Combining ordinal forecasts with an application in a financial market

Article Abstract:

A study considers the case of stock market movement forecasting with three possible states: bullish, bearish and sluggish. Forecasting data from the Hong Kong stock market are used to examine the performance of several statistical and operations research methods, which may be applied to determine the optimal weight assigned to each forecaster when combining ordinal forecasts. Results show that the accuracies of the methods are better than the consensus method and individual forecasts.

Forecasts and trends, Stock-exchange, Stock exchanges, Financial markets

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A comparison of temperature density forecasts from GARCH and atmospheric models

Article Abstract:

For the industries exposed to weather risk the density forecasts for weather variables are very useful. The research indicates the potential for the use of ensemble prediction in temperature density forecasting.

Science & research, Methods, Weather forecasting

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