- International Finance Forecasting and Simulation: Models and Applications
Development of Computer Simulation Models for Drug Delivery Applications.
... In this paper, we develop a more accurate set of LIME parameters by applying multiple square well intermolecular potentials and applying multi state IBI method to calculate the CG potentials. The improved LIME ...
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Path Dependent Stochastic Models and Their Applications in Finance and Communications
... When we use the Monte Carlo simulation, we first generate the interest rate paths. The real cash flows can then be generated using the interest rate paths and certain pre- payment schedule model. Once we have the ...
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Evolving forecasting classifications and applications in health forecasting
... in forecasting are based on individual opinion, whether structured or ...describe forecasting approaches that used similarity in patterns for ...predictive models (also later known as structural ...
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Forecasting daily meteorological time series using ARIMA and regression models
... these models (Hoffmann et ...The forecasting of these two quantities using statistical methods is, therefore, of great ...series forecasting methods are based on the analysis of historical ...ARIMA ...
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Estimation of Hidden Markov Models and Their Applications in Finance
... In 2007, the world was deemed to have experienced the worst financial crisis since the 1930s. This crisis originated in the United States and spread across the global financial markets within less than a year. Some big ...
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Nonlinear long memory models with applications in finance
... In the following section we describe a model that is actually rather more general than (7.1) in two respects, and we derive its memory properties and kurtosis. The greater generality is due partly to allowing arbitrary ...
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An Error Correction Analysis of Visitor Arrivals to the Bahamas
... examine international tourist flows to various Caribbean ...sample simulation exercises (Clarke, 1978; Carey, 1991; Metzgen-Quemarez, 1990; Vanegas and Croes, 2000; Vanegas and Croes, 2005, Yoon and Shafer, ...
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Forecasting Density Function: Application in Finance
... ARMA models to the reduced data to make a prediction of the principal component scores, which can then be used to obtain the forecast for density ...the simulation using uniform and Hil- bert ...
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Essays on the applications of distributional scaling in finance: Estimation, forecasting and inference
... There are two potential weaknesses with this approach; firstly, the high-frequency data enter only through the realised volatility measures and so any information provided by the sign of the intraday returns is lost when ...
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Essays in international finance
... aforementioned models I construct a one-month-ahead forecast at each ...time-varying forecasting performance of the models across windows, countries and ...
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Essays in international finance
... A primitive notion of currency misalignment linked to the precious metal content of coins has probably been around since the antiquity. The notion that prices of tradable goods are unlikely to diverge substantially ...
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Essays in international finance
... in international asset returns into revisions in expectations of future real cash payments to investors, real interest rates, exchange rates, and discount ...on international equity markets are broadly ...
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Essays on international finance
... In the asset pricing literature, models are often conditioned on persistent variables that are correlated with levels of risk preferences, like the VIX index. However, risk-off refers to a change in risk ...
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Essays in international finance
... country’s international competitiveness in goods and services, as well as the value of its foreign-currency denominated assets relative to the value of its domestic-currency-denominated lia- ...times ...
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Linear and Neural Network-based Models for Short-Term Heat Load Forecasting
... proposed forecasting approach can be currently estimated only through the forecasting accuracy measures, such as the MARNE measure proposed in this ...
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Simulation and Design Analysis of Integrated ...
... T oday, fastest growth of wireless communication industries is establishing a big new market opportunity. Current researchers are founding for new solutions which would be implemented into the existing wireless system ...
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Methods for Scenario building: it’s importance for policy analysis
... of forecasting, pluralism and complementarity, the scenarios method, identifying key variables with the MICMAC method (Matrices d'Impacts Croisés, a French version of the cross-impact matrix developed by Godet in ...
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Essays on international finance
... on international finance, focusing on international capital flows, foreign exchange market and official foreign exchange ...drives international portfolio flows? This is an important question ...
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Optimal Forecasting of Noncausal Autoregressive Time Series
... reestimated models at each step with the estimation sample always starting from the …rst quarter of ...AR models as well as the AR(1,4) model selected for the entire sample in Section 4 are ...s) ...
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Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non linear models
... GARCH models seems to be confirmed by the Log likelihood values, although both the AIC and SC do not suggest a clear ...GARCH models is further justified by the consideration that all asymmetric ...
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