Emerging Needs and Tailored Products for Untapped Markets by Luisa Anderloni, Maria Debora Braga and Emanuele Maria Carluccio 8 ppt

... β>0. 3 GARCH stands for generalized autoregresssive conditional heteroskedasticity, and was introduced by Bollerslev (1 986 , 1 987 ) and Engle (1 982 ). Engle received the Nobel Prize in 2003 for his work ... 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 mod...

Ngày tải lên: 21/06/2014, 09:20

... 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...

Ngày tải lên: 21/06/2014, 09:20

... 5. Estimating and Forecasting with Artificial Data 0 200 400 600 80 0 1000 0 20 40 60 0 200 400 600 80 0 1000 80 90 100 110 120 0 200 400 600 80 0 1000 90 100 110 120 0 200 400 600 80 0 1000 0 0.05 0.1 0.15 0.2 0 ... model chaos model), forecast onevar svjdmodel new1.m (for the stochastic volatil- ity jump diffusion model), forecast onevar markovmodel new1.m (for the Markov regime swi...

Ngày tải lên: 21/06/2014, 09:20

... in the NNRS model. 182 7. Inflation and Deflation: Hong Kong and Japan 1 986 1 988 1990 1992 1994 1996 19 98 2000 2002 −0.1 −0.05 0 0.05 0.1 0.15 1 986 1 988 1990 1992 1994 1996 19 98 2000 2002 0.4 0.45 0.5 0.55 0.6 0.65 Inflation Transition ... 0. 182 0.212 0.113 0.025 −0. 088 0.122 0.015 −0.075 19 78 0.190 0.217 0.123 0.039 −0. 089 0.112 0.019 −0.092 1995 0. 183 0.212 0.114 0.026 −0....

Ngày tải lên: 21/06/2014, 09:20

... Dev. 12.906 10. 183 8. 123 6.719 5.2 38 4.303 Coeff. Var 0.4516 0. 388 8 0.334 48 0.2927 0.246 0.216 Skewness 0. 487 0.590 0. 582 0.536 0.404 0. 584 Kurtosis 2.064 2.235 2.302 2.242 2.3 38 3.553 Max 60.500 ... Years 2345710 Mean 24.746 23 .86 4 22.799 21 .86 6 20.360 18. 891 Median 17 .87 0 18. 500 18. 900 19.000 18. 500 17.600 Std. Dev. 14.621 11.925 9.7 58 8.137 6.106 4.506 Coeff. Var 0...

Ngày tải lên: 21/06/2014, 09:20

... tests, 88 89 , 91 Hong Kong, inflation and deflation example, 1 68 182 data for, 1 68 174 in-sample performance, 177–179 interpretation of results, 1 78 182 model specification, 174–177 out-of-sample performance, 177–1 78, ... 20–21 orthogonal polynomials, 18 20 polynomial approximation, 17– 18 program notes for, 58 Gaussian function, 26– 28, 51 Gaussian transformations, 28 GDP growth...

Ngày tải lên: 21/06/2014, 09:20

... quarter and summer of 1 985 preceded downward corrections in the stock market. Figure 4.6 compares the two markets during 1 986 and 1 987 . After rising for almost four years, both markets spent 1 986 ... OSCILLATOR. MAJOR TURNING POINTS CAN BE SEEN IN 1 980 ,1 982 ,1 984 ,1 986 , AND 1 988 . MAJOR TREND SIGNALS IN THE CRB INDEX SHOULD BE CONFIRMED BY OPPOSITE SIGNALS IN T...

Ngày tải lên: 21/06/2014, 09:20

... 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....

Ngày tải lên: 21/06/2014, 09:20