4 papers
Forecast reconciliation with non-linear constraints
Daniele Girolimetto, Anastasios Panagiotelis, Tommaso Di Fonzo +1
Methods for forecasting time series adhering to linear constraints have seen notable development in recent years, especially with the advent of forecast reconciliation. This paper…
Gradient boosted multi-population mortality modelling with high-frequency data
Ziting Miao, Han Li, Yuyu Chen
High-frequency mortality data have attracted growing attention, but their use has largely been confined to specific applications rather than general modelling and forecasting. Such…
Mortality Forecasting under Climate Risk: A Stochastic Approach with Distributed Lag Non-Linear Models
Jiacheng Min, Han Li, Thomas Nagler +1
Assessing climate-driven mortality risk has become an emerging area of research in recent decades. In this paper, we propose a novel approach to explicitly incorporate climate-driv…
Optimal dynamic climate adaptation pathways: a case study of New York City
Chi Truong, Matteo Malavasi, Han Li +2
Assessing climate risk and its potential impacts on our cities and economies is of fundamental importance. Extreme weather events, such as hurricanes, floods, and storm surges can…