Title:Evolutionary-based return forecasting with nonlinear STAR models : evidence from the Eurozone peripheral stock markets Author(s):AVDOULAS, Christos; BEKIROS, Stelios D.; BOUBAKER, SabriDate:2018Citation:
- Annals of operations research, 2018, Vol. 262, No. 2, pp. 307–333
Type:ArticleAbstract:Traditional linear regression and time-series models often fail to produce accurate forecasts due to inherent nonlinearities and structural instabilities, which characterize financial markets and challenge the Efficient ...
Title:Nonlinear forecasting of euro area industrial production using evolutionary approaches Author(s):AVDOULAS, Christos; BEKIROS, Stelios D.Date:2018Citation:
- Computational economics, 2018, Vol. 52, No. 2, pp. 521–530
Type:ArticleAbstract:Stock Watson (in: Mills T, Patterson K (eds) Palgrave handbook of econometrics, Palgrave MacMillan, Basingstoke, 2003) argue that robust forecastability is dependent upon the optimality of the estimated parameters. Whilst ...