Search Results - subject:"Simulation."

Andrzejak, Piotr; Bełz, Grzegorz - In: European research studies 24 (2021) 3, pp. 853-861

Persistent link: https://www.econbiz.de/10012666359

A homogeneous approach to testing for Granger non-causality in heterogeneous panels

Juodis, Artūras; Karavias, Yiannis; Sarafidis, Vasilis - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 93-112

Persistent link: https://www.econbiz.de/10012488894

Mathematical modeling for financial analysis of an enterprise : motivating of not open innovation

Borodin, Alex; Mityushina, Irina; Streltsova, Elena; … - In: Journal of open innovation : technology, market, and … 7 (2021) 1/79, pp. 1-15

analysis methods embedded in the DuPont model and simulation methods that allow analysis under the influence of random factors … financial condition: the amount of profit, revenue, assets, and equity. The constructed simulation models are implemented in the …. The architecture of the proposed tools is presented, and the results of simulation experiments performed on models are …

Persistent link: https://www.econbiz.de/10012490969

The bias of avoiding spatial dynamic panel models : a tale of two research teams

Fischer, Lorenz Benedikt - In: Region : the journal of ERSA 8 (2021) 1, pp. 153-180

Many questions in urban and regional economics can be characterized as including both a spatial and a time dimension. However, often one of these dimensions is neglected in empirical work. This paper highlights the danger of methodological inertia, investigating the effect of neglecting the...

Persistent link: https://www.econbiz.de/10012491513

Shape constrained kernel PDF and PMF estimation

Du, Pang; Parmeter, Christopher F.; Racine, Jeffrey - 2021

Persistent link: https://www.econbiz.de/10012491600

Modeling of bank credit risk management using the cost risk model

Yanenkova, Iryna; Nehoda, Yuliia; Drobyazko, Svetlana; … - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-15

This article deals with the issue of managing bank credit risk using a cost risk model. Modeling of bank credit risk management was proposed based on neural-cell technologies, which expand the possibilities of modeling complex objects and processes and provide high reliability of credit risk...

Persistent link: https://www.econbiz.de/10012534575

IP solutions for international kidney exchange programmes

Mincu, Radu-Stefan; Biró, Péter; Gyetvai, Márton; … - In: Central European journal of operations research 29 (2021) 2, pp. 403-423

Persistent link: https://www.econbiz.de/10012542941

On the application of Wishart process to the pricing of equity derivatives : the multi-asset case

La Bua, Gaetano; Marazzina, Daniele - In: Computational management science 18 (2021) 2, pp. 149-176

Persistent link: https://www.econbiz.de/10012543391

Stochastic modelling of free-floating car-sharing systems

Fricker, Christine; Mohamed, Hanene; Popescu, Teodora; … - 2021

Persistent link: https://www.econbiz.de/10012545772

Pricing the exotic : path-dependent American options with stochastic barriers

Rojas-Bernal, Alejandro; Villamizar, Mauricio - In: Latin American journal of central banking : LAJCB 2 (2021) 1, pp. 1-24

We develop a novel pricing strategy that approximates the value of an American option with exotic features through a portfolio of European options with different maturities. Among our findings, we show that: (i) our model is numerically robust in pricing plain vanilla American options; (ii) the...

Persistent link: https://www.econbiz.de/10012545887