搜索结果: 1-8 共查到“应用经济学 forecasting”相关记录8条 . 查询时间(0.135 秒)
Integrated assessment of crop productivity based on the food supply forecasting
climate changes decision-making tools estimation of parameters forecasted outputs gamma distribution predicting yields
2015/11/26
Climate change scenarios suggest that long periods without rainfall will occur in the future often causing instability of the agricultural products market. The aim of the research was to build a model...
Modeling and forecasting volatility in global food commodity prices
volatility forecast fat-tail distribution food commodities
2014/2/27
To capture the volatility in the global food commodity prices, we employed two competing models, the thin tailed the normal distribution, and the fat-tailed Student t-distribution models. Results base...
Revised capital assets pricing model: an improved model for forecasting risk and return
Revised Capital Assets Pricing Model Risk Return
2010/10/18
This study's aim is to examine a new version of capital assets pricing model which is
called Revised Capital Assets Pricing Model (R-CAPM) in Tehran Stock Exchange (TSE).
According to Markowitz theo...
A Dynamical Model for Forecasting Operational Losses
Operational Risk Dynamical Systems Value at Risk
2010/10/21
A novel dynamical model for the study of operational risk in banks and suitable for the calculation of the Value at Risk (VaR) is proposed. The equation of motion takes into account the interactions a...
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set
Yield curve terms tructure of interest rates forecasting large data set factor models
2011/4/1
This paper addresses the issue of forecasting the term structure.We provide a unified state-space modeling framework that encompasses different existing discrete-time yield curve models.
Forecasting Model for Crude Oil Price Using Artificial Neural Networks and Commodity Futures Prices
Crude Oil Future Price ANN Prediction Models
2010/11/1
This paper presents a model based on multilayer feedforward neural network to forecast crude oil spot price direction in the short-term, up to three days ahead. A great deal
of attention was paid on ...
Forecasting with time-varying vector autoregressive models
time-varying vector autoregressive models
2010/12/13
The purpose of this paper is to propose a time-varying vector autoregressive model (TV-VAR) for forecasting multivariate time series. The model is casted into a state-space form that allows flexible ...
Forecasting volatility with the multifractal random walk model
Forecasting volatility the multifractal random walk model
2010/12/13
We study the problem of forecasting volatility for the multifractal random walk model. In order to avoid the ill posed problem of estimating the correlation length T of the model, we introduce a limit...