Decomposition of CAPE variable into frequency components and stock market prediction
Cyclically adjusted price-earnings ratio - one of the most valuable insights for a better measure of publicly held company's long-term financial performance. The forecasting model which based on the method to test predictors of the equity premium.
Подобные документы
Study of algorithms of processing of nonlinear signal. The definition of the Gaussian model of normal random variables. The distribution of order statistics. The absolute value of the deviation of the weighted median. A balanced set of calculations.
книга, добавлен 25.11.2013Частотное адаптивное управление с линейным синтезатором. Оптимизация прогнозируемого программного движения, составляющего основу MPC-методов. Разработка вычислительных методов решения систем алгебраических уравнений и неравенств. Упреждающее управление.
реферат, добавлен 16.06.2017Применение методики для оценки зрелости процессов управления проектами по модели Project management process model. Совершенствование проектной деятельности в инженерно-строительной отрасли. Прогнозирование отклонений ключевых показателей бизнес-проекта.
статья, добавлен 26.04.2019Characterization of the discussion of heuristics and bias (biases) considered by Daniel Kahneman and Amos Tversky. Fast and economical heuristics proposed by Gerd Gigerenzer and colleagues. An interdisciplinary study of the analytical network method.
статья, добавлен 14.08.2020The tools application in the areas: quantitative measures of nonlinear dynamics, Monte-Carlo statistical hypothesis testing, nonlinear modeling. The method of surrogate data. Estimation of correlation dimension. Times series embedding and reconstruction.
книга, добавлен 25.11.2013The impact of futures indexes introduction on the volatility and market efficiency of the underlying assets. Investigation of the hedging of the futures. Relationship between the real estate U.S. futures index and American, European and Australian.
дипломная работа, добавлен 29.11.2015Analyze the efficiency and the overall performance of Turkish airports using the data envelopment analysis. Efficiency scores under constant returns to scale. Indentifying the most and least efficient airports in Turkey using data envelopment analysis.
статья, добавлен 27.09.2016The impact of globalization and the expansion of international trade in the LDCs. The definitions of the mechanism by which these factors lead to a weakening of LDC institutions with a low level of technology, which can not absorb the advanced technology.
дипломная работа, добавлен 30.08.2016Consideration of mathematical modeling of the immune system in the process of disease with the immunodeficiency virus without treatment. Investigation of the dynamics of infection. Evaluation of the rate of reproduction of the virus in the blood.
статья, добавлен 20.05.2017Business statistics, mathematics, probability, models, and the real world. The use of statistics in business. Two ways of being wrong. Three Types of Probability. Counting possible outcomes: the rule of insufficient reason for classical probability.
книга, добавлен 25.11.2013Discuss a number of procedures that are designed for testing the specification of econometric models, concerned with the numerical properties of these OLS estimates and refer to certain properties of estimates as "numerical" if they have nothing to do.
монография, добавлен 08.03.2014The general mathematical model for probabilities of the infocommunication system states. Interrelation of dependencies of traditional parameters of system reliability with traditional parameters of queuing methods. The differential equation systems.
статья, добавлен 19.06.2018A focused factory is a approach for manufacturing enterprise. The development of heuristic scheduling algorithm in step-by-step method. Nagare cell is a combination of manual and semiautomatic machine for maximum output flexibility for productions.
статья, добавлен 17.04.2013Methods of identification, evaluation, treatment and monitoring of operational risk have been generalized and systematized. The methodology for decision support system of operational risk management based on Bayesian techniques has been developed.
статья, добавлен 30.07.2016The review method is intended to determine the properties of steel materials. Modeling neural networks to clarify the characteristics of metals. Determination of the values of the properties of steels. Structure of expert system of assessment materials.
статья, добавлен 14.07.2016Main trends in the development of local markets for crop products. Analysis of methodical approaches to the application of econometric methods to determine promising directions of development of these markets. Systematization of the factor indicators.
статья, добавлен 28.09.2016Transition from linear to non-linear knowledge. Strengthening structural dysfunctions of complex social and man-made natural systems. Forms of "collateral damage". Reliable knowledge of complex risks and vulnerabilities based on better futures models.
статья, добавлен 04.03.2021The formation of the decision support system in the field of regional development management have been considered. Different approaches in the framework of integration into the structure of adaptive simulation models of problem-oriented knowledge bases.
статья, добавлен 26.08.2021Protocols for Rational Secret Sharing. Rational secret sharing, in the model of Halpern and Teague. Removing the Dealer. A protocol for completely fair secure function evaluation, in which all players receive output. General Secure Function Evaluation.
статья, добавлен 15.09.2012Operationalization of the content of the economic security of hospitality entities and the formation of a compliance-strategizing model as a multi-level mechanism in the conditions of digitalization. Study of the essence of economic security of business.
статья, добавлен 07.08.2022Suggests an approach to the creation of the semantic and ontological model of knowledge of technical and technological potential of economic security of an enterprise. Offered to use mivar technologies to design technical potential of economic security.
статья, добавлен 25.09.2016Comparison of the results of combining quality indicators presented in verbal-numerical scales (based on the matrix of correspondence between the classes of verbal and numerical equivalence), with the aim of obtaining the scale of complex quality index.
статья, добавлен 29.01.2016Determination of the specifics of economic and mathematical modeling of the processes of development of tourist, museum and hotel and restaurant enterprises. A visual visualization of the development processes of based on specific practical examples.
статья, добавлен 12.12.2023