Search Results - subject:"Model parameters"

Early warning system for debt group migration : the case of one commercial Bank in Vietnam

Quoc Hung Nguyen; Hoang Viet Trinh; Truong Viet Phuong; … - In: Foundations of Management : the journal of Warsaw … 16 (2024) 1, pp. 195-216

that tuning the model parameters leads to a significant improvement in accuracy compared to the default parameters. …

Persistent link: https://www.econbiz.de/10015073378

On the update frequency of univariate forecasting models

Spiliotis, Evangelos; Petropoulos, Fotios - In: European journal of operational research : EJOR 314 (2024) 1, pp. 111-121

Persistent link: https://www.econbiz.de/10014456834

The influence of different financial market regimes on the dynamic estimation of GARCH volatility model parameters and volatility forecasting

Viljoen, Helena; Conradie, Willie J.; Britz, Monique-Mari - In: Journal for studies in economics and econometrics : SEE 46 (2022) 3, pp. 169-184

Persistent link: https://www.econbiz.de/10013482379

Robust approaches for monitoring logistic regression profiles under outliers

Hakimi, Ahmad; Amiri, Amirhossein; Kamranrad, Reza - In: International Journal of Quality & Reliability Management 34 (2017) 4, pp. 494-507

Purpose The purpose of this paper is to develop some robust approaches to estimate the logistic regression profile parameters in order to decrease the effects of outliers on the performance of T 2 control chart. In addition, the performance of the non-robust and the proposed robust control...

Persistent link: https://www.econbiz.de/10014801686

Robust approaches for monitoring logistic regression profiles under outliers

Hakimi, Ahmad; Amiri, Amirhossein; Kamranrad, Reza - In: International journal of quality & reliability management 34 (2017) 4, pp. 494-507

Persistent link: https://www.econbiz.de/10011704843

Hubungan Antara Parameter Model Dan Parameter Peramalan

Siregar, Salamat - 2011

Studies on the relationship between model parameters and forecasting parameter is an urgent and important study carried … forecasting) as a model case to study the relationship between model parameters and weather forecasting. The model used was the … parameter forecasting model is linear and non-linear, and the relationship between model parameters and forecasting is complex. …

Persistent link: https://www.econbiz.de/10009464262

The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi

Lopatta, Kerstin; Kaspereit, Thomas - In: Energy Economics 41 (2014) C, pp. 125-136

This study analyzes how the stock market returns, the factor loadings from the Carhart (1997) 4-factor model, and the idiosyncratic volatility of shares in energy firms have been affected by the Fukushima nuclear accident. Unlike existing studies, which provide evidence of a wealth transfer from...

Persistent link: https://www.econbiz.de/10010729331

The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi

Lopatta, Kerstin; Kaspereit, Thomas - In: Energy economics 41 (2014), pp. 125-136

Persistent link: https://www.econbiz.de/10010374601

An enhanced lean tool performance for make-to-order industry by using hybrid optimal algorithm

Wanitwattanakosol, Jirapat; Sopadang, Apichat; Shi, Jianming - In: International Journal of Logistics Economics and … 5 (2013) 1, pp. 30-42

for obtaining model parameters. Numerical data using real data from a case study was used for evaluating the proposed …

Persistent link: https://www.econbiz.de/10010668831

Estimation of pharmacokinetic parameters from non-compartmental variables using Microsoft Excel((R))

Dansirikul, Chantaratsamon; Choi, Malcolm; Duffull, … - 2005

This study was conducted to develop a method, termed 'back analysis (BA)', for converting non-compartmental variables to compartment model dependent pharmacokinetic parameters for both one- and two-compartment models. A Microsoft Excel((R)) spreadsheet was implemented with the use of Solver((R))...

Persistent link: https://www.econbiz.de/10009448354