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penggunaan secara generik ide model jaring saraf buatan untuk melakukan prediksi data deret waktu keuangan dengan menggunakan …
Persistent link: https://www.econbiz.de/10008876749
This research based on how important the rule of financial ratios in forecasting the growth of income. This purpose of this research is to find the rule of financial ratios in forecasting the growth of income in PT. Telekomunikasi Indonesia, Tbk.The applied data collecting method are...
Persistent link: https://www.econbiz.de/10009464359
We question the claim that the largest US cities are Pareto distributed. We show that results of multiple tests on real data are similar to those obtained when the true distribution is lognormal, and largely depend on sample sizes.
Persistent link: https://www.econbiz.de/10010678812
We analyzed the distribution of the result of Indonesian 1999 and 2004 legislative election in order to have the statistical properties or any stylized facts. The paper shows that the analysis results the power-law signature persistently in the election of the House of Representative in 1999 and...
Persistent link: https://www.econbiz.de/10008876720
It is commonly found that distributions that seem to be lognormal over a broad range change to a power-law (Pareto) distribution for the last few percentiles. The distributions of species abundance, income and wealth as well as file, city and firm sizes are examples with this structure. We...
Persistent link: https://www.econbiz.de/10008917459
Empirical evidence on the distributional characteristics of common stock returns indicates: (1) A power-law tail index close to three describes the behavior of the positive tail of the survivor function of returns (pr(r x) ~ x<sup> -\alpha </sup>), a reflection of fat tails; (2) general linear and...
Persistent link: https://www.econbiz.de/10009209360
We develop a simple test for deviations from power law tails, which is based on the asymptotic properties of the empirical distribution function. We use this test to answer the question whether great natural disasters, financial crashes or electricity price spikes should be classified as dragon...
Persistent link: https://www.econbiz.de/10009323909
For a number of researchers a number of publications for each author is simulated using the zeta distribution and then for each publication a number of citations per publication simulated. Bootstrap confidence intervals indicate that the difference between the average of ratios and the ratio of...
Persistent link: https://www.econbiz.de/10010795316
A maximum likelihood method for estimating the power-law exponent verifies that the positive and negative tails of the Colombian stock market index (IGBC) and the Colombian peso exchange rate (TRM) approximate a scale-free distribution, whereas none of the heavy tails of a local sovereign...
Persistent link: https://www.econbiz.de/10010764998
A maximum likelihood method for estimating the power-law exponent verifies that the positive and negative tails of the Colombian stock market index (IGBC) and the Colombian peso exchange rate (TRM) approximate a scale-free distribution, whereas none of the heavy tails of a local sovereign...
Persistent link: https://www.econbiz.de/10010862660