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which partitions the state space and applies the cross-entropy method to each partition. We investigate two versions of our …
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The multivariate analysis of a panel of economic and financial time series with mixed frequencies is a challenging problem. The standard solution is to analyze the mix of monthly and quarterly time series jointly by means of a multivariate dynamic model with a monthly time index: artificial...
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the stock prices of these companies using entropy measures. The entropy and Mutual Information (MI) statistics permit an …
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commonly used in the literature. We also show how a formulation of a taste for variety as entropy that had been previously used …
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We study the implications of the Chinese waste import ban of 2018 on intraEuropean plastic waste trade. Specifically …, we ask if it led to a "waste haven" effect, which would imply that countries with high disposal and recycling costs … started to export more plastic waste to countries with lower costs. We study this question in a gravity difference …
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This paper reports simulation experiments, applying the cross entropy method suchas the importance sampling algorithm …
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