Results 171 to 180 of about 23,659 (294)
Modelling and Forecasting the Indian Re/US Dollar Exchange Rate [PDF]
This paper develops vector autoregressive and Bayesian vector autoregressive models to forecast the Indian Re/US dollar exchange rate which is governed by a managed floating exchange rate regime. It considers extensions of the monetary model that include
Rajiv Ranjan, Pami Dua
core
Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?
International Journal of Finance &Economics, EarlyView.ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti +1 more
wiley +1 more source
Modeling within-level latent interaction effects in multilevel vector-autoregressive models. [PDF]
Behav Res MethodsHoltmann J, Koslowski K.
europepmc +1 more source
Simplicial Vector Autoregressive Models
IEEE Transactions on Signal ProcessingJoshin Krishnan +3 more
openaire +1 more source
International Studies of Economics, EarlyView.Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
wiley +1 more source
An efficient deep learning model for brain tumour detection with privacy preservation
CAAI Transactions on Intelligence Technology, EarlyView., 2023 Abstract Internet of medical things (IoMT) is becoming more prevalent in healthcare applications as a result of current AI advancements, helping to improve our quality of life and ensure a sustainable health system. IoMT systems with cutting‐edge scientific capabilities are capable of detecting, transmitting, learning and reasoning.
Mujeeb Ur Rehman +8 more
wiley +1 more source
On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets
International Studies of Economics, EarlyView.ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley +1 more source
Two Different Points of View through Artificial Intelligence and Vector Autoregressive Models for Ex Post and Ex Ante Forecasting. [PDF]
Comput Intell Neurosci, 2015 Aydin AD, Caliskan Cavdar S.
europepmc +1 more source
Space-time modeling of traffic flow [PDF]
A key concern in transportation planning and traffic management is the ability to forecast traffic flows on a street network. Traffic flows forecasts can be transformed to obtain travel time estimates and then use these as input to travel demand models ...
Prastacos, Poulicos +1 more
core
Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper investigates whether the effects of monetary policy shocks on real exchange rates have changed over time and, if so, whether these changes stem from shifts in transmission mechanisms or from variation in the volatility of the shocks themselves.
Madison Terrell +3 more
wiley +1 more source