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Risikomanagement
Fachhochschule des BFI Wien - 2005
Thema Basel II / Risikomanagement.Inzwischen wurden an der Fachhochschule bereits mehrere Forschungsprojektezum Themenkreis …
Persistent link: https://www.econbiz.de/10005867535
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Empirical Calibration of Time Series Monitoring Methods Using Receiver Operating Characteristic Curves
Cohen, Jacqueline; Garman, Samuel; Gorr, Wilpen - 2008
Time series monitoring methods, such as the Brown and Trigg methods, have the purpose of detecting pattern breaks (or “signals”) in time series data reliably and in a timely fashion. Traditionally, researchers have used the average run length statistic (ARL) on results from generated signal...
Persistent link: https://www.econbiz.de/10009441237
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Acuity and case management: a healthy dose of outcomes, part III
Huber, Diane L.; Craig, K. - 2007
, overall caseload acuity profiles, case length, and acuity differentials. Normal distributions and outliers were analyzed and …
Persistent link: https://www.econbiz.de/10009466078
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Simulating Statistical Power Curves with the Bootstrap and Robust Estimation
Herrington, Richard S. - 2001
the psychological literature to the effect that non-normality and outliers have on the power of a given statistical test …
Persistent link: https://www.econbiz.de/10009475066
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A comparison of five robust regression methods with ordinary least squares: relative efficiency, bias and test of the null hypothesis
Anderson, Cynthia - 2001
A Monte Carlo simulation was used to generate data for a comparison of five robust regression estimation methods with ordinary least squares (OLS) under 36 different outlier data configurations. Two of the robust estimators, Least Absolute Value (LAV) estimation and MM estimation, are...
Persistent link: https://www.econbiz.de/10009475082
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Wage Determination in Russia: An Econometric Investigation
Luke, Peter J.; Schaffer, Mark E. - 2000
outliers and influential observations. A variety of diagnostic methods are employed to identify these influential observations … methods utilised proved incapable of identifying or accommodating the gross outlier(s) in the data, the more successful …
Persistent link: https://www.econbiz.de/10009476844
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The Effect of Outliers on Consumer Choice
Fuda, Denise - 2008
moderate outlier, an extreme outlier, or both a moderate and extreme outlier. Students who saw any of the outliers expected to …
Persistent link: https://www.econbiz.de/10009450239
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Rule-Based Forecasting: Using domain knowledge in time series extrapolation
Armstrong, J. Scott; Adya, Monica; Collopy, Fred - 2001
Rule-Based Forecasting (RBF) is an expert system that uses judgment to develop and apply rules for combining extrapolations. The judgment comes from two sources, forecasting expertise and domain knowledge. Forecasting expertise is based on more than a half century of research. Domain knowledge...
Persistent link: https://www.econbiz.de/10009484509
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Data outliers and Bayesian VARs in the euro area
Álvarez, Luis J.; Odendahl, Florens
de la pandemia de COVID-19. ; We propose a method to adjust for data outliers in Bayesian Vector Autoregressions (BVARs … to document several facts about the effect of outliers on estimation and out-of-sample forecasting results using euro … estimation results. Second, these swings can be addressed by rescaling the shocks’ variance. Third, taking into account outliers …
Persistent link: https://www.econbiz.de/10013450840
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Performance measurement in the Australian online securities marketplace
Dubelaar, Chris; Tsarenko, Yelena; Gabbott, Mark - 2003
This study examines performance measurement in on-line securities companies in the Australian marketplace. Marketing managers of seven on-line stock brokerage companies in Australian capital cities were interviewed and their on-line strategies and approaches were systematically reviewed and...
Persistent link: https://www.econbiz.de/10009441650