Emerging Needs and Tailored Products for Untapped Markets by Luisa Anderloni, Maria Debora Braga and Emanuele Maria Carluccio 5 pdf

... parametric and semi-parametric models, and models that have and do not have closed-form solutions. The typology appears in Table 2.1. Both linear and polynomial models have closed-form solutions for ... while β 0,k and β k stand for the location and direction of the network, with |β l | =1. 2.4 .5 Jump Connections One alternative to the pure feedforward network or sieve netwo...

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... previous function: z = .5 | x | 1 .5 + .5 | x | 2 .5 + ··· .5 | y | 1 .5 + .5 | y | 2 .5 −4x − 4y − 1 (3.31) 4.1 In-Sample Criteria 87 The most commonly used statistic tests for serial independence ... premnmx.m. The scaling function for the transformation suggested by Helge Petersohn is given by hsquasher.m. The reverse transformation is given by helgeyx.m. 3 .5. 2 Suggest...

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... forecasting for the volatility regime switching model, they do 132 5. Estimating and Forecasting with Artificial Data 0 50 100 150 200 250 300 350 400 450 50 0 −6 −4 −2 0 2 4 6 8 0 50 100 150 200 250 300 ... publication in academic journals. 128 5. Estimating and Forecasting with Artificial Data 0 50 100 150 200 250 300 350 400 450 50 0 −6 5 −4 −3 −2 −1 0 1 2 3 4 FIGURE 5. 8. Ma...

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... forecasting interval h exceeds the sampling 7.2 Japan 1 95 19 75 1980 19 85 1990 19 95 2000 200 5 0 0.02 −0.02 0.04 −0.04 0.06 0.08 19 75 1980 19 85 1990 19 95 2000 200 5 0.46 0.48 0 .5 0 .52 0 .54 0 .56 0 .58 Inflation ... Inflation and Deflation: Hong Kong and Japan 1986 1988 1990 1992 1994 1996 1998 2000 2002 −0.1 −0. 05 0 0. 05 0.1 0. 15 1986 1988 1990 1992 1994 1996...

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... analysis na 0.2 05 0.038 0.122 Neural network 655 35 0.032 0.117 0.0 75 Logit 655 35 0.092 0.092 0.092 Probit 4041.349 0.026 0.122 0.074 Weibull 655 35 0.040 0.111 0.0 75 TABLE 8.7. Out-of-Sample Forecasting: ... 0 .59 0 0 .58 2 0 .53 6 0.404 0 .58 4 Kurtosis 2.064 2.2 35 2.302 2.242 2.338 3 .55 3 Max 60 .50 0 53 .300 47. 250 47 .50 0 47 .50 0 47 .50 0 Min 11.000 12.000 12. 250 12. 75...

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... production forecasting example, 1 45 155 data used in, 146–148 evaluation of, 150 – 152 interpretation of, 152 – 155 MATLAB program notes for, 166 models used in, 148– 150 autoregressive models, 14, 55 , 177 B backpropagation ... choice, 49 54 discriminant analysis, 49 50 logit regression, 50 51 multinomial ordered choice, 53 54 neural network models for, 52 53 probit regressio...

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... bond market for confirmation. A bullish technical forecast for bonds is also a bullish technical forecast for stocks. Conversely, a bearish analysis for bonds is a bearish forecast for stocks. ... market and falling commodity markets, the spring and early summer saw surging commodity markets and a weak bond market. This surge in the CRB Index was caused mainly by strong g...

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... Daily Histogram 5 0 5 0 0 .5 1 Cumulative Density 5 0 5 −4 −2 0 2 4 Quantiles 5 0 5 0 0.1 0.2 0.3 0.4 IBM Weekly 5 0 5 0 0 .5 1 5 0 5 −4 −2 0 2 4 5 0 5 0 0.1 0.2 0.3 0.4 Rand. Num. Gen. 5 0 5 0 0 .5 1 5 ... to manipulate and display real stock market data. 5. 6 Program of Chapter 5 and walkthrough 51 %CH 05 Program for Chapter 5 % % Illustrates q...

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