2021 June - 12 articles
The random walk, no-change forecast is a customary benchmark in the literature on forecasting commodity prices. We challenge this custom by examining whether alternative models are more suited for this purpose. Based on a literature review and the re...
The Southeast Mediterranean (SEM) is characterized by increased vulnerability to river/stream flooding. However, impact-oriented, operational fluvial flood forecasting is far away from maturity in the region. The current paper presents the first atte...
This paper focuses on forecasting the price of Bitcoin, motivated by its market growth and the recent interest of market participants and academics. We deploy six machine learning algorithms (e.g., Artificial Neural Network, Support Vector Machine, R...
Previous studies have shown that the treasury yield curve, T, forecasts upcoming recessions when it obtains a negative value. In this paper, we try to improve the yield curve model while keeping its parsimony. First, we show that adding the federal f...
A novel forecasting method based on copula functions is proposed. It consists of an iterative algorithm in which a dependent variable is decomposed as a sum of error terms, where each one of them is estimated identifying the input variable which best...
This study investigates the daily co-movements in commodity prices over the period 2006–2020 using a novel approach based on a time-varying Gerber correlation. The statistic is computed considering a set of probabilities estimated via non-traditional...
Currently, manufacturing is characterized by increasing complexity both on the technical and organizational levels. Thus, more complex and intelligent production control methods are developed in order to remain competitive and achieve operational exc...
Recent improvements in deepfake creation have made deepfake videos more realistic. Moreover, open-source software has made deepfake creation more accessible, which reduces the barrier to entry for deepfake creation. This could pose a threat to the pe...
Accurate short-term forecasts of building energy consumption are necessary for profitable demand response. Short-term forecasting methods can be roughly classified into physics-based modelling and data-based modelling. Both of these approaches have t...
The importance of high-resolution meteorological time-series data for detection of transformative changes in the climate system is unparalleled. These data sequences allow for a comprehensive study of natural and forced evolution of warming and cooli...
Smoking causes substantial amount of mortality and morbidity. This article presents the findings from simulation models that projected the impact of five potential Tobacco Endgame strategies on smoking prevalence in Ontario by 2035 and expected impac...
The determination of electric energy consumption is remarked as one of the most vital objectives for electrical engineers as it is highly essential in determining the actual energy demand made on the existing electricity supply. Therefore, it is impo...
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