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Artificial neural network and its applications in the energy sector : an overview
Babatunde, Damilola Elizabeth; Anozie, Ambrose; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10012485436
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Artificial Neural Network Enhanced Parametric Option Pricing
Andreou, Panayiotis C.; Charalambous, Chris; … - Society for Computational Economics - SCE - 2006
In this paper we explore ways that alleviate problems of nonparametric (artificial neural networks) and parametric option pricing models by combining the two. The resulting enhanced network model is compared to standard artificial neural networks and to parametric models with several historical...
Persistent link: https://www.econbiz.de/10005537400
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Optimal Management of Coastal Aquifers Using Linked Simulation Optimization Approach
Bhattacharjya, Rajib; Datta, Bithin - In: Water Resources Management 19 (2005) 3, pp. 295-320
. Incorporation of this simulation model within an optimization-based management model is very complex and difficult. However, as an … alternative, it is possible to link a simulation model externally with an optimization-based management model. The GA …-based optimization approach is especially suitable for externally linking the numerical simulation model within the optimization model …
Persistent link: https://www.econbiz.de/10010794175
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A hybrid intelligent optimization method for multiple metal grades optimization
Yu, Shiwei; Zhu, Kejun; He, Yong - Center for Energy and Environmental Policy Research … - 2011
employed for grade optimization. Firstly, stochastic simulation and regression are used to simulate the uncertainty relations …
Persistent link: https://www.econbiz.de/10010897974
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Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility
Baruník, Jozef; Křehlík, Tomáš - 2014
In the past decade, the popularity of realized measures and various linear models for volatility forecasting has attracted attention in the literature on the price variability of energy markets. However, results that would guide practitioners to a specific estimator and model when aiming for the...
Persistent link: https://www.econbiz.de/10011340637
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Are emerging market currency crises predictable? A test
Peltonen, Tuomas A. - 2006
This paper analyzes the predictability of emerging market currency crises by comparing the often used probit model to a new method, namely a multi-layer perceptron artificial neural network (ANN) model. According to the results, both models were able to signal currency crises reasonably well...
Persistent link: https://www.econbiz.de/10011604617
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Determinants of Patent Protection Regimes: A Self-Organizing Map Approach
Demir, Caner; Cergibozan, Raif - In: Review of Economic Perspectives 18 (2018) 3, pp. 261-283
This study investigates the determinants of patent protection regimes with the use of the self-organizing map (SOM) method. Unlike any previous attempts in the existing literature, this paper takes into consideration the lack of analytical techniques in the past and tries to demonstrate a...
Persistent link: https://www.econbiz.de/10011985463
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Development and structuring of commercial mortgage-backed securities in Australia
Chikolwa, Bwembya - 2008
According to the Reserve Bank of Australia (2006) the increased supply of Commercial Mortgage-Backed Securities (CMBS), with a range of subordination, has broadened the investor base in real estate debt markets and reduced the commercial property sector’s dependence on bank financing The CMBS...
Persistent link: https://www.econbiz.de/10009437644
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Development and structuring of CMBS in Australia
Chikolwa, Bwembya - 2009
CMBS are an important segment of the real estate debt markets which reduce the commercial property sector's dependence on bank financing. Until the advent of the credit squeeze in Q3:2007, the CMBS market was one of the most dynamic and fastest-growing sectors in the capital markets, for a...
Persistent link: https://www.econbiz.de/10009437694
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Intelligent prognostics of machinery health utilising suspended condition monitoring data
Heng, Aiwina Soong Yin - 2009
The ability to forecast machinery failure is vital to reducing maintenance costs, operation downtime and safety hazards. Recent advances in condition monitoring technologies have given rise to a number of prognostic models for forecasting machinery health based on condition data. Although these...
Persistent link: https://www.econbiz.de/10009438306