Search Results - subject:"Bayesian Approach"

Social capital and the shadow economy : a Bayesian analysis of the BRICS

Duong Tien Ha My; Nguyen Thi Anh Nhu; Diep Van Nguyen - In: Asian journal of economics and banking : AJEB 5 (2021) 3, pp. 272-283

Purpose - The paper aims to examine the impact of social capital on the size of the shadow economy in the BIRCS countries over the period 1995–2014. Design/methodology/approach - The authors employ the Bayesian linear regression method to uncover the relationship between social capital and the...

Persistent link: https://www.econbiz.de/10012695212

The Bayesian approach to capital allocation at operational risk : a combination of statistical data and expert opinion

Habachi, Mohamed; Benbachir, Saâd - In: International Journal of Financial Studies : open … 8 (2020) 1/9, pp. 1-24

Operational risk management remains a major concern for financial institutions. Indeed, institutions are bound to manage their own funds to hedge this risk. In this paper, we propose an approach to allocate one's own funds based on a combination of historical data and expert opinion using the...

Persistent link: https://www.econbiz.de/10012168944

Comparing particulate matter dispersion in Thailand using the Bayesian Confidence Intervals for ratio of coefficients of variation

Warisa Thangjai; Suparat Niwitpong - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 41-60

for the ratio of coefficients of variation of two log-normal distributions constructed using the Bayesian approach. These …

Persistent link: https://www.econbiz.de/10012655741

Exchange rate predictability, risk premiums, and predictive system

Bak, Yuhyeon; Park, Cheolbeom - 2020

Persistent link: https://www.econbiz.de/10014335315

The Bayesian approach to capital allocation at operational risk: A combination of statistical data and expert opinion

Habachi, Mohamed; Benbachir, Saâd - In: International Journal of Financial Studies 8 (2020) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10013200256

Modeling the stochastic volatility of MAD/EURO and MAD/USD the exchange rates by the Bayesian approach and the MCMC (Monte Carlo Markov Chain) algorithm

Zakaria, Firano; Benbachir, Anass - In: Journal of modelling in management 18 (2023) 5, pp. 1498-1528

Persistent link: https://www.econbiz.de/10014380957

Integrating fundamental model uncertainty in policy analysis : a Bayesian averaging approach combining CGE-models with metamodeling techniques

Ziesmer, Johannes; Jin, Ding; Mukashov, Askar; Henning, … - In: Socio-economic planning sciences : the international … 87 (2023) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10014317677

The impact of COVID-19 on the portfolio optimization

Trichilli, Yousra; Abbes, Mouna Boujelbène - In: EuroMed journal of business 18 (2023) 2, pp. 207-228

Persistent link: https://www.econbiz.de/10014325860

Combination of linear discriminant analysis and expert opinion for the construction of credit rating models : the case of SMEs

Habachi, Mohamed; Benbachir, Saâd - In: Cogent business & management 6 (2019), pp. 1-34

propose a new approach to combine the linear discriminant analysis and the expert opinion by using the Bayesian approach …

Persistent link: https://www.econbiz.de/10012622026

Combination of linear discriminant analysis and expert opinion for the construction of credit rating models: The case of SMEs

Habachi, Mohamed; Benbachir, Saâd - In: Cogent Business & Management 6 (2019), pp. 1-34

propose a new approach to combine the linear discriminant analysis and the expert opinion by using the Bayesian approach …

Persistent link: https://www.econbiz.de/10012657044