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In our study, we consider a new approach to quantify the effects of economic shocks on monetary transmission. We analyse the widely known phenomenon of price puzzle in a time-varying environment using the frequency decomposition. We use the frequency response function to measure the power of...
Persistent link: https://www.econbiz.de/10012063475
The concordance probability, also called the C-index, is a popular measure to capture the discriminatory ability of a predictive model. In this article, the definition of this measure is adapted to the specific needs of the frequency and severity model, typically used during the technical...
Persistent link: https://www.econbiz.de/10013200842
Prediction of app usage and location of smartphone users is an interesting problem and active area of research. Several smartphone sensors such as GPS, accelerometer, gyroscope, microphone, camera and Bluetooth make it easier to capture user behavior data and use it for appropriate analysis....
Persistent link: https://www.econbiz.de/10012043345
This article shows the development of techniques for deception detection has reached a stage of extreme complexity as the information sought must be extracted from the brain of suspects, instead of making inferences about it from the emotional effects produced during the traditional lie...
Persistent link: https://www.econbiz.de/10012043553
In today's world, the heart of modern technology is software. In order to compete with pace of new technology, changes in software are inevitable. This article aims at the association between changes and object-oriented metrics using different versions of open source software. Change prediction...
Persistent link: https://www.econbiz.de/10012045580
This article describes how search engine optimization(SEO) is becoming an increasing useful technique in online marketing as more people look to the internet to search for information. Search Engine Optimization enables web developers to develop web pages which have a high SERP rankings. A key...
Persistent link: https://www.econbiz.de/10012046837
Discretely rebalanced options arbitrage strategies in the presence of transaction costs have path dependent returns that are difficult to model analytically. I instead use a quasi-analytic procedure that combines the computational efficiency of analytical solutions with the flexibility of...
Persistent link: https://www.econbiz.de/10005542127
Abstract This paper investigates the links between face-to-face interaction, the promotion of innovation, and the location behaviour of innovative firms. While face-to-face contact is an essential feature of most innovation behaviour, the importance of the frequency of face-to-face contact for...
Persistent link: https://www.econbiz.de/10005495705
This paper assesses the determinants of aircraft size and frequency of flights on airline routes by considering market demographics, airport characteristics, airline characteristics and route characteristics. The paper shows that frequency and aircraft size increase with population, income, and...
Persistent link: https://www.econbiz.de/10004977005
The authors regret that the above paper contained an error in the calculation of the survey expansion weights (Lambert et al., 2014, p. 110). Using the notation of the paper, the expansion factor for the lth stratum was introduced as wl =agbh=ngh, where g indexes states and h indexes farm size...
Persistent link: https://www.econbiz.de/10011143212