Emerging Needs and Tailored Products for Untapped Markets by Luisa Anderloni, Maria Debora Braga and Emanuele Maria Carluccio 16 docx

... 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 ... β>0. 3 GARCH stands for generalized autoregresssive conditional heteroskedasticity, and was introduced by Bollerslev (1986, 1987) and Engle (1982). Engle received the Nobe...

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

... Model Originally put forward by Kantz and Schreiber (1997), the distorted long- memory (DLM) model was recently analyzed for stochastic neural network approximation by Lai and Wong (2001). The ... 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 switching model), a...

Ngày tải lên: 21/06/2014, 09:20

... process. We specify four lags for the dependent variable. For quarterly data, this is equivalent to a 12-month lag for monthly data, used by Stock and Watson (1999) for forecasting inflation. To make ... draw upon the standard Phillips curve framework used by Stock and Watson (1999) for forecasting inflation in the United States. They define the inflation as an h-period ahead fo...

Ngày tải lên: 21/06/2014, 09:20

... an Application to Forecasting Inflation,” IEEE Transactions in Neural Networks 12: 674–683. Chow, Gregory (1960), “Statistical Demand Functions for Automobiles and Their Use for Forecasting,” in ... (ed.), The Demand for Durable Goods. Chicago: University of Chicago Press, 149–178. Clark, Todd E., and Michael W. McCracken (2001), “Tests of Fore- cast Accuracy and Encompassing for...

Ngày tải lên: 21/06/2014, 09:20

... example, 156 165 data in, 156–158 in-sample performance, 160 162 interpretation of results, 161 165 MATLAB program notes, 166 models used, 157 160 out-of-sample performance, 160 161 covariance ... Poloni, and G. Winter (eds.), Genetic Algorithms and Evolution Strategy in Engineering and Computer Science: Recent Advances and Industrial Applications. West Sussex, England: John...

Ngày tải lên: 21/06/2014, 09:20

... 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...

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 ... to manipulate and display real stock market data. 5.6 Program of Chapter 5 and walkthrough 51 %CH05 Program for Chapter 5 % % Illustrates quantile plot clf randn(’state’,100) M=200; s...

Ngày tải lên: 21/06/2014, 09:20