Improving return forecasting is very important for both investors and researchers in financial markets. In this study we try to aim this object by two new methods. First, instead of using traditional variable, gold prices have been used as predictor and compare the results with Goyal's variables. Second, unlike previous researches new machine learning algorithm called Deep learning (DP) has bee...

Part of the charge to the WRF Research Applications Board (RAB) is to “review trends and emerging science and technologies and to identify and prioritize those elements representing the greatest opportunities for advancing the capabilities of the WRF modeling system for use by the research community.” In response to this directive, the RAB has solicited input from the research community and pre...

This paper attempts to compare the forecasting performance of the ARIMA model and hybrid ARMA-GARCH Models by using daily data of the Iran’s exchange rate against the U.S. Dollar (IRR/USD) for the period of 20 March 2014 to 20 June 2015. The period of 20 March 2014 to 19 April 2015 was used to build the model while remaining data were used to do out of sample forecasting and check the forecasti...

The present study aims at developing a forecasting model to predict the next year’s air pollution concentrations in the atmosphere of Iran. In this regard, it proposes the use of ARIMA, SVR, and TSVR, as well as hybrid ARIMA-SVR and ARIMA-TSVR models, which combined the autoregressive part of the autoregressive integrated moving average (ARIMA) model with the support vector regression technique...

Cointegration has different theoretical implications for forecasting. Several empirical studies have compared the out of sample forecasting performance of cointegrted VECMs against unrestricted VARs in levels and in differences. The results of these studies have been generally mixed and inconclusive. This paper provides a comprehensive review over the subject, and also examines the effects...

during the recent decades, rapid urbanization growth has led to even faster growth of motorvehicles and especially in large cities. hence, evaluation of the actual level of traffic emissions has gained more interest. this paper, for the first time, presents a bottom-up approach for evaluation of vehicular emissions in tehran- the capital of iran- using the international vehicle emission (ive) m...

Introduction Conclusions References

Introduction Conclusions References