Keyword: statistics: regression

Found 1079 papers in total
Estimating the Out-of-Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach
Estimating the Out-of-Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach
2016,
In this paper, we provide a novel way to estimate the out‐of‐sample...
Forecasting Elections
Forecasting Elections
2016,
In this paper we assess opinion polls, prediction markets, expert opinion and...
Modeling Realized Volatility Dynamics with a Genetic Algorithm
Modeling Realized Volatility Dynamics with a Genetic Algorithm
2016,
The heterogeneous autoregressive model of realized volatility (HAR‐RV) is...
Multiple Hypothesis Testing of Market Risk Forecasting Models
Multiple Hypothesis Testing of Market Risk Forecasting Models
2016,
Extending previous risk model backtesting literature, we construct multiple hypothesis...
Port choice strategies for container carriers in China: a case study of the Bohai Bay Rim port cluster
Port choice strategies for container carriers in China: a case study of the Bohai Bay Rim port cluster
2016,
The ports of Dalian, Qingdao and Tianjin are the largest ports in the Bohai Bay Rim...
On the Effectiveness of Security Countermeasures for Critical Infrastructures
On the Effectiveness of Security Countermeasures for Critical Infrastructures
2016,
A game‐theoretic model is developed where an infrastructure of N targets is...
Development of Dose-Response Models to Predict the Relationship for Human Toxoplasma gondii Infection Associated with Meat Consumption
Development of Dose-Response Models to Predict the Relationship for Human Toxoplasma gondii Infection Associated with Meat Consumption
2016,
Toxoplasma gondii is a protozoan parasite that is responsible for approximately...
Airline Safety Improvement Through Experience with Near-Misses: A Cautionary Tale
Airline Safety Improvement Through Experience with Near-Misses: A Cautionary Tale
2016,
In recent years, the U.S. commercial airline industry has achieved unprecedented...
Designing Personalized Treatment: An Application to Anticoagulation Therapy
Designing Personalized Treatment: An Application to Anticoagulation Therapy
2016,
In this study, we develop an analytical framework for personalizing the...
The impacts of risk-management committee characteristics and prestige on efficiency
The impacts of risk-management committee characteristics and prestige on efficiency
2016,
We examine the effects of risk‐management committee characteristics and...
A Phase I Cluster-Based Method for Analyzing Nonparametric Profiles
A Phase I Cluster-Based Method for Analyzing Nonparametric Profiles
2015,
A cluster‐based method has been used successfully to analyze parametric...
Bayesian Information for Sensors
Bayesian Information for Sensors
2015,
An engineering company manufacturing high‐precision sensors had accumulated...
The Effect of Autocorrelation on the Hotelling T2 Control Chart
The Effect of Autocorrelation on the Hotelling T2 Control Chart
2015,
One of the basic assumptions for traditional univariate and multivariate control...
Visualization Approaches for Evaluating Ridge Regression Estimators in Mixture and Mixture-Process Experiments
Visualization Approaches for Evaluating Ridge Regression Estimators in Mixture and Mixture-Process Experiments
2015,
When the component proportions in mixture experiments are restricted by lower and...
Ensemble Support Vector Machine Algorithm for Reliability Estimation of a Mining Machine
Ensemble Support Vector Machine Algorithm for Reliability Estimation of a Mining Machine
2015,
In this study, a support vector machine (SVM)‐based ensemble model was...
Simultaneous Univariate X_bar Charts to Control Bivariate Processes with Autocorrelated Data
Simultaneous Univariate X_bar Charts to Control Bivariate Processes with Autocorrelated Data
2015,
In this article, we consider the simultaneous univariate X_bar charts (SU X_bar...
A Penalized Wrapper Method for Screening Main Effects and Interactions in Supersaturated Designs
A Penalized Wrapper Method for Screening Main Effects and Interactions in Supersaturated Designs
2015,
Supersaturated designs (SSDs) are defined as fractional factorial designs whose...
Optimisation of perforated plate matrix heat exchanger surfaces using Taguchi and analysis of variance method
Optimisation of perforated plate matrix heat exchanger surfaces using Taguchi and analysis of variance method
2016,
Determining the basic heat transfer and flow friction characteristics of heat transfer...
Psychosocial routes from housing investment to health: Evidence from England's home energy efficiency scheme
Psychosocial routes from housing investment to health: Evidence from England's home energy efficiency scheme
2012,
Over the past decade the Warm Front Scheme has been the English Government's principal...
Forecasting Nord Pool day-ahead prices with an autoregressive model
Forecasting Nord Pool day-ahead prices with an autoregressive model
2012,
This paper presents a model to forecast Nord Pool hourly day‐ahead prices. The...
Free-gram phrase identification for modeling Chinese text
Free-gram phrase identification for modeling Chinese text
2013,
Vector space model using bag of phrases plays an important role in modeling Chinese...
The effect of a sinking fund on the reoffering yields of new public utility bonds
The effect of a sinking fund on the reoffering yields of new public utility bonds
1989,
In this study, empirical tests are conducted to determine the impact of a sinking fund...
The risk behavior of equity of firms approaching bankruptcy
The risk behavior of equity of firms approaching bankruptcy
1989,
The risk behavior of financially distressed companies is studied using the shifting...
Skewness and kurtosis in japanese equity returns: empirical evidence
Skewness and kurtosis in japanese equity returns: empirical evidence
1989,
In this paper, the distribution of equity returns on the Tokyo Stock Exchange is...
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