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A comparative study on forecasting polyester chips prices for 15 days, using different hybrid intelligent systems

Fazli, Mojtaba Sedigh; Lebraty, Jean-Fabrice - HAL - 2013

Forecasting in a risky situation is a very important function for managers to assist in decision making. One of the fluctuated markets in stock exchange market is chemical market. In this research the target item for prediction is PET (Poly Ethylene Terephthalate) which is the raw material for...

Persistent link: https://www.econbiz.de/10010899158

A solution for forecasting pet chips prices for both short-term and long-term price forcasting, using genetic programming

Fazli, Mojtaba Sedigh; Lebraty, Jean-Fabrice - HAL - 2013

Nowadays, forecasting what will happen in economic environments plays a crucial role. We showed that in PET market how a neuro-fuzzy hybrid model can assist the managers in decision-making. In this research, the target is to forecast the same item through another intelligent tool which obeys the...

Persistent link: https://www.econbiz.de/10010692168

To what extent do exchange rates and their volatility affect trade ?

Huchet-Bourdon, Maryline; Korinek, J. - HAL - 2011

unequivocally clear picture of the trade impacts of changes in exchange rates. The impact of exchange rate volatility on trade also … their volatility on trade flows in China, the Euro area and the United States in two broadly defined sectors, agriculture on … the one hand and manufacturing and mining on the other. It finds that exchange volatility impacts trade flows only …

Persistent link: https://www.econbiz.de/10010899210

Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical Finance

Fliess, Michel; Join, Cédric - HAL - 2008

New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some … of the volatility with respect to the forecasted trendline, are provided. $\mathcal{Z}$-transform and differential …

Persistent link: https://www.econbiz.de/10008791958

Capital Flows and their Impact on the Real Effective Exchange Rate

Combes, Jean-Louis; Plane, Patrick; Kinda, Tidiane - HAL - 2011

wide range of developing countries (42 countries) is considered with estimation based on panel cointegration techniques …

Persistent link: https://www.econbiz.de/10008793645

An exponential FISTAR model applied to the US real effective exchange rate

Boutahar, Mohamed; Mootamri, Imene; Peguin-Feissolle, Anne - HAL - 2007

estimation procedure. Indeed, these models can take into account processes characterized by several distinct dynamic regimes and …

Persistent link: https://www.econbiz.de/10008794103

A fractionally integrated exponential STAR model applied to the US real effective exchange rate

Boutahar, Mohamed; Mootamri, Imene; Peguin-Feissolle, Anne - HAL - 2008

estimation procedure. Indeed, these models can take into account processes characterized by several distinct dynamic regimes and …

Persistent link: https://www.econbiz.de/10008794371

Deforestation and the Real Exchange Rate

Arcand, Jean-Louis; Guillaumont, Patrick; Jeanneney, … - HAL - 2011

Deforestation is a phenomenon that has largely been concentrated in the developing world. We construct a theoretical model of deforestation that focuses on the factors affecting the incentives to transform forested land into agricultural land. We show that: (i) lower discount rates and stronger...

Persistent link: https://www.econbiz.de/10008855840

Multivariate utility maximization with proportional transaction costs and random endowment

Benedetti, Giuseppe; Campi, Luciano - HAL - 2011

In this paper we deal with a utility maximization problem at finite horizon on a continuous-time market with conical (and time varying) constraints (particularly suited to model a currency market with proportional transaction costs). In particular, we extend the results in Campi and Owen (2011)...

Persistent link: https://www.econbiz.de/10009643221

The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data

Prat, Georges; Uctum, Remzi - HAL - 2007

Using financial experts' Yen/USD exchange rate expectations provided by Consensus Forecasts surveys, this paper aims to model the 3 and 12-month ahead ex-ante risk premia, measured as the difference between the expected and forward exchange rates. The condition of predictability of returns...

Persistent link: https://www.econbiz.de/10008792964