Concepedia

Rolling Forecast Models

Rolling Forecast Models is a financial forecasting methodology that continuously updates predictions by extending the planning horizon with new periods as time progresses, distinguishing itself from static budgeting through its dynamic and iterative time-adaptive structure.

38

Publications

1.7K

Citations

106

Authors

70

Institutions

Publications per year

2017–2026

17

Variants

Rolling Forecasts

Parents

Publications

38

IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS*

Todd E. Clark, Michael W. McCracken · International Economic Review · 2009 · 202 citations

, , +16

An improved seasonal rolling grey forecasting model using a cycle truncation accumulated generating operation for traffic flow

Xinping Xiao, Jinwei Yang, Shuhua Mao et al. · Applied Mathematical Modelling · 2017 · 130 citations

, , +15

Forecasting gold price changes: Rolling and recursive neural network models

Antonino Parisi, Franco Parisi, David Díaz · Journal of Multinational Financial Management · 2008 · 106 citations · Full text

, , +14

A variable P value rolling Grey forecasting model for Taiwan semiconductor industry production

Shih-Chi Chang, Hsien‐Che Lai, Hsiao-Cheng Yu · Technological Forecasting and Social Change · 2003 · 105 citations

, , +10

Improved Grey predictor rolling models for wind power prediction

Tarek H. M. EL-Fouly, Ehab F. El‐Saadany, M.M.A. Salama · IET Generation Transmission & Distribution · 2007 · 82 citations

, , +14

1–5 of 38

Authors

106

  1. KB
    Karim Barhoumi

    Banque de France, France

    2 publications · 63 citations

    2

    h-index

  2. VB
    V. Brunhes-Lesage

    Nantes Université, France

    2 publications · 63 citations

    2

    h-index

  3. OD
    Olivier Darné

    Nantes Université, France

    2 publications · 63 citations

    2

    h-index

  4. ZC
    Zezong Chen

    Wuhan University, China

    2 publications · 67 citations

    2

    h-index

  5. QW
    Qianru Wang

    Northwestern Polytechnical University, China

    2 publications · 89 citations

    2

    h-index

1–5 of 106

Institutions

70

  1. Banque de France

    Paris, France

    2 h-index

    7 publications

    228 citations

  2. Wuhan Ship Development & Design Institute

    Wuhan, China

    2 h-index

    2 publications

    67 citations

  3. Federal Reserve Bank of Kansas City

    Kansas City, United States

    2 h-index

    4 publications

    450 citations

  4. National University of Singapore

    Singapore, Singapore

    2 h-index

    2 publications

    89 citations

  5. Wuhan University

    Wuhan, China

    2 h-index

    7 publications

    252 citations

  6. Nantes Université

    Nantes, France

    2 h-index

    2 publications

    63 citations

  7. Lanzhou University

    Lanzhou, China

    2 h-index

    5 publications

    257 citations

  8. Central South University

    Changsha, China

    2 h-index

    2 publications

    93 citations

1–8 of 70

Venues

  1. Journal of Forecasting

    3 publications · 71 citations

    3

    h-index

  2. SSRN Electronic Journal

    Repository · 2 publications · 40 citations

    2

    h-index

  3. Economic Inquiry

    2 publications · 55 citations

    2

    h-index

  4. Finance research letters

    1 publications · 40 citations

    1

    h-index

  5. Abstract and Applied Analysis

    AAA · 1 publications · 10 citations

    1

    h-index

1–5