Narrow search
Showing 1 - 10 of 153
Cover Image
The maximum entropy principle and the nature of fractals
Pastor-Satorras, R; Wagensberg, J - In: Physica A: Statistical Mechanics and its Applications 251 (1998) 3, pp. 291-302
We apply the Principle of Maximum Entropy to the study of a general class of deterministic fractal sets. The scaling laws peculiar to these objects are accounted for by means of a constraint concerning the average content of information in those patterns. This constraint allows for a new...
Persistent link: https://www.econbiz.de/10010599498
Cover Image
An Urban Allocation Model Combining Time Series and Analytic Hierarchical Methods
Cook, Thomas; Falchi, Paul; Mariano, Reynaldo - In: Management Science 30 (1984) 2, pp. 198-208
Presented is a new application in urban economic forecasting. This method actively utilizes external information for household population forecasts. The purpose is to develop a more satisfying procedure as part of the management decision taking system. In the Portland Standard Metropolitan...
Persistent link: https://www.econbiz.de/10009204133
Cover Image
Selecting a Selection Procedure
Branke, Jürgen; Chick, Stephen E.; Schmidt, Christian - In: Management Science 53 (2007) 12, pp. 1916-1932
Selection procedures are used in a variety of applications to select the best of a finite set of alternatives. "Best" is defined with respect to the largest mean, but the mean is inferred with statistical sampling, as in simulation optimization. There are a wide variety of procedures, which begs...
Persistent link: https://www.econbiz.de/10009204181
Cover Image
Hit by Deleveraging
Hunya, Gabor; Schwarzhappel, Monika - Wiener Institut für Internationale … - 2014
Content The first part of the publication contains an analysis of the latest FDI trends. The analysis highlights the modest recovery of FDI in 2013. The second part of the publication contains two sets of tables Tables I total flow and stock data, FDI flow by components and FDI income, FDI per...
Persistent link: https://www.econbiz.de/10011019984
Cover Image
Growth Engine Stutters
Hunya, Gabor; Schwarzhappel, Monika - Wiener Institut für Internationale … - 2013
Content The first part of the publication contains an analysis of the latest FDI trends. The analysis highlights the modest recovery of FDI in 2012. The second part of the publication contains two sets of tables Tables I total flow and stock data, FDI flow by components and FDI income, FDI per...
Persistent link: https://www.econbiz.de/10011019985
Cover Image
Short-lived Recovery
Hunya, Gabor - Wiener Institut für Internationale … - 2012
Netherlands and classified under ‘other business activities’, are the main sources of distortion. Home country statistics and … above its ranking based on FDI stocks statistics. Also, if the Bank of Russia were to subtract the flows of Russian capital … via offshore locations from the FDI statistics, Russian FDI would shrink to about a third of what is currently reported …
Persistent link: https://www.econbiz.de/10011019986
Cover Image
Diverging Patterns of FDI Recovery
Hunya, Gabor - Wiener Institut für Internationale … - 2011
Content The first part of the publication contains an analysis of the latest FDI trends. The analysis highlights the diverging patterns of FDI recovery in 2010. The second part of the publication contains two sets of tables Tables I total flow and stock data, FDI flow by form and FDI income, FDI...
Persistent link: https://www.econbiz.de/10011019987
Cover Image
FDI in the CEECs Hit Hard by the Global Crisis
Hunya, Gabor - Wiener Institut für Internationale … - 2010
Content The first part of the publication contains an analysis of the latest FDI trends complemented by detailed methodological explanations. The analysis highlights the impacts of the recession on FDI in 2009. The second part of the publication contains two sets of tables Tables I total flow...
Persistent link: https://www.econbiz.de/10011019988
Cover Image
Statistical rehabilitation of improper correlation matrices
Frigessi, A.; Løland, A.; Pievatolo, A.; Ruggeri, F. - In: Quantitative Finance 11 (2011) 7, pp. 1081-1090
The simplest way to describe the dependence for a set of financial assets is their correlation matrix. This correlation matrix can be improper when it is specified element-wise. We describe a new method for obtaining a positive definite correlation matrix starting from an improper one. The...
Persistent link: https://www.econbiz.de/10009208313
Cover Image
A Recursive Kalman Filter Forecasting Approach
Kahl, Douglas R.; Ledolter, Johannes - In: Management Science 29 (1983) 11, pp. 1325-1333
This paper examines the forecasting accuracy and the cost effectiveness of time series models with time-varying coefficients. A simulation study investigates the potential forecasting benefits of a proposed Kalman filter type adaptive estimation and forecasting approach. It is found that: (1)...
Persistent link: https://www.econbiz.de/10009209300