Search Results - subject:"Msf"

Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model

Pajor, Anna - In: Dynamic Econometric Models 11 (2011), pp. 41-54

The aim of this paper is to investigate the predictive properties of the MSF-Scalar BEKK(1,1) model in context of … portfolio optimization. The MSF-SBEKK model has been proposed as a feasible tool for analyzing multidimensional financial data … posterior results in the MSF-SBEKK model (based on preliminary estimates of nuisance matrix parameters) are compared with the …

Persistent link: https://www.econbiz.de/10010610418

Veiklos taisyklėmis pagrįsta IS projektavimo metodika

Lukošius, Vilius - 2005

Today’s business’s more and more depend on information systems to give them edge on competition and keep double digit growth rates needed to satisfy shareholders. And information systems, serving their needs, have to keep up with changing business requirements. Business Rules Approach [10]...

Persistent link: https://www.econbiz.de/10009478776