In the past decades, genetic algorithms (GA), particle swarm optimization (PSO) algorithms, and BOX algorithms have been used in natural gas liquefaction process optimization. Since all three methods can find a solution for a given objective function but adopt different strategies and...

This paper proposes a nonparametric model-independent methodology to calibrate the predictability of exchange rates. In order to predict the exchange rates, the predictors should contain enough information about the future return, regardless of the specification of the model. The information...

This paper develops a Bayesian framework for the realized exponential generalized autoregressive conditional heteroskedasticity (realized EGARCH) model and adopts a standardized Student-t and a standardized skewed Student-t distributions for the return equation. The Bayesian estimators show more...