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Development of stock market trend prediction system using multiple regression
Asghar, Muhammad Zubair; Rahman, Fazal; Kundi, Fazal Masud - In: Computational and mathematical organization theory 25 (2019) 3, pp. 271-301
Persistent link: https://www.econbiz.de/10012098937
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A New Measure of Predictor Variable Importance in Multiple Regression
DeSarbo, Wayne S. - 2016
Ambiguity surrounds any importance measure in cases in which predictor variables are correlated. However, a new measure is proposed that has attractive properties, such as providing individual contributions that are both non-negative and sum to R2. The new measure is compared with four other...
Persistent link: https://www.econbiz.de/10012998587
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What are the socio-economic predictors of mortality in a society
Adewuyi, Adejumo Wahab; Tijani, Adetunji Raimi; … - In: Inventi impact: emerging economies (2020) 2, pp. 123-134
Persistent link: https://www.econbiz.de/10012648504
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A new robust inference for asset return predictability via quantile regression
Cai, Zongwu; Chen, Haiqiang; Liao, Xiaosai - 2020
Persistent link: https://www.econbiz.de/10012203086
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Forecasting gold price with auto regressive integrated moving average model
Tripathy, Nalini Prava - In: International journal of economics and financial issues … 7 (2017) 4, pp. 324-329
Persistent link: https://www.econbiz.de/10011824272
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Rice yield prediction model using normalized vegetation and water indices from Sentinel-2A satellite imagery datasets
Htun, Aung Myint; Shamsuzzoha, Md.; Ahamed, Tofael - In: Asia-Pacific journal of regional science 7 (2023) 2, pp. 491-519
Persistent link: https://www.econbiz.de/10014327340
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A new robust inference for predictive quantile regression
Cai, Zongwu; Chen, Haiqiang; Liao, Xiaosai - In: Journal of econometrics 234 (2023) 1, pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
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Univariate and multivariate claims reserving with generalized link ratios
Portugal, Luís; Pantelous, Athanasios A.; Verrall, Richard - In: Insurance / Mathematics & economics 97 (2021), pp. 57-67
Persistent link: https://www.econbiz.de/10012491961
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Investment Forecasting with Multivariate Linear Regression
Fuller, James R. - 2010
The procedure for estimating probabilities of future investment returns using time-shifted indexes is based on the simple principle that a multi-dimensional conditional probability distribution can be envisioned involving investment total returns (for a single investment or a fixed portfolio of...
Persistent link: https://www.econbiz.de/10014198891
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Investment Forecasting With Multivariate Linear Regression
Fuller, James R. - 2010
The procedure for estimating probabilities of future investment returns using time-shifted indexes is based on the simple principle that a multi-dimensional conditional probability distribution can be envisioned involving investment total returns (for a single investment or a fixed portfolio of...
Persistent link: https://www.econbiz.de/10014072195