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بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي

Sarfaraz, Leyla; Afsar, Amir - Volkswirtschaftliche Fakultät, … - 2005

Throughout the history man has considered gold as a precious metal and its forcast has always been important. Traditional methods of forcast, e.g.Regresion, ARIMA, Exponential Smoothing, Moving Average, and methods of this kind have been applied. Only recently Artificial Intelligence, Neural...

Persistent link: https://www.econbiz.de/10005626880

The influence of variable selection methods on the accuracy of bankruptcy prediction models

du Jardin, Philippe - Volkswirtschaftliche Fakultät, … - 2012

Over the last four decades, bankruptcy prediction has given rise to an extensive body of literature, the aim of which was to assess the conditions under which forecasting models perform effectively. Of all the parameters that may influence model accuracy, one has rarely been discussed: the...

Persistent link: https://www.econbiz.de/10011107955

Bankruptcy prediction and neural networks: The contribution of variable selection methods

du Jardin, Philippe - Volkswirtschaftliche Fakultät, … - 2008

Of the methods used to build bankruptcy prediction models in the last twenty years, neural networks are among the most challenging. Despite the characteristics of neural networks, most of the research done until now has not taken them into consideration for building financial failure models, nor...

Persistent link: https://www.econbiz.de/10011110766

MODELLING THE WORLD EXCHANGE RATES:DYNAMICS, VOLATILITY AND FORECASTING

Nwaobi, Godwin - Volkswirtschaftliche Fakultät, … - 2008

Indeed, the specification of equilibrium in the world economy depends on the exchange rate regime and thus, the early … foreign exchange markets. However, the world has known several exchange rate systems beginning with the fixed-gold standard … exchange was deregulated, independent traders finally had access to the biggest trading market of the world; and these forex …

Persistent link: https://www.econbiz.de/10005619306

Bias Correction and Out-of-Sample Forecast Accuracy

Kim, Hyeongwoo; Durmaz, Nazif - Volkswirtschaftliche Fakultät, … - 2009

The least squares (LS) estimator suffers from signicant downward bias in autoregressive models that include an intercept. By construction, the LS estimator yields the best in-sample fit among a class of linear estimators notwithstanding its bias. Then, why do we need to correct for the bias? To...

Persistent link: https://www.econbiz.de/10004976974

Oil Prices, Drought Periods and Growth Forecasts in Morocco

Bentour, El Mostafa - Volkswirtschaftliche Fakultät, … - 2013

The Moroccan economy suffers deeply from two exogenous shocks: high oil prices and drought periods. The irregular rainfall and instability of oil prices increase the volatility of economic growth and the uncertainty around growth forecasts. We exploit the vulnerability to these shocks in order...

Persistent link: https://www.econbiz.de/10011130313

Improving customer churn models as one of customer relationship management business solutions for the telecommunication industry

Slavescu, Ecaterina; Panait, Iulian - Volkswirtschaftliche Fakultät, … - 2012

Nowadays, when companies are dealing with severe global competition, they are making serious investments in Customer Relationship Management (CRM) strategies. One of the cornerstones in CRM is customer churn prediction, the practice of determining a mathematical relation between customer...

Persistent link: https://www.econbiz.de/10011107251

Does BIC Estimate and Forecast Better than AIC?

Medel, Carlos A.; Salgado, Sergio C. - Volkswirtschaftliche Fakultät, … - 2012

We test two questions: (i) Is the Bayesian Information Criterion (BIC) more parsimonious than Akaike Information Criterion (AIC)?, and (ii) Is BIC better than AIC for forecasting purposes? By using simulated data, we provide statistical inference of both hypotheses individually and then jointly...

Persistent link: https://www.econbiz.de/10011107307

Sectoral gross value-added forecasts at the regional level: Is there any information gain?

Lehmann, Robert; Wohlrabe, Klaus - Volkswirtschaftliche Fakultät, … - 2013

In this paper, we ask whether it is possible to forecast gross-value added (GVA) and its sectoral sub-components at the regional level. We are probably the first who evaluate sectoral forecasts at the regional level using a huge data set at quarterly frequency to investigate this issue. With an...

Persistent link: https://www.econbiz.de/10011107330

On the Sources of Uncertainty in Exchange Rate Predictability

Byrne, Joseph P; Korobilis, Dimitris; Ribeiro, Pinho J - Volkswirtschaftliche Fakultät, … - 2014

We analyse the role of time-variation in coefficients and other sources of uncertainty in exchange rate forecasting regressions. Our techniques incorporate the notion that the relevant set of predictors and their corresponding weights, change over time. We find that predictive models which allow...

Persistent link: https://www.econbiz.de/10011107371