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complex and costly task. We present an integrated approach involving both intelligent data analysis and knowledge acquisition … learning and statistical techniques. We demonstrate our approach of integrating expert knowledge with data driven techniques …
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theory and practice of building models for decision and risk analysis, and embedding them into commercial software as …
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In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
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