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Airport and Access Mode Choice : A Generalized Nested Logit Model Approach
Gelhausen, Marc Christopher; Wilken, Dieter - Volkswirtschaftliche Fakultät, … - 2006
The purpose of the paper is to present a novel approach of a general airport and access mode choice model. Based on data of the German Air Traveller Survey 2003 with a sample size of about 210.000 passengers interviewed at 21 airports a three-stage nested logit model has been estimated in a...
Persistent link: https://www.econbiz.de/10005260103
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Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?
Chan, Tze-Haw; Lye, Chun Teck; Hooy, Chee-Wooi - Volkswirtschaftliche Fakultät, … - 2010
Being a small and open economy, the stability and predictability of Malaysian foreign exchange are crucially important. However, despite the general failure of conventional monetary models, foreign exchange misalignments and authority intervention have both caused the forecasting process an...
Persistent link: https://www.econbiz.de/10008694172
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A Hybrid Intelligent Early Warning System for Predicting Economic Crises: The Case of China
Su, Dongwei; He, Xingxing - Volkswirtschaftliche Fakultät, … - 2010
This paper combines artificial neural networks (ANN), fuzzy optimization and time-series econometric models in one …
Persistent link: https://www.econbiz.de/10008543508
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A Generalized Neural Logit Model for Airport and Access Mode Choice in Germany
Gelhausen, Marc Christopher - Volkswirtschaftliche Fakultät, … - 2007
The purpose of this paper is to present a new kind of discrete choice model called "Generalized Neural Logit Model" applied exemplarily to the case of airport and access mode choice. This approach employs neural networks to model the utility function of a discrete choice model and correlations...
Persistent link: https://www.econbiz.de/10005026644
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Airport and Access Mode Choice in Germany: A Generalized Neural Logit Model Approach
Gelhausen, Marc Christopher - Volkswirtschaftliche Fakultät, … - 2006
The purpose of the paper is to present a novel approach of a general airport and access mode choice model. Based on data of the German Air Traveller Survey 2003 with a sample size of about 210.000 passengers interviewed at 21 airports a three-stage nested logit model has been estimated in a...
Persistent link: https://www.econbiz.de/10005621581
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Nonlinear Combination of Financial Forecast with Genetic Algorithm
Ozun, Alper; Cifter, Atilla - Volkswirtschaftliche Fakultät, … - 2007
Complexity in the financial markets requires intelligent forecasting models for return volatility. In this paper, historical simulation, GARCH, GARCH with skewed student-t distribution and asymmetric normal mixture GRJ-GARCH models are combined with Extreme Value Theory Hill by using artificial...
Persistent link: https://www.econbiz.de/10005787027
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Sustainable Institutions or Sustainable Poverty Targeting: The Case of Microfinance
Khan, Wajid; Sun, Shaorong; Khan, Ikramullah - Volkswirtschaftliche Fakultät, … - 2015
Microcredit, being the most unique form of antipoverty intervention in terms of its methodology and outreach, has generated considerable amount of disagreements in recent times. While there may be more serious disagreements surrounding microcredit, this article addresses whether or not...
Persistent link: https://www.econbiz.de/10011251879
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Relevant States and Memory in Markov Chain Bootstrapping and Simulation
Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian - Volkswirtschaftliche Fakultät, … - 2013
transition probabilities. Our approach is based on an optimization model. More specifically we consider two competing objectives …
Persistent link: https://www.econbiz.de/10011259232
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Developing a hybrid comparative optimization model for short-term forecasting: an ‘idle time interval’ roadmap for operational units’ strategic planning
Filippou, Miltiades; Zervopoulos, Panagiotis - Volkswirtschaftliche Fakultät, … - 2011
individual operational units. This study introduces a stochastic, multi-stage, optimization technique for short-term forecasting …
Persistent link: https://www.econbiz.de/10011259245
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An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio
Muteba Mwamba, John; Suteni, Mwambi - Volkswirtschaftliche Fakultät, … - 2010
This paper constructs an alternative investment strategy to portfolio optimization model in the framework of the Mean … normally distributed. The traditional Mean–Variance optimization approach has only one objective, which fails to capture the … problem. The proposed optimization model which is an optimal portfolio strategy is produced for investors of various risk …
Persistent link: https://www.econbiz.de/10011259339