Emerging Needs and Tailored Products for Untapped Markets by Luisa Anderloni, Maria Debora Braga and Emanuele Maria Carluccio 7 pptx
Emerging Needs and Tailored Products for Untapped Markets by Luisa Anderloni, Maria Debora Braga and Emanuele Maria Carluccio_1 docx
... β>0.
3
GARCH stands for generalized autoregresssive conditional heteroskedasticity, and
was introduced by Bollerslev (1986, 19 87) and Engle (1982). Engle received the Nobel
Prize in 2003 for his work ... [−1, 1]. For any variable x, the
transformation to a variable x
∗
is given by the following formula:
x
∗
=
2x
max(x) − min(x)
−
min(x) + max(x)
max(x) − min(x)
(2. 17)
The...
Emerging Needs and Tailored Products for Untapped Markets by Luisa Anderloni, Maria Debora Braga and Emanuele Maria Carluccio_3 pot
... particular point forecasts. Granger and
Jeon (2002) have suggested “thick modeling” as a strategy for neural net-
works, particularly for forecasting. The idea is simple and straightforward.
We should ... two real numbers r
1
and r
2
from the [0, 1]
interval and one random number s from a standard normal distribution.
The mutated coefficient
Ω
i,p
is given by the following formu...
Emerging Needs and Tailored Products for Untapped Markets by Luisa Anderloni, Maria Debora Braga and Emanuele Maria Carluccio_5 pdf
... Model
Originally put forward by Kantz and Schreiber (19 97) , the distorted long-
memory (DLM) model was recently analyzed for stochastic neural network
approximation by Lai and Wong (2001). The ... 1.224
DM-0
∗
— . 27
DM-1
∗
— .25
DM-2
∗
— .15
DM-3
∗
— .22
DM-4
∗
— .24
SR .77 .72
B-Ratio — .982
∗
marginal significance levels
net is slightly higher and the Hannan-Quinn informatio...
Emerging Needs and Tailored Products for Untapped Markets by Luisa Anderloni, Maria Debora Braga and Emanuele Maria Carluccio_7 pptx
... the demand for property and investments.” With a higher
inelastic supply schedule, this caused price swings, and with rising demand
186 7. Inflation and Deflation: Hong Kong and Japan
1 975 1980 ... information from Table 7. 8 gives strong support for abandoning a
linear approach for understanding inflation/deflation dynamics in Japan.
7. 2.4 Out-of-Sample Performance
Figure 7....
Emerging Needs and Tailored Products for Untapped Markets by Luisa Anderloni, Maria Debora Braga and Emanuele Maria Carluccio_8 ppt
... 0. 074 0. 074 0. 076 0.083 0.000 0.000 0.000 0.000
2 Term 0.004 0.004 0.004 0.004 0.000 0.000 0.000 0.000
3 Credit history −0. 078 −0. 078 −0. 077 −0. 076 0.000 0.000 0.000 0.000
4 Propose −0.0 07 −0.0 07 ... in Years
234 571 0
Linear 5 .76 1 2.2 47 1.585 3.365 5.843 7. 699
Nonlinear 1. 575 2.249 2.423 2.103 1.504 1.2 07
Diebold-Mariano Tests
∗
Maturity in Years
234 571 0
DM-0 0.000 0.00...
Emerging Needs and Tailored Products for Untapped Markets by Luisa Anderloni, Maria Debora Braga and Emanuele Maria Carluccio_9 doc
... example,
168–182
data for, 168– 174
in-sample performance,
177 – 179
interpretation of results,
178 –182
model specification, 174 – 177
out-of-sample performance,
177 – 178 , 180
Hong Kong, volatility
forecasting ... outputs in, 37
out-of-sample evaluation of,
95
predictive stochastic
complexity, 100–101
stochastic chaos model,
1 17 122
thick model, 77 78
use in decision-making, 3,
1...
Emerging Needs and Tailored Products for Untapped Markets by Luisa Anderloni, Maria Debora Braga and Emanuele Maria Carluccio_10 pptx
... 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...
Emerging Needs and Tailored Products for Untapped Markets by Luisa Anderloni, Maria Debora Braga and Emanuele Maria Carluccio_13 doc
... 1955, before computers were so common,
the RAND Corporation published a book entitled A Million Random Digits.
It was used in selecting random trials for experimental designs and simulations
(and ... prices
that can be forecast based on a given information set.
The only possible changes in price are random,
driven by unforecastable external information.
Profits occur only by chance....
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