Results 11 to 20 of about 111,969 (307)
On Independence Neutrosophic Random Variables [PDF]
Neutrosophic Sets and Systems, 2021 In this article we study independence neutrosophic random variables and conditioned expectation, we prove that conditional variance is equal to neutrosophic conditional variance.
Carlos Granados, Jose Sanabria
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Conditional variance penalties and domain shift robustness [PDF]
Machine Learning, 2020 AbstractWhen training a deep neural network for image classification, one can broadly distinguish between two types of latent features of images that will drive the classification. We can divide latent features into (i) ‘core’ or ‘conditionally invariant’ features$$C$$Cwhose distribution$$C\vert Y$$C|Y, conditional on the classY, does not change ...
Christina Heinze-Deml +1 more
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Modeling inflation uncertainty in transition economies: The case of Russia and the former Soviet Republics [PDF]
Ekonomski Anali, 2008 This study investigates the linkage between inflation and inflation uncertainty in seven transitional economies (Armenia, Azerbaijan, Georgia, Kazakhstan, the Kyrgyz Republic, the Russian Federation and the Ukraine) which experienced hyper-inflation ...
Erkam Serkan, Cavusoglu Tarkan
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Forecasting Inflation Applying ARIMA Model with GARCH Innovation: The Case of Pakistan
Journal of Accounting and Finance in Emerging Economies, 2021 Purpose: The research aims to build a suitable model for the conditional mean and conditional variance for forecasting the rate of inflation in Pakistan by summarizing the properties of the series and characterizing its salient features.
Tahira Bano Qasim +3 more
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Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange [PDF]
تحقیقات مالی, 2019 Objective: The effect of the contagion between financial assets is one of the most important challenges that investors are faced with. Financial markets have been severely affected by economic, political, and social events and they are subject to ...
Seyed Ali Hoseini Ebrahimabad +3 more
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Examining the periodic relationship between risk and return using the two-variable model approach [PDF]
New Applied Studies in Management, Economics & Accounting, 2023 The purpose of this research is to investigate the periodic relationship between risk and return using the two-variable model approach. The current research is of a descriptive type and in terms of purpose, it is in the correlation-regression research ...
Farshid Kazemi
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The variance implied conditional correlation [PDF]
The European Journal of Finance, 2019 We apply univariate GARCH models to construct a computationally simple filter for estimating the conditional correlation matrix of asset returns. The proposed Variance Implied Conditional Correlation (VICC) exploits the polarization result that links the correlation between two standardized variables with the variances of linear combinations thereof ...
Andres Algaba +2 more
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Unobserved component models with asymmetric conditional variances [PDF]
Computational Statistics & Data Analysis, 2006 In this paper, unobserved component models with GARCH disturbances are extended to allow for asymmetric responses of conditional variances to positive and negative shocks. The asymmetric conditional variance is represented by a member of the QARCH class of models.
Ruiz, Esther, Broto, Carmen
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Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH [PDF]
مدلسازی اقتصادسنجی, 2018 Estimation of conditional variance has lots of application reflecting economic, especially financial economics, social economics and political economics’ risk and volatility research.
Esmaiel Abounoori, Mohammad Amin Zabol
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Decomposition of variance in terms of conditional means
Statistica, 2013 Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables.
Alessandro Figà Talamanca +4 more
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