Search Results - subject:"deterministic"

Genetic algorithms and applications for stock trading optimization

Kapoor, Vivek; Dey, Shubhamoy - 2021

Persistent link: https://www.econbiz.de/10012483203

Handbook of research on management techniques and sustainability strategies for handling disruptive situations in corporate settings

Perez-Uribe, Rafael (ed.); Ocampo-Guzman, David (ed.); … - 2021

"This book aims to identify what makes companies that work in organizational chaos and in a chaotic economic environment perform better than companies that are well organized while also presenting management techniques and sustainability strategies for handling disruptive situations in corporate...

Persistent link: https://www.econbiz.de/10012543396

A first French episode in the renewal of nonlinear theory of economic cycles : 1978-1985

Raybaut, Alain - In: History of economic ideas : HEI 29 (2021) 1, pp. 139-158

Persistent link: https://www.econbiz.de/10013463660

Chapter 10 Chaos Amid Chaos: A Critical Debate for Street Vendors – Struggle and Adaptation Post COVID Era

Ahmad, Shabab - In: A new social street economy : an effect of the COVID-19 …, (pp. 147-153). 2021

Indian economy is based on the unorganised sector. The mayhem created to the daily earner on the streets of Delhi. Once it was considered that the street vending was one of the easiest occupations for the survival of the people living in the lowest ladder in the economy. Anyone who does not have...

Persistent link: https://www.econbiz.de/10015085830

Tracking Disasters: Researching at the Edge of Chaos

Gephart, Robert - In: Research in times of crisis : research methods in the …, (pp. 13-26). 2021

This essay, invited by the editors, provides a retrospective overview of Robert Gephart's career using qualitative research methods to study disasters, and disseminating findings from the research in important management and organizational journals. Dr Gephart's work is associated with many...

Persistent link: https://www.econbiz.de/10015085903

On a deterministic approximation of inventory systems with sequential service-level constraints

Wei, Lai; Jasin, Stefanus; Xin, Linwei - In: Operations research 69 (2021) 4, pp. 1057-1076

Persistent link: https://www.econbiz.de/10012625128

Additive nonparametric models with time variable and both stationary and nonstationary regressions

Dong, Chaohua; Linton, Oliver - 2017

This paper considers nonparametric additive models that have a deterministic time trend and both stationary and …

Persistent link: https://www.econbiz.de/10011941537

Consistency of trend break point estimator with underspecified break number

Yang, Jingjing - In: Econometrics 5 (2017) 1, pp. 1-19

This paper discusses the consistency of trend break point estimators when the number of breaks is underspecified. The consistency of break point estimators in a simple location model with level shifts has been well documented by researchers under various settings, including extensions such as...

Persistent link: https://www.econbiz.de/10011755359

Truncated sum of squares estimation of fractional time series models with deterministic trends

Hualde, Javier; Nielsen, Morten Ørregaard - 2017

stochastic component of the model, and the exponent parameter, which drives the shape of the deterministic component, are … stochastic and deterministic components. We establish consistency and asymptotic normality under quite general circumstances …, finding that results differ crucially depending on the relative strength of the deterministic and stochastic components. …

Persistent link: https://www.econbiz.de/10011583219

Bringing Order to Chaos : Capturing Relevant Information with Hedge Fund Factor Models

Li, Yongjia - 2017

We propose using ETF returns as proxies for tradable risk factors in hedge fund performance evaluation, identifying contemporaneously relevant risk factors from the entire universe of ETFs. Our model provides more informative estimates of alpha and beta coefficients for predicting hedge fund...

Persistent link: https://www.econbiz.de/10012967803