We present an analysis of the VaR forecasts and the P&L series of all 12 German banks that used internal models for regulatory purposes throughout the period from the beginning of 2001 to the end of 2004. One task of a supervisor is to estimate the 'recalibration factor', i.e. by how much a bank...

Visualisation methods for exploring microarray data are particularly important for gaining insight into data from gene expression experiments, such as those concerned with the development of an understanding of gene function and interactions. Further, good visualisation techniques are useful for...

There is a growing literature on the statistical analysis of data from association-football/soccer games, seasons or groups of seasons. In contrast this paper is concerned with a single play, that is a sequence of successful passes. The play studied contained 25 passes and ended in a goal for...

In some cases, currency crises are followed by strong recessions (e.g., recent Asian and Argentinean crises), but in other cases they are not. This paper uses Self-Organizing Maps (SOM) to search for meaningful associations between speculative attacks' real effects and 28 variables that...

En este trabajo se estudia la rentabilidad de la empresa agroalimentaria en Andalucía (España)mediante un conjunto de ratios, elaborados por el Instituto de Estadística de Andalucía a partir de la Central de Balances de Actividades Empresariales de Andalucía. El objeto es encontrar las...

The American electric utility data, which are frequently analyzed in the context of frontier models, can be explained by a linear model without inefficiencies. the observed maximum likelihood for this linear model is very mildly smaller than the maximum likelihood for more flexible stochastic...