Missing instances and mixed data types, including discrete and ordered (e.g., continuous and ordinal) variables, are widespread in many datasets in the finance sector. In this domain, estimating missing instances is crucial because many data analysis pipelines require complete data, which is...

1. Development of Grey System Research -- 2. Basic models in grey systems theory -- 3. Grey systems and uncertainty modelling -- 4. Agent-based modelling in grey economic systems -- 5. Selection of the company’s strategy using Grey Stratified Decisions Model. .

This article extends the Factor-Augmented Vector Autoregression Model (FAVAR) to mixed-frequency and incomplete panel data. Within the scope of a fully parametric two-step approach, the alternating application of two expectation-maximization algorithms jointly estimates model parameters and...