Search Results - subject:"parameterization"

Data-based parametrization for Affine GARCH models across multiple time scales : roughness implications

Escobar, Marcos; Ferrando, Sebastian; Li, Fuyu; Xu, Ke - In: Econometrics : open access journal 13 (2025) 1, pp. 1-17

propose a theoretically flexible time-scale parameterization compatible with this fBM behavior. In this context, a fractional …

Persistent link: https://www.econbiz.de/10015408198

Analysis of stock exchange risk and currency in South African financial markets using stable parameter estimation

Naradh, Kimera; Chifurira, Retius; Chinhamu, Knowledge - In: International journal of finance & banking studies : JJFBS 11 (2022) 1, pp. 120-131

Persistent link: https://www.econbiz.de/10012804729

A parameterization of models for unit root processes: Structure theory and hypothesis testing

Bauer, Dietmar; Matuschek, Lukas; de Matos Ribeiro, Patrick - In: Econometrics 8 (2020) 4, pp. 1-54

We develop and discuss a parameterization of vector autoregressive moving average processes with arbitrary unit roots … and (co)integration orders. The detailed analysis of the topological properties of the parameterization - based on the …

Persistent link: https://www.econbiz.de/10012696305

A parameterization of models for unit root processes : structure theory and hypothesis testing

Bauer, Dietmar; Matuschek, Lukas; Ribeiro, Patrick de Matos - In: Econometrics : open access journal 8 (2020) 4/42, pp. 1-54

Persistent link: https://www.econbiz.de/10012312162

Sound deposit insurance pricing using a machine learning approach

Assa, Hirbod; Pouralizadeh, Mostafa; Badamchizadeh, … - In: Risks 7 (2019) 2, pp. 1-18

While the main conceptual issue related to deposit insurances is the moral hazard risk, the main technical issue is inaccurate calibration of the implied volatility. This issue can raise the risk of generating an arbitrage. In this paper, first, we discuss that by imposing the no-moral-hazard...

Persistent link: https://www.econbiz.de/10013200463

Sound deposit insurance pricing using a machine learning approach

Assa, Hirbod; Pouralizadeh, Mostafa; Badamchizadeh, … - In: Risks : open access journal 7 (2019) 2/45, pp. 1-18

Persistent link: https://www.econbiz.de/10012019237

Parameterized algorithms for power-efficiently connecting wireless sensor networks : theory and experiments

Bentert, Matthias; Van Bevern, René; Nichterlein, André; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 55-75

Persistent link: https://www.econbiz.de/10013358842

A novel Stereo-IMU system based on accurate pose parameterization of two-wheeled inverted pendulum (TWIP) robot in localization and mapping

Zhai, Yanwu; Feng, Haibo; Zhou, Haitao; Zhang, Songyuan; … - In: Industrial Robot: the international journal of robotics … 49 (2022) 6, pp. 1042-1057

Purpose This paper aims to propose a method to solve the problem of localization and mapping of a two-wheeled inverted pendulum (TWIP) robot on the ground using the Stereo–inertial measurement unit (IMU) system. This method reparametrizes the pose according to the motion characteristics of...

Persistent link: https://www.econbiz.de/10014836055

Does parameterization affect the complexity of agent-based models?

Kukacka, Jiri; Kristoufek, Ladislav - In: Journal of economic behavior & organization : JEBO 192 (2021), pp. 324-356

Persistent link: https://www.econbiz.de/10013188553

Assessing the level of macroeconomic stability of EU countries

Zolkover, Andrii; Renkas, Jurij - In: SocioEconomic challenges : SEC 4 (2020) 4, pp. 175-182

Persistent link: https://www.econbiz.de/10012420302