Showing 1 - 10 of 13,148
The paper presents an economic model of interaction between cricket boards, players and international club-line games … organized by cricket boards. It identifies the nature of various trade offs facing these ?players? in the game and examines the … players and cricket boards. …
Persistent link: https://www.econbiz.de/10010295283
The paper presents an economic model of interaction between cricket boards, players and international club-line games … organized by cricket boards. It identifies the nature of various trade offs facing these 'players' in the game and examines the … players and cricket boards. …
Persistent link: https://www.econbiz.de/10010298616
.e. machines, inventories, persons) and places (i.e. offices, work locations, depots) is efficient. A simple pure-binary LP model …
Persistent link: https://www.econbiz.de/10010321747
This paper considers Bayesian regression with normal and doubleexponential priors as forecasting methods based on large … Bayesian regression under Gaussian prior under the assumption that data are quasi collinear to establish a criterion for …
Persistent link: https://www.econbiz.de/10011604746
time after others. In particular, we propose a penalized (LASSO) regression with an error correction mechanism to construct …
Persistent link: https://www.econbiz.de/10012817060
in modern financial risk management techniques like Value at Risk. This paper suggests a regression based density … indices, the regression based evaluation strategy is compared with a recently proposed methodology based on likelihood ratio … tests. It is demonstrated that misspecifications of forecasting models can be detected within the proposed regression …
Persistent link: https://www.econbiz.de/10010295725
This paper considers Bayesian regression with normal and doubleexponential priors as forecasting methods based on large … Bayesian regression under Gaussian prior under the assumption that data are quasi collinear to establish a criterion for …
Persistent link: https://www.econbiz.de/10010295821
In this paper we consider regression models with forecast feedback. Agents' expectations are formed via the recursive …
Persistent link: https://www.econbiz.de/10010325749
This paper studies the performance of nonparametric quantile regression as a tool to predict Value at Risk (VaR). The ….1%) quantiles, where particularly few data points are available, we propose to combine nonparametric quantile regression with … extreme value theory. The out-of-sample forecasting performance of our methods turns out to be clearly superior to different …
Persistent link: https://www.econbiz.de/10010270817
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns … Abstract: Motivated by the recurrent Neural Networks, this paper proposes a recurrent Support Vector Regression (SVR) procedure …
Persistent link: https://www.econbiz.de/10010274149