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The word numéraire refers to the unit of measurement used to value a portfolio of assets. Thechange of numéraire technique involves converting from one measurement to another. Theforeign exchange markets are natural settings for interpreting this technique (but are by no meansthe only...
Persistent link: https://www.econbiz.de/10009442166
This dissertation contains two topics in operations research. The first topic is to design a distribution network to facilitate the repeated movement of shipments from many origins to many destinations. A method is developed to estimate transportation costs as a function of the number of...
Persistent link: https://www.econbiz.de/10009475970
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's market values. The models constructed were typically more informative and had an increased forecasting performance compared …
Persistent link: https://www.econbiz.de/10009437796
The main objective of this PhD was to further develop Bayesian spatio-temporal models (specifically the Conditional Autoregressive (CAR) class of models), for the analysis of sparse disease outcomes such as birth defects. The motivation for the thesis arose from problems encountered when...
Persistent link: https://www.econbiz.de/10009438128
The goal of this thesis is twofold: it aims, firstly, at a description of cycles in SouthAfrican financial variables and, secondly, at the evaluation of the relationshipbetween cycles in financial variables and the South African business cycle. The studyis based on the original business cycle...
Persistent link: https://www.econbiz.de/10009442149
ENGLISH ABSTRACT: To date, there has been significant research completed on the topic of corporate financial distress. Two pioneering researchers in the field of predicting financial distress was Beaver in 1966 and Altman in 1968. More recent research, based on companies listed on the JSE has...
Persistent link: https://www.econbiz.de/10009442208
employ a number of ‘allocation’ staff who manually modify asimplified forecasting technique to ensure that the optimal number … achieve a more accurate copy allocation, this researchemploys the Holt-Winter forecasting methodology, coupled with an … in comparison to the existing heuristic forecasting method, theforecast accuracy actually lays in the correct allocation …
Persistent link: https://www.econbiz.de/10009447781
The research investigated the application of the Neural Network (NN) technique in forecasting the All Share Index (ALSI …
Persistent link: https://www.econbiz.de/10009447813
In this dissertation, three related issues of building empirical time series models forfinancial markets are investigated with respect to contemporaneous causality, dynamics,and structural change. In the first essay, nation-wide industry information transmissionamong stock returns of ten sectors...
Persistent link: https://www.econbiz.de/10009464790