Search Results - subject:"curve fitting"

Quantitative modeling of financial contagion : unraveling market dynamics and bubble detection mechanisms

Nica, Ionuț; Ionescu, Cristian; Delcea, Camelia; … - In: Risks : open access journal 12 (2024) 2, pp. 1-41

interrelations among these indices, treating the BET-FI index as our primary variable. Our research also integrated Exponential Curve … Fitting (EXCF) and Generalized Supremum Augmented Dickey-Fuller (GSADF) models to identify and scrutinize potential price …

Persistent link: https://www.econbiz.de/10014497334

Globally optimal univariate spline approximations

Mohr, Robert; Coblenz, Maximilian; Kirst, Peter - In: Computational Optimization and Applications 85 (2023) 2, pp. 409-439

algorithmic approaches empirically on both, real and synthetic curve fitting data sets from the literature. The numerical …

Persistent link: https://www.econbiz.de/10015165842

Determinants and prediction of the stock market during COVID-19 : evidence from Indonesia

Goh, Thomas Sumarsan; Henry, Henry; Albert, Albert - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10012692263

Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk

Berenguer, Emma; Gimeno Nogués, Ricardo; Nave Pineda, … - 2013

Desde la publicación del trabajo de Vasicek y Fong (1982) se ha generalizado el ajuste de la estructura temporal de tipos de interés asumiendo que los rendimientos son homocedásticos. En este trabajo se muestra que dicha hipótesis no se mantiene cuando los activos presentan diferencias en...

Persistent link: https://www.econbiz.de/10012530418

FTIR Study of White and Green Broad Beans Based on Curve-fitting

Wang, Xiaohua; Liu, Gang; Ou, Quanhong; Zhao, Xingxiang; … - In: Asian Agricultural Research 05 (2013) 12

used to perform Fourier self-deconvolution and curve fitting, which obtained nine peaks. The ratios of relative areas of …

Persistent link: https://www.econbiz.de/10011168240

Continuous compliance: a proxy-based monitoring framework

Vedani, Julien; Ramaharobandro, Fabien - HAL - 2013

tools, such as Curve Fitting and Least Squares Monte Carlo in order to estimate, on a regular basis, the impact on the … the use of the Curve Fitting and the Least Squares Monte Carlo methodologies in a standard empirical finite sample …

Persistent link: https://www.econbiz.de/10010899935

Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk

Berenguer, Emma; Gimeno, Ricardo; Nave, Juan M. - Banco de España - 2013

Since the seminal paper of Vasicek and Fong (1982), the term structures of interest rates have been fitted assuming that yields are cross-sectionally homoskedastic. We show that this assumption does not hold when there are differences in liquidity, even for bonds of the same issuer. Lower...

Persistent link: https://www.econbiz.de/10010862290

Solvency assessment within the ORSA framework: issues and quantitative methodologies

Vedani, Julien; Devineau, Laurent - HAL - 2012

efficient replication methodologies for the Net Asset Value over 1 year. The Curve Fitting and Least Squares Monte …

Persistent link: https://www.econbiz.de/10010899704

Reconsideration of Dimensions and Curve Fitting Practice in View of Georgescu-Roegen’s Epistemology in Economics

Mayumi, Kozo; Giampietro, Mario; Ramos-Martin, Jesus - In: Journal for Economic Forecasting (2012) 4, pp. 17-35

This paper is to examine the proper use of dimensions and curve fitting practices elaborating on Georgescu … critical issues in relation to dimensions and curve fitting practices in economics in view of Georgescu-Roegen’s economic … deals with economists’ “curve fitting fetishism”. Section 5 concludes this paper with several epistemological issues in …

Persistent link: https://www.econbiz.de/10010604360

Correcting the bias of empirical frequency parameter estimators in codon models

Pond S.K.; Delport W.; Muse S.V.; Scheffler K. - 2010

Markov models of codon substitution are powerful inferential tools for studying biological processes such as natural selection and preferences in amino acid substitution. The equilibrium character distributions of these models are almost always estimated using nucleotide frequencies observed in...

Persistent link: https://www.econbiz.de/10009480473