Search Results - subject:"Approximation Error"

Deep neural network expressivity for optimal stopping problems

Gonon, Lukas - In: Finance and stochastics 28 (2024) 3, pp. 865-910

Persistent link: https://www.econbiz.de/10015130415

Statistical analysis of the relationship between oil prices and industry index prices

Akbulaev, Nurkhodzha; Rahimli, Etimad - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 2, pp. 324-331

Persistent link: https://www.econbiz.de/10012488418

Algoritmic methods for segmentation of time series: An overview

Lovrić, Miodrag; Milanović, Marina; Stamenković, Milan - In: Journal of Contemporary Economic and Business Issues 1 (2014) 1, pp. 31-53

Adaptive and innovative application of classical data mining principles and techniques in time series analysis has resulted in development of a concept known as time series data mining. Since the time series are present in all areas of business and scientific research, attractiveness of mining...

Persistent link: https://www.econbiz.de/10011557598

Algoritmic methods for segmentation of time series : an overview

Lovrić, Miodrag; Milanović, Marina; Stamenković, Milan - In: Journal of contemporary economic and business issues 1 (2014) 1, pp. 31-53

Persistent link: https://www.econbiz.de/10011533973

The classical newsvendor model under normal demand with large coefficients of variation

Halkos, George; Kevork, Ilias - Volkswirtschaftliche Fakultät, … - 2012

relative approximation error which result in by using the normal distribution to compute the optimal order quantity and the …

Persistent link: https://www.econbiz.de/10011112212

VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors

Poskitt, D.S.; Yao, Wenying - Department of Econometrics and Business Statistics, … - 2012

ensemble VAR(n) counterparts, and an approximation error that stems from the difference between the VAR(n) and the true VAR … that of the approximation error, but experimental results based upon a prototypical real business cycle model indicate that … in practice the approximation error approaches its asymptotic position far more slowly than does the estimation error …

Persistent link: https://www.econbiz.de/10010543599

Analysis of Numerical Errors

Santos, Manuel S.; Peralta-Alva, Adrian - Department of Economics, School of Business - 2012

This paper provides a general framework for the quantitative analysis of stochastic dynamic models. We review convergence properties of some numerical algorithms and available methods to bound approximation errors. We then address convergence and accuracy properties of the simulated moments. Our...

Persistent link: https://www.econbiz.de/10010568139

Analysis of numerical errors

Peralta-Alva, Adrian; Santos, Manuel - 2012

Persistent link: https://www.econbiz.de/10009681262

New coefficients of econometrics models quality estimation

Svetunkov, Ivan - In: Applied Econometrics 24 (2011) 4, pp. 85-99

Advantages and disadvantages of existing coefficient of determination and mean absolute percentage error are examined, and two new coefficients (the compliance coefficient and the balance coefficient) giving new information about the approximation properties of econometrics models, are proposed.

Persistent link: https://www.econbiz.de/10010992082

Approximating the marginal effect of discrete regressors in logit models

Daly, Vince - School of Economics, Kingston University - 2006

Logit models are non-linear in their explanatory variables. Derivatives with respect to the explanatory variables therefore only approximate the response to discrete changes in regressor values, yet have gained some support within the literature. This note investigates such an approximation...

Persistent link: https://www.econbiz.de/10010943344