Showing 1 - 10 of 183
The influence of maternal health problems on child’s worrying status is important in practice in terms of the intervention of maternal health problems early for the influence on child’s worrying status. Conventional methods apply symmetric prior distributions such as a normal...
Persistent link: https://www.econbiz.de/10011184073
Based on the Lee-Carter (LC) model, the benchmark in population forecasting, a variety of extensions and modifications are proposed in this paper. We investigate one of the extensions, the Hyndman-Ullah (HU) method and apply it to Asian demographic data sets: China, Japan and Taiwan. It combines...
Persistent link: https://www.econbiz.de/10011166887
This paper addresses the open debate about the effectiveness and practical relevance of highfrequency (HF) data in portfolio allocation. Our results demonstrate that when used with proper econometric models, HF data offers gains over daily data and more importantly these gains are maintained...
Persistent link: https://www.econbiz.de/10010587713
This paper addresses the open debate about the usefulness of high-frequency (HF) data in large-scale portfolio allocation. We consider the problem of constructing global minimum variance portfolios based on the constituents of the S&P 500 over a four-year period covering the 2008 financial...
Persistent link: https://www.econbiz.de/10010617848
To evaluate how occurring critical incidents change customer perceptions of brand personality, this study measures the impact on the basis of an online experiment. For this purpose, 1,132 usable responses are gathered considering the smartphone brands of Apple and Nokia as well as different...
Persistent link: https://www.econbiz.de/10010607135
To explore how occurring critical incidents affect customer-brand relations, this study measures the impact on the basis of an online experiment. For this purpose, 1,122 usable responses are gathered considering the smartphone brands of Apple and Nokia as well as different scenarios. The...
Persistent link: https://www.econbiz.de/10011277261
We propose a new nonlinear classification method based on a Bayesian "sum-of-trees" model, the Bayesian Additive Classification Tree (BACT), which extends the Bayesian Additive Regression Tree (BART) method into the classi- fication context. Like BART, the BACT is a Bayesian nonparametric...
Persistent link: https://www.econbiz.de/10005678032
Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal process- ing, mechanical ingeneering, psychometrics, and other fields under different names. It still bears the same mathematical idea: the...
Persistent link: https://www.econbiz.de/10010728046
It was evident that credit default swap (CDS) spreads have been highly correlated during the recent financial crisis. Motivated by this evidence, this study attempts to investigate the extent to which CDS markets across regions, maturities and credit ratings have integrated more in crisis. By...
Persistent link: https://www.econbiz.de/10010895341
The delisting of brands is frequently used by retailers to strengthen their negotiating position with the manufacturers and suppliers of their product assortment. However, retailers and manufacturers have to consider the risk of potential reactions when customers are faced with a reduced or...
Persistent link: https://www.econbiz.de/10008727690