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Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio; Gerlach, Richard; Storti, Giuseppe - In: Economic modelling 107 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
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Moment Component Analysis: An Illustration with International Stock Markets
JONDEAU, Eric; JURCZENKO, Emmanuel; ROCKINGER, Michael
It is well known that non-normality plays an important role in asset and risk management. However, handling a large number of assets has long been a challenge. In this paper, we present a statistical technique that extends Principal Component Analysis to higher moments such as skewness and...
Persistent link: https://www.econbiz.de/10008922906
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Category-based Tail Comovement
Charpentier, Arthur; Galariotis, Emilios; Villa, Christophe - HAL - 2009
Traditional …financial theory predicts that comovement in asset returns is due to fundamentals. An alternative view is that of Barberis and Shleifer (2003) and Bar- beris, Shleifer and Wurgler (2005) who propose a sentiment based theory of comovement, delinking it from fundamentals. In their...
Persistent link: https://www.econbiz.de/10008793727
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FINDING UNDERLYING FACTORS USING THE INDEPENDENT COMPONENT ANALYSIS ON LABOUR MARKET – APPLICATION ON UNEMPLOYMENT RATE IN MONTHLY VARIATION
Linkaru, Cristina; Vasilica Ciuc?; Speran?a P?rciog; … - In: Regional Science Inquiry V (2013) 1, pp. 43-73
Independent Component Analysis ICA is “a method for finding underlying factors or components from multivariate … statistically independent and Non-Gaussian, we try to apply ICA method on labour market data. Following the methodology presented by …/cases. Orginal mixture data are pre-processing in the stage of Pre-whitened using Principal Component Analysis PCA, with NIPALS …
Persistent link: https://www.econbiz.de/10010962256
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Image Processing Based Colorectal Cancer Detection in Histopathological Images
Dutta, Malay Kishore; Banwari, Anamika; Sengar, Namita - In: International Journal of E-Health and Medical … 9 (2018) 2, pp. 1-18
The article proposes an image processing-based automatic methodology for early diagnosis of colorectal cancer. In pathology, staining and sectioning of tissues are routinely used as a primary technique to detect cancer. In this methodology, the colorectal gland tissues are segmented by using...
Persistent link: https://www.econbiz.de/10012044452
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Dynamic Monitoring of Forest Volumes by a Feature Extraction Method
Jie, Xu; Qi, Dawei - In: International Journal of Software Science and … 10 (2018) 3, pp. 53-68
In this article, in order to improve tree volume calculation method, a measurement method based on tree information point feature extraction is proposed, the method based on image processing and binocular vision, according to the measurement result of information point change and tree growth...
Persistent link: https://www.econbiz.de/10012048067
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Developing online approaches to visually inspect quality characteristics with known tolerances
Hussein, Mohammed; Diab, Safaa Labib - In: International journal of collaborative enterprise : IJCEnt 5 (2015) 1/2, pp. 19-31
Persistent link: https://www.econbiz.de/10011546949
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A framework for inspection of dies attachment on PCB utilizing machine learning techniques
Vafeiadis, Thanasis; Dimitriou, Nikolaos; Ioannidis, … - In: Journal of management analytics 5 (2018) 2, pp. 81-94
Persistent link: https://www.econbiz.de/10011890630
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Integrated digital image processing techniques and deep learning approaches for wheat stripe rust disease detection and grading
Mumtaz, Rafia; Maqsood, Muhammad Hassan; Ul Haq, Ihsan; … - In: Decision analytics journal 8 (2023), pp. 1-14
This study proposes integrated image processing and deep learning approaches for wheat rust disease detection and grading. Wheat stripe rust is one of the diseases affecting the crop in nearly all wheat-growing countries, where humidity and high temperatures characterize the growing season. The...
Persistent link: https://www.econbiz.de/10014517346
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An Application of Stereo Matching Algorithm for Waste Bin Level Estimation
Islam, Md. Shafiqul; Hannan, M.A.; Basri, Hasan - In: Journal of Asian Scientific Research 2 (2012) 11, pp. 731-736
In this paper, region based stereo matching algorithms are developed for extraction depth information from two colour stereo image pair of waste bin. Depth calculation technique from a disparity map is a key part of this study. A filter eliminating unreliable disparity estimation was used for...
Persistent link: https://www.econbiz.de/10010592870