In recent years, authors have focused on modeling and forecasting volatility in financial series it is crucial for the characterization of markets, portfolio optimization and asset valuation. One of the most used methods to forecast market volatility is the linear regression. Nonetheless, the errors in prediction using this approach are often quite high. Hence, continued research is conducted t...

This is a paper about premodification in the English noun phrase, focusing on functions of attributive adjectives. Modification in general is an issue that has received comparatively little attention in linguistic research, at least outside the field of syntax (see eg Frawley 1992: 437); Although there are some systematic descriptions of premodifier functions to be found in the literature, much...

People's affective forecasts are often inaccurate because they tend to overestimate how they will feel after an event. As life decisions are often based on affective forecasts, it is crucial to find ways to manage forecasting errors. We examined the impact of a fair treatment on forecasting errors in candidates in a Belgian reality TV talent show. We found that perceptions of fair treatment inc...

We propose a framework that detects the failures of a tracker using its output only (Figure 1). The framework is based on a state-background discrimination approach that generates a track quality score, which quantifies the ability of the tracker to remain on target. We define a background region around the target and split it into four sub-regions, each with the same size as the state. We then...

To implement mean variance analysis one needs a technique for forecasting correlation coefficients. In this article we investigate the ability of several techniques to forecast correlation coefficients between securities. We find that separately forecasting the average level of pairwise correlations and individual pair-wise differences from the average improves forecasting accuracy. Furthermore...

The unemployment can be considered as one of the main economic problems. The aim of this article is to examine the differences in male and female unemployment rates in selected European countries and to predict their future trends by using different statistical forecasting models. Furthermore, the impact of adding a new data point on the selection of the most appropriate statistical forecasting...

The theory of grey system is used when sufficient information of the community under study is not in hand. The grey forecast model is proper when the information variety is fix and certain. Grey model can apply some additional computations to improve forecasting activities when data is insufficient. Through using improved grey model, the assessment error decreases significantly. This study made...