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The role of models in economics and risk management

Rowe, David M. - In: Journal of risk management in financial institutions 7 (2014) 2, pp. 103-109

Persistent link: https://www.econbiz.de/10010359522

Statistical problem classes and their links to information theory

Clarke, Bertrand; Clarke, Jennifer; Yu, Chi Wai - In: Econometric reviews 33 (2014) 1/4, pp. 337-371

Persistent link: https://www.econbiz.de/10010360499

Information theoretics-based technoeconomic forecasting : application to telecommunication service industry

Neelakanta, Perambur S.; Yassin, Raef R. - In: Netnomics 13 (2012) 1, pp. 45-78

Persistent link: https://www.econbiz.de/10010244288

Modeling the neurodynamic complexity of submarine navigation teams

Stevens, Ronald; Galloway, Trysha; Wang, Peter; Berka, Chris - In: Computational and mathematical organization theory 19 (2013) 3, pp. 346-369

Persistent link: https://www.econbiz.de/10009787398

An empirical analysis for the prediction of a financial crisis in Turkey through the use of forecast error measures

Cavdar, Seyma Caliskan; Aydin, Alev Dilek - In: Journal of risk and financial management : JRFM 8 (2015) 3, pp. 337-354

absolute percentage error (MAPE), symmetric mean absolute percentage error (sMAPE), and Shannon entropy (SE), clearly …

Persistent link: https://www.econbiz.de/10011545129

DEA models incorporating uncertain future performance

Chang, Tsung-Sheng; Tone, Kaoru; Wu, Chen-Hui - In: European journal of operational research : EJOR 254 (2016) 2, pp. 532-549

Persistent link: https://www.econbiz.de/10011508965

Predictability dynamics of Islamic and conventional equity markets

Sensoy, Ahmet; Aras, Güler; Hacihasanoglu, Erk - In: The North American journal of economics and finance : a … 31 (2015), pp. 222-248

Persistent link: https://www.econbiz.de/10011514222

Low frequency and weighted likelihood solutions for mixed frequency dynamic factor models

Blasques, Francisco; Koopman, Siem Jan; Mallee, Max I. P. - 2014

The multivariate analysis of a panel of economic and financial time series with mixed frequencies is a challenging problem. The standard solution is to analyze the mix of monthly and quarterly time series jointly by means of a multivariate dynamic model with a monthly time index: artificial...

Persistent link: https://www.econbiz.de/10010391543

Forecasting using relative entropy

Robertson, John C.; Tallman, Ellis W.; Whiteman, Charles H. - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 383-401

Persistent link: https://www.econbiz.de/10003012629

Forecasting using relative entropy

Robertson, John C.; Tallman, Ellis W.; Whiteman, Charles H. - 2002

Persistent link: https://www.econbiz.de/10001718049