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Time series forecasting is an important area of forecasting in which past observations of the same variable are … models, autoregressive (AR) techniques, moving averages (MA) etc. Recent research activities in forecasting also suggested … that artificial neural networks can be used as an alternative to traditional linear forecasting models. This study will …
Persistent link: https://www.econbiz.de/10009455926
activity. The objective of this research is to develop a distribution short-term load forecasting technology consisting of a … forecasting method, development methodology, theories necessary to support required technical components, and the hardware and …
Persistent link: https://www.econbiz.de/10009436662
in stock forecasting. Neural networks are viewed as one of the more suitable techniques. In this study, an experiment on … the forecasting of the Stock Exchange of Thailand (SET) was conducted by using feedforward backpropagation neural networks … neural network models in the forecasting of SET. Several global and local factors influencing the Thai stock market were used …
Persistent link: https://www.econbiz.de/10009440856
In this paper we present an analysis of the results of a study into wholesale (spot) electricity price forecasting … accuracy of electricity price forecasting models. The efficiency of NN and SVM retraining for price forecasting was evaluated … December 1998. The analysis of the results showed that SVMs with one unique solution, produce more consistent forecasting …
Persistent link: https://www.econbiz.de/10009448005
des Marktes hindeuten:¨ Das Kreditrisiko und dessen Portfolio-orientiertes Management wird auch in Zukunft immermehr an …
Persistent link: https://www.econbiz.de/10009471811
Credit risk is influenced by interest rates and market liquidity. This paper examines the direct and indirect impacts of unexpected monetary policy shifts on the growth of corporate credit risk, with the aim of quantifying the size and direction of the response. The results surprisingly indicate...
Persistent link: https://www.econbiz.de/10009430174
Existe una versión en español con el mismo número ; This paper applies the methodology developed by Forte and Peña (2006) to extract the implied default point in the premium on credit default swaps (CDS). As well as considering a more expensive international sample of corporations (96 US,...
Persistent link: https://www.econbiz.de/10012530153
behaviors in any given situation. This work presents several scalable frameworks for modeling and forecasting agent behavior …, particularly in the realm of international security dynamics. A probabilistic logic formalism for modeling and forecasting behavior … of this problem, forecasting methods are also introduced that operate directly on time series data, rather than an …
Persistent link: https://www.econbiz.de/10009450648
recommend that the Agency adopt this composite forecasting method, that uses time series analysis and current National …
Persistent link: https://www.econbiz.de/10009429494