Results 1 to 10 of about 319 (135)
Hybridization of long short-term memory neural network in fractional time series modeling of inflation [PDF]
Frontiers in Big Data, 2023 Inflation is capable of significantly impacting monetary policy, thereby emphasizing the need for accurate forecasts to guide decisions aimed at stabilizing inflation rates.
Erman Arif +4 more
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Considerations for Applying Entropy Methods to Temporally Correlated Stochastic Datasets [PDF]
Entropy, 2023 The goal of this paper is to highlight considerations and provide recommendations for analytical issues that arise when applying entropy methods, specifically Sample Entropy (SampEn), to temporally correlated stochastic datasets, which are representative
Joshua Liddy, Michael Busa
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Comparative Performance of Mechanistic, Statistical, and Hybrid Models of Forecasting Dengue Fever Incidence in Somalia. A Retrospective Time Series Analysis. [PDF]
Health Sci RepABSTRACT Background and Aims Dengue fever is a growing menace in Somalia, a climate change prone region with a weak healthcare system. An imperative of public health is effective forecasting models. This paper will provide a detailed comparative analysis comparing mechanistic, statistical, and hybrid models in order to find the best forecasting model ...
Abdi AM, Nadarajah S, Muse AH.
europepmc +2 more sources
Evaluating the Effectiveness of GARCH Models in the Estimation of Systematic Risk in listed companies of the Tehran Stock Exchange [PDF]
Journal of Asset Management and Financing, 2020 The stock market of each country, in addition to reflecting its economic structure, is considered as an important source of capital Circulation of that country.
nemat rastgoo, Hossein panahian
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Frontiers in Applied Mathematics and Statistics, 2022 IntroductionThe price of crude oil as an essential commodity in the world economy shows a pattern and identifies the component factors that influence it in the short and long term.
Dodi Devianto +4 more
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Stock-return volatility persistence over short and long range horizons: Some empirical evidences
Jurnal Perspektif Pembiayaan dan Pembangunan Daerah, 2020 In this paper, we account for memory failure or otherwise in the daily evolution of stock return and volatility within the purview of short and long ranges based on the arrival of fundamental news.
Kolawole Subair, Ajibola Arewa
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Mathematics, 2021 The peaks-over-threshold (POT) method has a long tradition in modelling extremes in environmental variables. However, it has originally been introduced under the assumption of independently and identically distributed (iid) data. Since environmental data
Pushpa Dissanayake +3 more
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Journal of Computing Research and Innovation, 2021 Gold is known as the most valuable commodity in the world because it is a universal currency recognized by every single bank across the globe. Thus, many people were interested in investing gold since gold market was always steadier compared to other ...
Atiqa Nur Azza Mahmad Azan +2 more
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Testing for long memory in volatility in the Indian Forex market [PDF]
Ekonomski Anali, 2014 This article attempts to verify the presence of long memory in volatility in the Indian foreign exchange market using daily bilateral returns of the Indian Rupee against the US dollar from 17/02/1994 to 08/11/2013.
Kumar Anoop S.
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Oil export modeling using ARFIMA model with Bayesian estimation approach [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i ĪrānIt is of particular importance to examine statistical models for fitting time series data and provide a suitable model and predict important elements in macroeconomic and financial planning.
masoud fazlalipoour, parviz nasiri
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