Results 11 to 20 of about 244 (54)
Capturing asymmetry in COVID-19 counts using an improved skewness measure for time series data [PDF]
MethodsX, 2023 Capturing asymmetry among time series is an important area of research as it provides a range of information regarding the behaviour and distribution of the underlying series, which in turn proves to be useful for prediction.
Sudeep R. Bapat
doaj +2 more sources
Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stock
Majalah Ilmiah Matematika dan Statistika, 2022 This study aims to apply time series graphs on stock of Astra Agro Lestari Tbk. and Anadolu Group with last observation carried forward (LOCF) imputation. The imputation was used because the data for the two companies had missing values on several dates.
Fadhlul Mubarak +2 more
doaj +2 more sources
Social Media Impact on the ‘Cosmos’ Blockchain Ecosystem: State and Prospect
Data Science JournalThe proliferation of blockchain technology heralds transformative impacts across various sectors, offering decentralization, transparency, and enhanced security.
Ivan Pavlyshyn +4 more
doaj +2 more sources
On the threshold hyperbolic GARCH models [PDF]
, 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, G, Li, WK
core +2 more sources
Forecasting electronic money trends in Indonesia using neural network models: A comparative analysis
Majalah Ilmiah Matematika dan StatistikaForecasting 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 +2 more sources
Regime recovery using implied volatility in Markov modulated market model [PDF]
Applied Stochastic Models in Business and Industry, 2022 In the regime switching extension of Black-Scholes-Merton model of asset price dynamics, one assumes that the volatility coefficient evolves as a hidden pure jump process.
Anindya Goswami +3 more
semanticscholar +1 more source
Dependence Modeling, 2022 This paper analyzes approximately 100 Gigabytes of raw text data from Twitter with keywords “AAPL,” “S&P 500,” “FTSE100” and “NASDAQ” to explore the relationship between sentiment and the returns and prices on the Apple stock and the S&P 500, FTSE 100 ...
Huang Zibin, Ibragimov Rustam
doaj +1 more source
Predictability of cryptocurrency returns: evidence from robust tests
Dependence Modeling, 2022 The paper provides a comparative empirical study of predictability of cryptocurrency returns and prices using econometrically justified robust inference methods.
He Siyun, Ibragimov Rustam
doaj +1 more source
Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms [PDF]
Electronic Journal of Statistics, 2019 This work considers the problem of modified portmanteau tests for testing the adequacy of FARIMA models under the assumption that the errors are uncorrelated but not necessarily independent (i.e. weak FARIMA). We first study the joint distribution of the
Yacouba Boubacar Mainassara +2 more
semanticscholar +1 more source
Testing for explosive bubbles: a review
Dependence Modeling, 2023 This review discusses methods of testing for explosive bubbles in time series. A large number of recently developed testing methods under various assumptions about innovation of errors are covered.
Skrobotov Anton
doaj +1 more source