Concepedia

Predictability Theory

Predictability Theory is a theoretical framework within deterministic forecasting that characterizes the inherent limits and conditions under which future states of a dynamical system can be accurately determined from its initial conditions and governing laws.

279

Publications

22.7K

Citations

577

Authors

409

Institutions

Publications per year

2017–2026

44

Parents

Publications

279

Stock Return Predictability: Is it There?

Andrew Ang, Geert Bekaert · Review of Financial Studies · 2006 · 1.4K citations

, , +12

Two-dimensional turbulence

Robert H. Kraichnan, David Montgomery · Reports on Progress in Physics · 1980 · 1.1K citations

, , +16

Time series prediction: Forecasting the future and understanding the past

Spyros Makridakis · International Journal of Forecasting · 1994 · 843 citations

, , +12

On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing

Jacob Boudoukh, Roni Michaely, Matthew Richardson et al. · The Journal of Finance · 2007 · 653 citations · Full text

, , +15

Striking oil: Another puzzle?

Gerben Driesprong, Ben Jacobsen, Benjamin Maat · Journal of Financial Economics · 2008 · 620 citations

, , +15

1–5 of 279

Authors

577

  1. TD
    Timothy DelSole

    George Mason University, United States

    6 publications · 565 citations

    6

    h-index

  2. RK
    Richard Kleeman

    Courant Institute of Mathematical Sciences, United States

    6 publications · 537 citations

    6

    h-index

  3. MK
    Michael K. Tippett

    Columbia University, United States

    4 publications · 302 citations

    4

    h-index

  4. AJ
    Andrew J. Majda

    Courant Institute of Mathematical Sciences, United States

    4 publications · 195 citations

    4

    h-index

  5. LK
    Lutz Kilian

    University of Michigan, United States

    4 publications · 343 citations

    4

    h-index

1–5 of 577

Institutions

409

  1. National Bureau of Economic Research

    Cambridge, United States

    10 h-index

    17 publications

    1.6K citations

  2. Centre for Economic Policy Research

    London, United Kingdom

    8 h-index

    8 publications

    558 citations

  3. New York University

    New York, United States

    7 h-index

    16 publications

    2.7K citations

  4. University of California, Los Angeles

    Los Angeles, United States

    6 h-index

    6 publications

    699 citations

  5. Courant Institute of Mathematical Sciences

    New York, United States

    6 h-index

    12 publications

    939 citations

  6. Princeton University

    Princeton, United States

    5 h-index

    9 publications

    2.2K citations

  7. Institute of Global Environment and Society

    Rockville, United States

    5 h-index

    5 publications

    522 citations

  8. University of Zurich

    Zurich, Switzerland

    5 h-index

    12 publications

    2.1K citations

1–8 of 409

Venues

  1. SSRN Electronic Journal

    Repository · 23 publications · 1.6K citations

    16

    h-index

  2. Journal of the Atmospheric Sciences

    13 publications · 1.6K citations

    12

    h-index

  3. Monthly Weather Review

    6 publications · 172 citations

    6

    h-index

  4. National Bureau of Economic Research

    Repository · 5 publications · 106 citations

    5

    h-index

  5. The Journal of Finance

    5 publications · 1.4K citations

    5

    h-index

1–5