forecast for chaotic time series. (English) Zbl 1375.37170 Comput. Phys. Commun. 207, 325-340 (2016). MSC: 37M10 37-04 65Y15 68W30 PDF BibTeX XML Cite \textit{P. R. L. Alves} et al., Comput. Phys. Commun. 207, 325--340 (2016; Zbl 1375.37170) Full Text: DOI
Chavez, Gordon Conditional and marginal mutual information in Gaussian and hyperbolic decay time series. (English) Zbl 1403.62157 J. Time Ser. Anal. 37, No. 6, 851-861 (2016). MSC: 62M10 60G15 62B10 62M20 PDF BibTeX XML Cite \textit{G. Chavez}, J. Time Ser. Anal. 37, No. 6, 851--861 (2016; Zbl 1403.62157) Full Text: DOI
Majerová, Jana Correlation integral and determinism for a family of \(2^\infty\) maps. (English) Zbl 1366.37027 Discrete Contin. Dyn. Syst. 36, No. 9, 5067-5096 (2016). MSC: 37B20 37E05 37E15 37M25 37C35 PDF BibTeX XML Cite \textit{J. Majerová}, Discrete Contin. Dyn. Syst. 36, No. 9, 5067--5096 (2016; Zbl 1366.37027) Full Text: DOI arXiv
Gârleanu, Nicolae; Pedersen, Lasse Heje Dynamic portfolio choice with frictions. (English) Zbl 1371.91155 J. Econ. Theory 165, 487-516 (2016). MSC: 91G10 PDF BibTeX XML Cite \textit{N. Gârleanu} and \textit{L. H. Pedersen}, J. Econ. Theory 165, 487--516 (2016; Zbl 1371.91155) Full Text: DOI
Sasaki, Hiroshi The skewness risk premium in equilibrium and stock return predictability. (English) Zbl 1398.91692 Ann. Finance 12, No. 1, 95-133 (2016). MSC: 91G70 60J75 PDF BibTeX XML Cite \textit{H. Sasaki}, Ann. Finance 12, No. 1, 95--133 (2016; Zbl 1398.91692) Full Text: DOI
Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series. (English) Zbl 1420.62380 J. Econom. 193, No. 1, 251-270 (2016). MSC: 62M10 62G10 62G20 62P05 PDF BibTeX XML Cite \textit{H. Han} et al., J. Econom. 193, No. 1, 251--270 (2016; Zbl 1420.62380) Full Text: DOI arXiv
Zhu, Xiaoneng Tug-of-war: time-varying predictability of stock returns and dividend growth. (English) Zbl 1404.62117 Rev. Finance 19, No. 6, 2317-2358 (2015). MSC: 62P05 62M20 62M02 PDF BibTeX XML Cite \textit{X. Zhu}, Rev. Finance 19, No. 6, 2317--2358 (2015; Zbl 1404.62117) Full Text: DOI
Hore, Satadru Equilibrium predictability, term structure of equity premia, and other return characteristics. (English) Zbl 1405.62144 Rev. Finance 19, No. 1, 423-466 (2015). MSC: 62P05 62M20 62M10 91G70 PDF BibTeX XML Cite \textit{S. Hore}, Rev. Finance 19, No. 1, 423--466 (2015; Zbl 1405.62144) Full Text: DOI
Pedersen, Thomas Q. Predictable return distributions. (English) Zbl 1397.62321 J. Forecast. 34, No. 2, 114-132 (2015). MSC: 62M10 62P20 91G40 PDF BibTeX XML Cite \textit{T. Q. Pedersen}, J. Forecast. 34, No. 2, 114--132 (2015; Zbl 1397.62321) Full Text: DOI
Gusev, Maxim; Kroujiline, Dimitri; Govorkov, Boris; Sharov, Sergey V.; Ushanov, Dmitry; Zhilyaev, Maxim Predictable markets? A news-driven model of the stock market. (English) Zbl 1396.91812 Algorithm. Finance 4, No. 1-2, 5-51 (2015). MSC: 91G70 91B44 PDF BibTeX XML Cite \textit{M. Gusev} et al., Algorithm. Finance 4, No. 1--2, 5--51 (2015; Zbl 1396.91812) Full Text: DOI
Radhakrishnan, Senthilkumaran; Bellan, Josette Explicitly-filtered LES for the grid-spacing-independent and discretization-order-independent prediction of a conserved scalar. (English) Zbl 1410.76113 Comput. Fluids 111, 137-149 (2015). MSC: 76F65 76M20 65M06 76N10 PDF BibTeX XML Cite \textit{S. Radhakrishnan} and \textit{J. Bellan}, Comput. Fluids 111, 137--149 (2015; Zbl 1410.76113) Full Text: DOI
Conrad, Christian; Loch, Karin The variance risk premium and fundamental uncertainty. (English) Zbl 1364.91153 Econ. Lett. 132, 56-60 (2015). MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{C. Conrad} and \textit{K. Loch}, Econ. Lett. 132, 56--60 (2015; Zbl 1364.91153) Full Text: DOI
Chen, Nan; Majda, Andrew J. Predicting the cloud patterns for the boreal summer intraseasonal oscillation through a low-order stochastic model. (English) Zbl 1364.86015 Math. Clim. Weather Forecast. 1, 1-20 (2015). MSC: 86A10 60G25 PDF BibTeX XML Cite \textit{N. Chen} and \textit{A. J. Majda}, Math. Clim. Weather Forecast. 1, 1--20 (2015; Zbl 1364.86015) Full Text: DOI
Vannitsem, Stéphane; Demaeyer, Jonathan; De Cruz, Lesley; Ghil, Michael Low-frequency variability and heat transport in a low-order nonlinear coupled ocean-atmosphere model. (English) Zbl 1364.86013 Physica D 309, 71-85 (2015). MSC: 86A05 86A10 37N10 37G10 PDF BibTeX XML Cite \textit{S. Vannitsem} et al., Physica D 309, 71--85 (2015; Zbl 1364.86013) Full Text: DOI
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability. (English) Zbl 1346.91261 Eur. J. Oper. Res. 246, No. 2, 528-542 (2015). MSC: 91G70 91G10 PDF BibTeX XML Cite \textit{T. Bodnar} et al., Eur. J. Oper. Res. 246, No. 2, 528--542 (2015; Zbl 1346.91261) Full Text: DOI arXiv
Rashmi, Bhardwaj Wavelet and fractal methods with environmental applications. (English) Zbl 1332.62362 Siddiqi, Abul Hasan (ed.) et al., Mathematical models, methods and applications. Papers based on invited and contributory talks given at the 11th international biennial conference on emerging mathematical methods, models and algorithms for science and technology, Greater Noida, India, December 15–16, 2012. Singapore: Springer (ISBN 978-981-287-971-4/hbk; 978-981-287-973-8/ebook). Industrial and Applied Mathematics, 173-195 (2015). MSC: 62M20 62P12 PDF BibTeX XML Cite \textit{B. Rashmi}, in: Mathematical models, methods and applications. Papers based on invited and contributory talks given at the 11th international biennial conference on emerging mathematical methods, models and algorithms for science and technology, Greater Noida, India, December 15--16, 2012. Singapore: Springer. 173--195 (2015; Zbl 1332.62362) Full Text: DOI
Bavly, Gilad; Peretz, Ron How to gamble against all odds. (English) Zbl 1347.91077 Games Econ. Behav. 94, 157-168 (2015). MSC: 91A60 60G42 68Q30 91A20 PDF BibTeX XML Cite \textit{G. Bavly} and \textit{R. Peretz}, Games Econ. Behav. 94, 157--168 (2015; Zbl 1347.91077) Full Text: DOI arXiv
Nicolau, João; Riedlinger, Flavio Ivo Estimation and inference in multivariate Markov chains. (English) Zbl 1326.62177 Stat. Pap. 56, No. 4, 1163-1173 (2015). MSC: 62M02 62M05 62M10 PDF BibTeX XML Cite \textit{J. Nicolau} and \textit{F. I. Riedlinger}, Stat. Pap. 56, No. 4, 1163--1173 (2015; Zbl 1326.62177) Full Text: DOI
Lu, Yang; Fan, Chao; Han, Xiaopu; Rong, Zhihai Predictability and influential factors on check-in behaviors. (Chinese. English summary) Zbl 1340.91091 J. Univ. Electron. Sci. Technol. China 44, No. 2, 163-171 (2015). MSC: 91D10 91D25 PDF BibTeX XML Cite \textit{Y. Lu} et al., J. Univ. Electron. Sci. Technol. China 44, No. 2, 163--171 (2015; Zbl 1340.91091) Full Text: DOI
Bollerslev, Tim; Xu, Lai; Zhou, Hao Stock return and cash flow predictability: the role of volatility risk. (English) Zbl 1337.91136 J. Econom. 187, No. 2, 458-471 (2015). MSC: 91G70 91B84 62P20 PDF BibTeX XML Cite \textit{T. Bollerslev} et al., J. Econom. 187, No. 2, 458--471 (2015; Zbl 1337.91136) Full Text: DOI
Wachter, Jessica A.; Warusawitharana, Missaka What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio. (English) Zbl 1331.62406 J. Econom. 186, No. 1, 74-93 (2015). MSC: 62P05 PDF BibTeX XML Cite \textit{J. A. Wachter} and \textit{M. Warusawitharana}, J. Econom. 186, No. 1, 74--93 (2015; Zbl 1331.62406) Full Text: DOI
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. Nonparametric predictive regression. (English) Zbl 1332.62329 J. Econom. 185, No. 2, 468-494 (2015). MSC: 62M10 62G08 62E20 62P05 PDF BibTeX XML Cite \textit{I. Kasparis} et al., J. Econom. 185, No. 2, 468--494 (2015; Zbl 1332.62329) Full Text: DOI