Price forecasting is critical for business management decision making and planning.
However, accurate price predicting faces daunting challenges due to data drift and …

We introduce a new approach for generating sequences of implied volatility (IV) surfaces
across multiple assets that are faithful to historical prices. We do so using a combination of …

When modelling the age distribution of death counts for multiple populations, we should
consider three features:(1) how to incorporate any possible correlation among multiple …

We explore and demonstrate a clear pattern of past-dependence in predicting implied
volatility, which extends up to twenty days and is present in both linear and nonlinear …

Functional time series (FTS) analysis has emerged as a potent framework for modeling and
forecasting time‐dependent data with functional attributes. In this comprehensive review, we …

In this paper, we explore dimension reduction for time series of functional data within both
stationary and non-stationary frameworks. We introduce a functional framework of …

Fertility differentials by urban–rural residence and nativity of women in Australia significantly
impact population composition at sub-national levels. We aim to provide consistent fertility …

Forecasting hog prices is an important and challenging task for pig producers and managers
as it plays a crucial role in decision-making processes. Given the significant impact of raw …

We introduce a statistical method for modeling and forecasting functional panel data, where
each element is a density. Density functions are nonnegative and have a constrained …

The age pension aims to assist eligible elderly Australians who meet specific age and
residency criteria in maintaining basic living standards. In designing efficient pension …