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Understanding the composition of the bond return is always a popular topic in the financial markets. There are various factors that influence the bond returns. Therefore, a precise prediction of the bond returns is still under discussion. This paper is enlightened by the papers of Ilmanen (1995,...
Persistent link: https://www.econbiz.de/10009467090
Semi-parametric and nonparametric modeling and inference have been widely studied duringthe last two decades. In this manuscript, we do statistical inference based on semi-parametricand nonparametric models in several different scenarios.Firstly, we develop a semi-parametric additivity test for...
Persistent link: https://www.econbiz.de/10009477898
consideration is non-stationary (i.e. has a unit root) or stationary. In the context of a Stochastic Volatility Model (SVM), the … propose a unit root test for the volatility process based on the Simulation-Extrapolation (SIMEX) approach. We express the SVM …
Persistent link: https://www.econbiz.de/10009431184
vectors. The proposed SVM training is implemented and tested on two problems: (i) gender classification of facial images using … standard SVM training, the proposed approach leads to much faster SVM training, produces a more compact classifier while …
Persistent link: https://www.econbiz.de/10009457387
In the research area of crop yield density estimation and in particular in risk analysis, little emphasis has been given to the appropriateness of transformation methods (e.g., removing a linear trend) and how such transformations impact the reliability of the empirical distribution functions...
Persistent link: https://www.econbiz.de/10009446529
using three different predictor schemes, Artificial Neural Networks (ANNs), Support Vector Machine (SVM) and a hybrid scheme …-forward neural network with back-propagation has been adopted for detailed comparison with other forecasting models. SVM is a newly … limitations of individual forecasting models, a hybrid technique that combines Fuzzy-C-Means (FCM) clustering and SVM regression …
Persistent link: https://www.econbiz.de/10009465358
making the observation that the level of consistency our customers tend to decrease after the expiration of maintenance … consistency and customer loyalty is influenced by the quality of service. …
Persistent link: https://www.econbiz.de/10009464295
the related issue of consistency of the QML estimators of the conditional variance parameters under various parameter con …
Persistent link: https://www.econbiz.de/10009481433
the related issue of consistency ofthe QML estimators of the conditional variance parameters under various parameter con …
Persistent link: https://www.econbiz.de/10009481460