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Measuring changes in preferences and perception due to the entry of a new brand with choice data
Hildebrandt, Lutz; Kalweit, Lea - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008
Context effects can have a major influence on brand choice behavior after the introduction ofa new product. Based on behavioral literature, several hypotheses about the effects of a newbrand on perception, preferences and choice behavior can be derived, but studies with realchoice data are still...
Persistent link: https://www.econbiz.de/10005862555
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Measuring changes in preferences and perception due to the entry of a new brand with choice data
Hildebrandt, Lutz; Kalweit, Lea - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008
Context effects can have a major influence on brand choice behavior after the introduction ofa new product. Based on behavioral literature, several hypotheses about the effects of a newbrand on perception, preferences and choice behavior can be derived, but studies with realchoice data are still...
Persistent link: https://www.econbiz.de/10005862556
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Conditional Complexity of Compression for Authorship Attribution
Malyutov, Mikhail B.; Wickramasinghe, Chammi I.; Li, Sufeng - Sonderforschungsbereich Ökonomisches Risiko <Berlin>
We introduce new stylometry tools based on the sliced conditional compression complexity of literary texts which are inspired by the nearly optimal application of the incomputable Kolmogorov conditional complexity (and presumably approximates it). Whereas other stylometry tools can occasionally...
Persistent link: https://www.econbiz.de/10005860841
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The Bayesian Additive Classification Tree Applied to Credit Risk Modelling
Zhang, Junni L.; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin>
We propose a new nonlinear classification method based on a Bayesian "sum-of-trees" model, the Bayesian Additive … Classification Tree (BACT), whichextends the Bayesian Additive Regression Tree (BART) method into the classification context. Like …
Persistent link: https://www.econbiz.de/10005860755
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Spatial aggregation of local likelihood estimates with applications to classification
Belomestny, Denis; Spokoiny, Vladimir - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2006
. The performance of the procedure is illustrated by application to the classification problem. A numerical study …
Persistent link: https://www.econbiz.de/10005861420
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The Impact of Industry Classification Schemes on Financial Research
Weiner, Christian - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2005
This paper investigates industry classification systems. During the last 50 yearsthere has been a considerable … discussion of problems regarding the classification of economic data by industries. From my perspective, the central point of … each classification is to determine a balance between aggregation of similar firms and differentiation between industries …
Persistent link: https://www.econbiz.de/10005861843
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On Local Times of Ranked Continuous Semimartingales; Application to PortfolioGenerating Functions
Ghomrasni, Raouf - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2005
We derive the decomposition of the ranked continuous semimartingales i.e. order-statistics processes. We apply it to portfolios generated by functions of the ranked market weights. Thus we generalize recent results of Fernholz.
Persistent link: https://www.econbiz.de/10005861882