Keyword: statistics: regression
Mean‐variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
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
Accurate estimation and forecasting of gasoline is vital for policy and...
Periodic Gamma Autoregressive Model: An application to the Brazilian hydroelectric system
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
In this paper, a decision making model using support vector machine (SVM) approach is...
A note on supervised classification and Nash-equilibrium problems
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
Essential elements such as copper and manganese may demonstrate U‐shaped...
Cost models for improved vehicle assembly line performance
Rane Arun Bhiva
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
Ramanan T Radha
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
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
Although previous research indicates a variety of facilitators of knowledge transfer,...
Estimating Search Benefits from Path-Tracking Data: Measurement and Determinants
We study consumer search behavior in a brick‐and‐mortar store...
Examining Flood Insurance Claims in the United States: Six Key Findings
We undertake the first large‐scale analysis of flood insurance claims in the...
Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs
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
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
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
This paper examines the relative importance of allowing for time‐varying...
Modeling and forecasting realized volatility in German‐Austrian continuous intraday electricity prices
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
Alho Andr Romano
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
Gutteling Jan M
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
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
Alexander Corinne E
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
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
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
Wavelet neural network (WNN) has been widely used in the field of civil engineering....
Papers per page: