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Persistent link: https://www.econbiz.de/10013058713
Integrated Trend Analysis is an attempt to study and analysis the diverse forces which affect the price of a security with the help of Triple Trend Oscillator (TTO). TTO is a trend following oscillator devised to identify the exact technical strength of a stock or indices over multiple...
Persistent link: https://www.econbiz.de/10013025936
A new methodology for calibrating parameters when working with intractable, dynamic structural models is developed. A straight-forward extension also allows for formal estimation and hypothesis testing in a Generalized Method of Moment framework. The method is based on multigrid techniques used...
Persistent link: https://www.econbiz.de/10012706933
We provide a survey of recent results on model calibration by Optimal Transport. We present the general framework and then discuss the calibration of local, and local-stochastic, volatility models to European options, the joint VIX/SPX calibration problem as well as calibration to some...
Persistent link: https://www.econbiz.de/10013220253
The main purpose of this article is to present the use of R programming language in cartographic visualization demonstrating using machine learning methods in geographic education. Current trends in education technologies are largely influenced by the possibilities of distance-learning,...
Persistent link: https://www.econbiz.de/10013240790
This research focuses on the 2D and 3D geospatial analysis of the Ryukyu Trench, a deep-sea trench located in the western Pacific Ocean between Japan and Taiwan. The aim of the research is to visualize regional differences in the topography of the southern (S) and northern (N) parts of the...
Persistent link: https://www.econbiz.de/10013248023
Many owners of growing privately-held firms make operational and financial decisions in an effort to maximize the expected present value of the proceeds from an Initial Public Offering (IPO). We ask: What is the right time to make an IPO and How should operational and financial decisions be...
Persistent link: https://www.econbiz.de/10012755525
COVID-19 has caused an immense worldwide impact, indicating the unpreparedness of several governments in handling contagious virus outbreaks. This research uses a time-dependent model analysing the sum of the epidemiological cost, relating to the direct cost from the loss of lives, ICU...
Persistent link: https://www.econbiz.de/10013322955
In this research, a first order Markov model is built from a corpus of bagana music, a traditional lyre from Ethiopia. Different ways in which low order Markov models can be used to build quality assessment metrics for an optimization algorithm are explained. These are then implemented in a...
Persistent link: https://www.econbiz.de/10010929771
Interbank borrowing and lending may induce systemic risk into financial markets. A simple model of this is to assume that log-monetary reserves are coupled, and that banks can also borrow/lend from/to a central bank. When all banks optimize their cost of borrowing and lending, this leads to a...
Persistent link: https://www.econbiz.de/10012949299