Results 51 to 60 of about 219 (152)

Social Media Impact on the ‘Cosmos’ Blockchain Ecosystem: State and Prospect

open access: yesData Science Journal
The proliferation of blockchain technology heralds transformative impacts across various sectors, offering decentralization, transparency, and enhanced security.
Ivan Pavlyshyn   +4 more
doaj   +1 more source

Peramalan dan dekomposisi untuk mata uang kripto dengan model facebook prophet

open access: yesMajalah Ilmiah Matematika dan Statistika
Cryptocurrencies are becoming one of the hottest topics in Indonesia's society. One of those issues concerns investors who incur financial losses as a result of investing in crypto.
Dany Rahman   +2 more
doaj   +1 more source

Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion [PDF]

open access: yes
ARCH, Times series, Fractional Brownian motion, Maximum likelihood estimator, Long memory, Whittle estimator, Moving average, Primary 62M09, Secondary 60G18, 62M10, 91B84,
Michael Levine   +2 more
core   +1 more source

On the threshold hyperbolic GARCH models [PDF]

open access: yes, 2011
In the financial market, the volatility of financial assets plays a key role in the problem of measuring market risk in many investment decisions. Insights into economic forces that may contribute to or amplify volatility are thus important.
Kwan, W, Li, WK, Li, G
core   +1 more source

Forecasting electronic money trends in Indonesia using neural network models: A comparative analysis

open access: yesMajalah Ilmiah Matematika dan Statistika
Forecasting electronic money transaction values is essential for effective financial planning and decision-making in various industries. This study evaluates the performance of three neural network models, which are Extreme Learning Machines (ELM ...
Umi Mahmudah   +2 more
doaj   +1 more source

Truncating estimation for the change in stochastic trend with heavy-tailed innovations

open access: yes
Change-point estimation, Stochastic trend, Heavy-tails, Primary 60F17, 60G52, 62M10,
Zheng Tian, Hao Jin, Ruibing Qin
core   +1 more source

Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models

open access: yes
Latent factor models, EM algorithm, Conditional heteroskedasticity, HMM, Time series segmentation, Forecasting, 62H25, 62M05, 62M10, 62P20,
Mohamed Saidane, Christian Lavergne
core   +1 more source

A Comparative Analysis of ARCH/GARCH and Decomposition-ARIMA Models for Gold Price Forecasting in Indonesia

open access: yesInPrime
Gold is considered a low-risk investment, serving as a hedge asset and haven against inflation and economic shocks. While gold prices exhibit an increasing trend in the long term, they are subject to short-term fluctuations.
Ronald Hutajulu, Neli Agustina
doaj   +1 more source

Asymptotic properties in partial linear models under dependence

open access: yes
Bandwidth selection, kernel smoothing, mixing, partial linear models, 62G05, 62G20, 62M10,
Alejandro Quintela, Germán Aneiros
core   +1 more source

Asymptotically efficient order selection in nonstationary AR processes

open access: yes
asymptotic efficiency, autoregressive processes, consistency, model selection criteria, nonstationary processes, 62M10, 62M20,
Alex Karagrigoriou
core   +1 more source

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