Narrow search
Showing 1 - 10 of 30
Cover Image
Prediction of gas concentration based on the opposite degree algorithm
Yue, Xiao-Guang; Gao, Rui; McAleer, Michael - 2016
Persistent link: https://www.econbiz.de/10011485285
Cover Image
Prediction of gas concentration based on the opposite degree algorithm
Yue, Xiao-Guang; Gao, Rui; McAleer, Michael - 2016
3.284%, respectively. Simulation experiments shows that the OD-NC algorithm is feasible and effective. …
Persistent link: https://www.econbiz.de/10011456718
Cover Image
A multi-criteria portfolio analysis of hedge fund strategies
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2017
This paper features a tri-criteria analysis of Eurekahedge fund data strategy index data. We use nine Eurekahedge equally weighted main strategy indices for the portfolio analysis. The tri-criteria analysis features three objectives: return, risk and dispersion of risk objectives in a...
Persistent link: https://www.econbiz.de/10011587620
Cover Image
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies
Allen, David E. - 2016
This paper features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing crude oil spot and futures prices. The use of grains for the creation of bio-fuels has sparked fears that these demands are inflating food prices. We analyse approximately 10...
Persistent link: https://www.econbiz.de/10012978244
Cover Image
A multi-criteria portfolio analysis of hedge fund strategies
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2016
Persistent link: https://www.econbiz.de/10011631787
Cover Image
Modelling and Simulation: An Overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …
Persistent link: https://www.econbiz.de/10010326266
Cover Image
Modelling and Simulation: An Overview
McAleer, Michael; Chan, Felix; Oxley, Les - Tinbergen Instituut - 2013
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …
Persistent link: https://www.econbiz.de/10011256964
Cover Image
Modelling and Simulation: An Overview
McAleer, Michael; Oxley, Les; Chan, Chan, F. - Faculteit der Economische Wetenschappen, Erasmus … - 2013
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …
Persistent link: https://www.econbiz.de/10010732602
Cover Image
Modelling and Simulation: An Overview
McAleer, Michael; Chan, Felix; Oxley, Les - Institute of Economic Research, Kyoto University - 2013
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …
Persistent link: https://www.econbiz.de/10010860080
Cover Image
Modelling and Simulation: An Overview
McAleer, Michael; Oxley, Les; Chan, Felix - Facultad de Ciencias Económicas y Empresariales, … - 2013
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …
Persistent link: https://www.econbiz.de/10011162548