Results 71 to 80 of about 20,255,155 (246)
Modelling Memory of Economic and Financial Time Series [PDF]
Much time series data are recorded on economic and financial variables. Statistical modelling of such data is now very well developed, and has applications in forecasting.
Peter M Robinson
core
Parameterizing Unconditional Skewness in Models for Financial Time Series
, 2008 In this paper we consider the third-moment structure of a class of time series models. It is often argued that the marginal distribution of financial time series such as returns is skewed.
Changli He +8 more
core +2 more sources
Advanced Engineering Materials, EarlyView.A numerical–experimental framework is developed for characterizing multi‐matrix fiber‐reinforced polymers (MM‐FRPs) combining epoxy and polyurethane matrices. Harmonic bending tests are integrated with finite element model updating (FEMU) to simultaneously identify elastic and viscoelastic material parameters.
Rodrigo M. Dartora +4 more
wiley +1 more source
A stochastic approach to modelling and forecasting dependent time-series
, 2004 An important assumption underlying traditional theories of financial time-series behaviour is that consecutive changes in the price of an asset (ie. asset returns) are independent of each other.
Ellis, Craig, Wilson, Patrick J.
core
An Improved GRU Financial Time Series Prediction Model
Fractal and FractionalForecasting financial time series (FTS) is essential for analyzing and understanding the dynamics of financial markets. Traditional recurrent neural network (RNN) models often suffer from low prediction accuracy on non-stationary and abruptly changing ...
Yong Li
doaj +1 more source
A Bayesian Learning Method for Financial Time-Series Analysis
IEEE Access, 2018 This article develops a sequential Bayesian learning method to estimate the parameters and recover the state variables for generalized autoregressive conditional heteroscedasticity (GARCH) models, which are commonly used in the financial time-series ...
Fumin Zhu +3 more
doaj +1 more source
Advanced Engineering Materials, EarlyView.A simplified thermoplastic pultrusion model is developed to predict thermal fields in glass fiber/polyethylene terephthalate (GF/PET) composites with reduced computational cost. By combining effective material homogenization, validation against literature data, and Gaussian‐process‐based optimization, the study reveals how heating limits, pulling speed,
Elder Soares +3 more
wiley +1 more source
Simulation-based Estimation Methods for Financial Time Series Models [PDF]
This chapter overviews some recent advances on simulation-based methods of estimating financial time series models that are widely used in financial economics.
Jun Yu
core
Estimation of missing data in a geophysical series of precipitation
, 2021 The analysis of dynamic systems is a topic of great interest in the basic sciences since it allows direct inference of the behavior of different systems. The study of physical phenomena provides large databases that, if recorded at regular time intervals,
GALLARDO PÉREZ, HENRY DE JESÚS +2 more
core +1 more source
Optimization of the Production of Rubber Compounds Using Mathematical Models
Advanced Engineering Materials, EarlyView.Rubber compounds were mixed in a batch internal mixer, and symbolic regression was used to derive mathematical models linking recipe and process parameters to ram path, torque, and mixing quality (incorporation, dispersion, distribution). Subsequent optimization with evolutionary algorithms identified operating conditions that reduce specific energy ...
Anke Bardehle +7 more
wiley +1 more source