Showing 1 - 10 of 28
In this paper, a bibliometric study of the computational intelligence field is presented. Bibliometric maps showing the associations between the main concepts in the field are provided for the periods 1996–2000 and 2001–2005. Both the current structure of the field and the evolution of the...
Persistent link: https://www.econbiz.de/10010837626
For successful trading in financial markets, it is important to develop financial models where one can identify different states of the market for modifying one???s actions. In this paper, we propose to use probabilistic fuzzy systems for this purpose. We concentrate on Takagi???Sugeno (TS)...
Persistent link: https://www.econbiz.de/10010730926
The concept of consideration sets makes brand choice a two-step process. House-holds first construct a consideration set which not necessarily includes all available brands and conditional on this set they make a final choice. In this paper we put forward a parametric econometric model for this...
Persistent link: https://www.econbiz.de/10010731416
We study the restructuring process of small and medium-sized firms in financial distress. We have a unique dataset with firms in the Netherlands that are guided in their restructuring effort by banks. Part of our dataset consists of firms that successfully restructure their operations and...
Persistent link: https://www.econbiz.de/10010731431
We present evidence on the efficiency of the resolution of financial distress in bankruptcy in The Netherlands. We employ a unique data set based on the files of the trustees and court offices, which includes the characteristics of the firms before and in the bankruptcy procedures, the details...
Persistent link: https://www.econbiz.de/10010731471
Er is een steeds sterkere tendens om onderzoeksgegevens te visualiseren in plaats van in tabellen weer te geven. Een belangrijk voordeel van visualisatie is dat de resultaten vaak direct duidelijk en eenvoudig te interpreteren zijn. Zo kan met behulp van meerdimensionele schaling de samenhang...
Persistent link: https://www.econbiz.de/10010837410
The state of the equity market, often referred to as a bull or a bear market, is of key importance for financial decisions and economic analyses. Its latent nature has led to several methods to identify past and current states of the market and forecast future states. These methods encompass...
Persistent link: https://www.econbiz.de/10010837637
For over forty years, Business Tendency Surveys have been collected in multiple member states of the European Union. Previous research has studied the predictive accuracy of the expectation variables included in those surveys through bivariate, within-country, Granger-causality tests, which has...
Persistent link: https://www.econbiz.de/10010837665
Dividing forecasts of brand sales by a forecast of category sales, when they are generated from brand specific sales-response models, renders biased forecasts of the brands' market shares. In this paper we therefore propose an easy-to-apply simulation-based method which results in unbiased...
Persistent link: https://www.econbiz.de/10010837695
We introduce a heuristic bias-adjustment for the transaction price-based realized range estimator of daily volatility in the presence of bid-ask bounce and non-trading. The adjustment is an extension of the estimator proposed in Christensen et al. (2009). We relax the assumption that all...
Persistent link: https://www.econbiz.de/10010837698