Results 201 to 210 of about 74,761 (297)

Hilbert valued fractionally integrated autoregressive moving average processes with long memory operators

, 2020
Amaury Durand, François Roueff
openalex   +2 more sources

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Projection of age-standardised mortality rates for 23 cancer types in India: a nationwide projection until 2030 using autoregressive integrated moving average (ARIMA) models. [PDF]

BMJ Open
Shaji A, Narassima MS, Pavithran K, Vijaykumar DK, Verma V, John D.   +5 more
europepmc   +1 more source

Analyzing and Forecasting Laboratory Energy Consumption Patterns Using Autoregressive Integrated Moving Average Models [PDF]

Yitong Niu, Xiongjie Jia, Chee Keong Lee, Haoran Jiang, Cheu Peng Leh   +4 more
openalex   +1 more source

Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes

Journal of Futures Markets, EarlyView.
ABSTRACT This paper uses GARCH‐MIDAS to predict US natural gas futures volatility using national and state‐level Climate Concern Indexes (CCIs). We find that both national and state‐level CCIs positively affect price volatility. Notably, models using state‐level data—specifically those utilizing least‐squares (LS) weighting combinations—surpass the ...
Afees A. Salisu, Ahamuefula E. Ogbonna, Rangan Gupta, Onur Polat   +3 more
wiley   +1 more source

Predicting the frequency of positive laboratory submissions for porcine reproductive and respiratory syndrome in Ontario, Canada, using autoregressive integrated moving average, exponential smoothing, random forest, and recurrent neural network. [PDF]

PLoS One
Petukhova T, Spinato M, Rossi T, Guerin MT, Bauman CA, Nelson-Smikle P, Ojkic D, Poljak Z.   +7 more
europepmc   +1 more source

Gold Price Forecasting Using Autoregressive Integrated Moving Average (ARIMA) Method

, 2021
Ruth Elizabeth, Syahriol Sitorus
openalex   +2 more sources

The Impact of Changes in Real Income and the Real Effective Exchange Rate on Trade in Goods and Services

International Journal of Finance &Economics, EarlyView.
ABSTRACT We use foreign trade data on both imports and exports of goods and services among a group of 15 advanced economies to determine the incomes and price elasticities of demand for exports and imports of goods, services and goods and services combined in the long run.
Tjeerd M. Boonman, Ioannis Litsios, Keith Pilbeam   +2 more
wiley   +1 more source

Malaria amidst the COVID-19 pandemic in Gabon: an application of autoregressive integrated moving average (ARIMA) models within an interrupted time series (ITS) framework to hospital-based data. [PDF]

Int J Epidemiol
Roeder F, Adegnika OS, Honkpehedji YJ, Huth M, Lell B, Adegnika AA, Lopes-Rafegas I, Sicuri E.   +7 more
europepmc   +1 more source

Analyzing the impact of a state concussion law using an autoregressive integrated moving average intervention analysis. [PDF]

BMC Health Serv Res, 2020
Huang L, Sullivan L, Yang J.
europepmc   +1 more source