Similar Search Results

Financial markets as a complex system: A short time scale perspective

Marschinski, Robert; Matassini, Lorenzo - 2001

In this paper we want to discuss macroscopic and microscopic properties of financial markets. By analyzing quantitatively a database consisting of 13 minute per minute recorded financial time series, we identify some macroscopic statistical properties of the corresponding markets, with a special...

Persistent link: https://www.econbiz.de/10010301759

A real data-driven clustering approach for countries based on happiness score

Chakraborty, Aditya; Tsokos, Chris P. - In: Amfiteatru Economic Journal 23 (2021) Special Issue No. 15, pp. 1031-1045

In machine learning and data science literature, clustering is the task of dividing the observations (data points) into several categories in such a way that data points falling into one group are being dissimilar than the data points falling to the other groups such that the variation within a...

Persistent link: https://www.econbiz.de/10014462056

Computational statistics and data visualization

Unwin, Antony; Chen, Chun-houh; Härdle, Wolfgang Karl - 2007

Persistent link: https://www.econbiz.de/10010274124

Forecasting M&A deals with MIDAS count model

Ferreiro, Javier Ojea; Gregori, Wildmer Daniel; Nardo, … - 2022

This report focuses on the forecast of the number of monthly cross-border deals in the European Union. We propose a new model to improve the forecasting properties of a count model of Foreign Direct Investment deals in EU, by taking into account past trends in high-frequency (daily) deal data...

Persistent link: https://www.econbiz.de/10014471602

Disparities, Discrepancies and Specific Concentration – Diversification Trends in the Group of Central and East European Ex-Socialist Countries

Săvoiu, Gheorghe; Siminică, Marian - In: Amfiteatru Economic Journal 18 (2016) 43, pp. 503-520

The paper identifies some major disparities and quantifies some discrepancies and gaps, as well as specific trends of concentration-diversification in today's group of the 11 former socialist economies of Central and Eastern Europe (CEEC). After a brief introduction describing the approach based...

Persistent link: https://www.econbiz.de/10011725043

González Abril, Luis; Velasco Morente, Francisco; … - In: Revista de Métodos Cuantitativos para la Economía y … 10 (2010), pp. 5-18

In this paper, several identities concerning expectation, variance, covariance, cumulative distribution functions, the coefficient of variation, and the Lorenz curve are obtained and they are used in establishing theoretical results. Furthermore, a graphical representation of the variance is...

Persistent link: https://www.econbiz.de/10010282682

Statistics e-learning platforms evaluation: Case study

Ahmad, Taleb; Härdle, Wolfgang Karl - 2008

students views? In this paper, we consider evaluate e-learning systems in statistics. We make an evaluation study, we analyze a … students sample of the methods: Factor analysis, Logit model. The common aim of this evaluation is to provide data to justify … questionnaire covers information about e-learning evaluation criterias. Some of these criterias are: Navigability, applicability …

Persistent link: https://www.econbiz.de/10010274150

Becoming Applied: The Transformation of Economics after 1970

Backhouse, Roger E.; Cherrier, Beatrice - 2014

Abstract: This paper conjectures that economics has changed profoundly since the 1970s and that these changes involve a new understanding of the relationship between theoretical and applied work. Drawing on an analysis of John Bates Clark medal winners, it is suggested that the discipline became...

Persistent link: https://www.econbiz.de/10011592234

GEL-based inference with unconditional moment inequality restrictions

Grant, Nicky L.; Smith, Richard J. - 2018

This paper studies the properties of generalised empirical likelihood (GEL) methods for the estimation of and inference on partially identified parameters in models specified by unconditional moment inequality constraints. The central result is, as in moment equality condition models, a large...

Persistent link: https://www.econbiz.de/10011941462

Recovering the most entropic copulas from preliminary knowledge of dependence

Chu, Ba; Satchell, Stephen - In: Econometrics 4 (2016) 2, pp. 1-21

This paper provides a new approach to recover relative entropy measures of contemporaneous dependence from limited information by constructing the most entropic copula (MEC) and its canonical form, namely the most entropic canonical copula (MECC). The MECC can effectively be obtained by...

Persistent link: https://www.econbiz.de/10011755325

1
2
3
4
5
6
7
8
9
10
Next
Last