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Technical analysis accuracy at Macedonian Stock Exchange
Ivanovski, Zoran; Ivanovska, Nadica; Narasanov, Zoran - In: UTMS Journal of Economics 8 (2017) 2, pp. 105-118
The main task of this paper is to determine accuracy of some of widely used technical analysis techniques for MBI-10 stocks price forecast at MSE. We are testing accuracy of several technical analysis techniques: MACD (Moving-Average Convergence/Divergence), RSI (Relative Strength Index),...
Persistent link: https://www.econbiz.de/10011994714
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Technical analysis accuracy at Macedonian Stock Exchange
Ivanovski, Zoran; Ivanovska, Nadica; Narasanov, Zoran - In: UTMS journal of economics / University of Tourism and … 8 (2017) 2, pp. 105-118
The main task of this paper is to determine accuracy of some of widely used technical analysis techniques for MBI-10 stocks price forecast at MSE. We are testing accuracy of several technical analysis techniques: MACD (Moving-Average Convergence/Divergence), RSI (Relative Strength Index),...
Persistent link: https://www.econbiz.de/10011780553
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State space mixed models for longitudinal obsservations with binary and binomial responses
Czado, Claudia; Song, Peter X.-K. - 2006
We propose a new class of state space models for longitudinal discrete response data where the observation equation is specified in an additive form involving both deterministic and random linear predictors. These models allow us to explicitly address the effects of trend, seasonal or other...
Persistent link: https://www.econbiz.de/10010266157
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Spatial allocation of capital: The role of risk preferences
Broll, Udo; Roldán-Ponce, Antonio; Wahl, Jack E. - 2010
This paper considers a model of spatial allocation of investment capital under uncertainty. We demonstrate that the spatial concentration of economic activity depends upon properties of risk preferences deeper than risk aversion. The degree of so-called relative prudence unambiguously decides...
Persistent link: https://www.econbiz.de/10010301356
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Der interaktive Gehaltsvergleich – eine profilbasierte Schätzung von Verdiensten
Überschaer, Anja - In: WISTA - Wirtschaft und Statistik 73 (2021) 6, pp. 67-76
Das Statistische Bundesamt entwickelt sich zu einem digitalen, nutzerorientierten und innovativen Informationsdienstleister weiter. Dazu gehören auch neue Produkte, die Informationen nutzungsfreundlich bereitstellen - wie der Gehaltsvergleich. Diese interaktive Webanwendung ermöglicht es den...
Persistent link: https://www.econbiz.de/10012705035
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Matching as a regression estimator : matching avoids making assumptions about the functional form of the regression equation, making analysis more reliable
Black, Dan A. - 2015
"Matching" is a statistical technique used to evaluate the effect of a treatment by comparing the treated and non-treated units in an observational study. Matching provides an alternative to older estimation methods, such as ordinary least squares (OLS), which involves strong assumptions that...
Persistent link: https://www.econbiz.de/10011433502
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A comparison of forecasting methods : fundamentals, polling, prediction markets, and experts
Pathak, Deepak; Rothschild, David; Dudik, Miroslav - In: The journal of prediction markets 9 (2015) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10011415546
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A better measure of relative prediction accuracy for model selection and model estimation
Tofallis, Christopher - In: Journal of the Operational Research Society : OR 66 (2015) 8, pp. 1352-1362
Persistent link: https://www.econbiz.de/10011417204
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Regression and kriging metamodels with their experimental designs in simulation : review
Kleijnen, Jack P. C. - 2015
Persistent link: https://www.econbiz.de/10011349935
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CVaR regression based on the relation between CVaR and mixed-quantile quadrangles
Golodnikov, Alex; Kuzmenko, Viktor; Uryasev, Stan - In: Journal of risk and financial management : JRFM 12 (2019) 3/107, pp. 1-22
. The research presented involved developing algorithms for the implementation of linear regression for estimating CVaR as a … function of some factors. Such regression is called CVaR (superquantile) regression. The main statement of this paper is: CVaR … linear regression can be reduced to minimizing the Rockafellar error function with linear programming. The theoretical basis …
Persistent link: https://www.econbiz.de/10012025262