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Using BS-PSD-LDA approach to measure operational risk of Chinese commercial banks

Wang, Zongrun; Wang, Wuchao; Chen, Xiaohong; Jin, Yanbo; … - In: Economic modelling 29 (2012) 6, pp. 2095-2103

Persistent link: https://www.econbiz.de/10009673862

Integrating Systems Modelling and Data Science: The Joint Future of Simulation and ‘Big Data' Science

Pruyt, Erik - In: International Journal of System Dynamics Applications … 5 (2016) 1, pp. 1-16

Although System Dynamics modelling is sometimes referred to as data-poor modelling, it often is –or could be– applied … data in System Dynamics, and sheds light on the modelling phases for which data science is most useful. Finally, it … provides several examples of current applications in which big data, data science, and System Dynamics modelling and simulation …

Persistent link: https://www.econbiz.de/10012047423

Long memory modelling of inflation with stochastic variance and structural breaks

Bos, Charles S.; Koopman, Siem Jan; Ooms, Marius - 2007

Persistent link: https://www.econbiz.de/10003645182

Advances in forecast evaluation

Clark, Todd E.; McCracken, Michael W. - 2011

This paper surveys recent developments in the evaluation of point forecasts. Taking West's (2006) survey as a starting point, we briey cover the state of the literature as of the time of West's writing. We then focus on recent developments, including advancements in the evaluation of forecasts...

Persistent link: https://www.econbiz.de/10009312828

Finite sample performance of sequential designs for model identification

Dette, Holger; Kwiecien, Robert - 2003

Classical regression analysis is usually performed in two steps. In a first step an appropriate model is identified to describe the data generating process and in a second step statistical inference is performed in the identified model. An intuitively appealing approach to the design of...

Persistent link: https://www.econbiz.de/10010511732