Search Results - subject:"Linear interpolation"

A data-driven prediction method for multi-period portfolio optimization using the real options approach

Arasteh, Abdollah - In: Finance research letters 80 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015422190

Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration

Dezhbakhsh, Hashem; Levy, Daniel - In: Economics Letters 213 (2022)

be due to linear interpolation used to generate missing prewar data. Monte Carlo simulations that support this view … generate large standard-errors, making such inference imprecise. We assess analytically the effect of linear interpolation on a … greater shock-persistence than a pure random walk. Moreover, linear interpolation makes the series periodically nonstationary …

Persistent link: https://www.econbiz.de/10013164445

Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration

Dezhbakhsh, Hashem; Levy, Daniel C. - 2022

due to linear interpolation used to generate missing prewar data. Monte Carlo simulations that support this view generate … large standard-errors, making such inference imprecise. We assess analytically the effect of linear interpolation on a … greater shock-persistence than a pure random walk. Moreover, linear interpolation makes the series periodically nonstationary …

Persistent link: https://www.econbiz.de/10014304175

Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration

Dezhbakhsh, Hashem; Levy, Daniel C. - 2022 - Last revision: February 9, 2022

Persistent link: https://www.econbiz.de/10013164224

Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration

Dezhbakhsh, Hashem; Levy, Daniel C. - 2022 - Last revision: February 9, 2022

Persistent link: https://www.econbiz.de/10013175448

The convergence analysis of the numerical calculation to price the time-fractional black-scholes model

Mesgarani, H.; Bakhshandeh, M.; Aghdam, Y. Esmaeelzade; … - In: Computational economics 62 (2023) 4, pp. 1845-1856

Persistent link: https://www.econbiz.de/10014437608

Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration

Dezhbakhsh, Hashem; Levy, Daniel C. - In: Economics letters 213 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013442120

Modeling the determinants of meet-or-just-beat behavior in distribution discontinuity tests

Byzalov, Dmitri; Basu, Sudipta - In: Journal of accounting & economics 68 (2019) 2/3, pp. 1-29

Persistent link: https://www.econbiz.de/10012152680

On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests

Miller, J. Isaac; Ghysels, Eric - Economics Department, University of Missouri - 2014

We analyze the sizes of standard cointegration tests applied to data subject to linear interpolation, discovering … results generally do not support linear interpolation when alternatives such as aggregation or mixed-frequency-modified tests …

Persistent link: https://www.econbiz.de/10011076211

NUMERICAL STUDIES OF SOME GENERALIZED CONTROLLED RANDOM SEARCH ALGORITHMS

KAELO, P.; ALI, M. M. - In: Asia-Pacific Journal of Operational Research (APJOR) 29 (2012) 02, pp. 1250016-1

This paper presents motivations and algorithmic details of some generalized controlled random search (CRS) algorithms for global optimization. It also carries out an extensive numerical study of the generalized CRS algorithms to demonstrate their superiorities over their original counterparts....

Persistent link: https://www.econbiz.de/10010540983