Longevity Risk becomes an important challenge in the recent Year because of the decreases in the mortality rates and the rising in the life expectancy through the decades. In this article, we propose a consistent multi-factor dynamics affine mortality model to the longevity risk modeling, we...

This article introduces a very flexible framework for causal and predictive market views and stress-testing. The framework elegantly combines Bayesian networks (BNs) and Entropy Pooling (EP). In the new framework, BNs are used to generate a finite set of joint causal views / stress-tests for the...

Conventionally, game theory predicts that the joint mixed strategy of players in a noncooperative game will satisfy some equilibrium concept. Relative probabilities of the joint strategies satisfying the concept are unspecified, and all strategies not satisfying it are assigned probability zero....

The multi-section transport conveyor model based on the neural network for predicting the output flow parameters is considered. The expediency of using sequential and batch modes of training of a neural network in a model of a multi-section transport conveyor has been investigated. The quality...

Stock price prediction is a challenging task, but machine learning methods have recently been used successfully for this purpose. In this paper, we extract over 270 hand-crafted features (factors) inspired by technical and quantitative analysis and tested their validity on short-term mid-price...

Growing attention has been paid to the science of marketing over the last few years, given their influence in business science and marketing in particular. This work implements a bibliometric analysis of the predictive marketing method, often known as "predictive marketing.". In this sense, we...

The article treats a new methodological approach to the company cash flows target-oriented forecasting based on its financial position analysis. The approach is featured to be universal and presumes application of the following techniques developed by the author: financial ratio values...

The paper considers conceptual, methodical and practical aspects of the target financial analysis at the micro level, i.e., the company level, as a new instrument of anticrisis financial management for a company to overcome its financial difficulties and enhance its financial position within a...

This paper proposes an accurate, parsimonious and fast-to-estimate forecasting model for integer-valued time series with long memory and seasonality. The modelling is achieved through an autoregressive Poisson process with a predictable stochastic intensity that is determined by two factors: a...

The Lee-Carter model is a basic approach to forecasting mortality rates of a single population. Although extensions of the Lee-Carter model to forecasting rates for multiple populations have recently been proposed, the structure of these extended models is hard to justify and the models are...