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This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel Model and Affine Term- Structure Model, this paper estimates the terms structure of Treasury bond yields for the United States with...
Persistent link: https://www.econbiz.de/10008727797
Prediction is very important in business planning. The ability to accurately predict the future is fundamental to many …
Persistent link: https://www.econbiz.de/10010839011
In this paper, a genetic approach combing multi-model framework for solar radiation time series prediction is proposed … dynamically, and the subsequences are further grouped into different clusters. For each cluster, a prediction model is trained to … represent that specific pattern. In the prediction phase, identifying the pattern for current period is of great importance …
Persistent link: https://www.econbiz.de/10010806351
In the context of non-linear dynamics, next neighbor prediction methods have been successfully applied to univariate … time series. We generalize these methods, in particular, center-of-mass-prediction (COM-prediction) and local linear … prediction (LL-prediction), to multivariate time series. The use of multivariate prediction techniques is especially interesting …
Persistent link: https://www.econbiz.de/10010750183
We analyze the link between nonperforming loans (NPL) and macroeconomic performance using two complementary approaches. First, we investigate the macroeconomic determinants of NPL in panel regressions and confirm that adverse macroeconomic developments are associated with rising NPL. Second, we...
Persistent link: https://www.econbiz.de/10009203534
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This article aims to forecast the information trends related to the most popular cyberattacks, seen as the cyber-crimes' consequences reflecting on the Internet. The study database was formed based on online users' search engine requests regarding the terms "Cyberattacks on the computer systems...
Persistent link: https://www.econbiz.de/10014284116