Keyword: statistics: regression

Found 1079 papers in total
Mean‐variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Mean‐variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
2017,
The efficient modeling of execution price path of an asset to be traded is an...
A Hybrid ARIMA-ANN approach for optimum estimation and forecasting of gasoline consumption
A Hybrid ARIMA-ANN approach for optimum estimation and forecasting of gasoline consumption
2017,
Accurate estimation and forecasting of gasoline is vital for policy and...
Periodic Gamma Autoregressive Model: An application to the Brazilian hydroelectric system
Periodic Gamma Autoregressive Model: An application to the Brazilian hydroelectric system
2017,
Hydrological time series forecasting play a crucial role in the Brazilian Power System...
Predictive decision making under risk and uncertainty: A support vector machines model
Predictive decision making under risk and uncertainty: A support vector machines model
2017,
In this paper, a decision making model using support vector machine (SVM) approach is...
A note on supervised classification and Nash-equilibrium problems
A note on supervised classification and Nash-equilibrium problems
2017,
In this note, we investigate connections between supervised classification and...
Modeling U-Shaped Exposure-Response Relationships for Agents that Demonstrate Toxicity Due to Both Excess and Deficiency
Modeling U-Shaped Exposure-Response Relationships for Agents that Demonstrate Toxicity Due to Both Excess and Deficiency
2017,
Essential elements such as copper and manganese may demonstrate U‐shaped...
Cost models for improved vehicle assembly line performance
Cost models for improved vehicle assembly line performance
2017,
The viability of any manufacturing plant is a function of time and cost. Automobile...
Operational efficiency and its determinants of Indian food and beverages industries: a DEA approach
Operational efficiency and its determinants of Indian food and beverages industries: a DEA approach
2017,
The operational efficiency of the food and beverages industry is determined by...
Are box office revenues equally unpredictable for all movies? Evidence from a Random forest-based model
Are box office revenues equally unpredictable for all movies? Evidence from a Random forest-based model
2017,
In this study we develop a model for early box office receipts forecasting that, in...
Motivation, opportunity, and ability in knowledge transfer: a social network approach
Motivation, opportunity, and ability in knowledge transfer: a social network approach
2017,
Although previous research indicates a variety of facilitators of knowledge transfer,...
Estimating Search Benefits from Path-Tracking Data: Measurement and Determinants
Estimating Search Benefits from Path-Tracking Data: Measurement and Determinants
2017,
We study consumer search behavior in a brick‐and‐mortar store...
Examining Flood Insurance Claims in the United States: Six Key Findings
Examining Flood Insurance Claims in the United States: Six Key Findings
2017,
We undertake the first large‐scale analysis of flood insurance claims in the...
Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs
Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs
2017,
In the aftermath of a natural catastrophe, there is increased demand for skilled...
Mincer‐Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
Mincer‐Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
2017,
Forecasts are pervasive in all areas of applications in business and daily life. Hence...
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
2017,
We perform Bayesian model averaging across different regressions selected from a set...
The importance of time-varying volatility and country interactions in forecasting economic activity
The importance of time-varying volatility and country interactions in forecasting economic activity
2017,
This paper examines the relative importance of allowing for time‐varying...
Modeling and forecasting realized volatility in German‐Austrian continuous intraday electricity prices
Modeling and forecasting realized volatility in German‐Austrian continuous intraday electricity prices
2017,
This paper uses high‐frequency continuous intraday electricity price data from...
Modeling retail establishments’ freight trip generation: a comparison of methodologies to predict total weekly deliveries
Modeling retail establishments’ freight trip generation: a comparison of methodologies to predict total weekly deliveries
2017,
Assuming freight trip generation as the total number of freight vehicles arriving to...
Determinants of Seeking and Avoiding Risk-Related Information in Times of Crisis
Determinants of Seeking and Avoiding Risk-Related Information in Times of Crisis
2017,
This research is designed to provide insight into the psychological (e.g., threat...
On identification of morbidity parameters in a heterogeneous model: The cases of complete and incomplete information
On identification of morbidity parameters in a heterogeneous model: The cases of complete and incomplete information
2017,
This paper suggests a methodology to estimate morbidity parameters in a...
Are local market relationships undermining organic fruit and vegetable certification? A bivariate probit analysis
Are local market relationships undermining organic fruit and vegetable certification? A bivariate probit analysis
2017,
This article investigates how an organic fruit and vegetable farmer's choice to use...
A texture-Based Video Processing Methodology Using Bayesian Data Fusion for Autonomous Crack Detection on Metallic Surfaces
A texture-Based Video Processing Methodology Using Bayesian Data Fusion for Autonomous Crack Detection on Metallic Surfaces
2017,
Regular inspection of the components of nuclear power plants is important to improve...
Axial Strain Accelerations Approach for Damage Localization in Statically Determinate Truss Structures
Axial Strain Accelerations Approach for Damage Localization in Statically Determinate Truss Structures
2017,
This work proposes an efficient and reliable method for damage localization in truss...
A Wavelet Support Vector Machine-Based Neural Network Metamodel for Structural Reliability Assessment
A Wavelet Support Vector Machine-Based Neural Network Metamodel for Structural Reliability Assessment
2017,
Wavelet neural network (WNN) has been widely used in the field of civil engineering....
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