+2 MM articles scientifics and academics

6 Articles

1 of 2 pages | 10 records | more records»

Estimation of Value-at-Risk Adjusted under the Capital Asset Pricing Model Based on ARMAX-GARCH Approach 10.24198/jmi.v15.n1.20931.29-37

F Sukono,Eman Lesmana,Dwi Susanti,Herlina Napitupulu,Yuyun Hidayat

Investors having an understanding of investment statistics are important. Especially quantitative tools related to investment risk measurement. Value-at-Risk Adjusted is one of the investment risk measurement tools, which assumes that returns are not norm... see more

Value-at-Risk Adjusted | Capital Asset Pricing Model | ARMAX | GARCH | Lopez II

Jurnal Matematika Integratif , PP

Free Access

Comparação do desempenho dos modelos estatísticos aplicados a séries temporais de umidade relativa do ar

Cleiton Tibulo,Roselaine Ruviaro Zanini,Vaneza De Carli Tibulo

Modelos estatísticos aplicados a séries temporais vêm sendo empregados em diversas áreas e têm surgido como necessidade atual para empresas sobreviverem em um mercado globalizado e competitivo. Nesse contexto, o presente trabalho tem por objetivo apresent... see more

Umidade Relativa do Ar | Modelos SARIMA | Modelos de Alisamento Exponencial | Modelos ARMAX

Revista Thema , 2018

Free Access

PERAMALAN KUNJUNGAN WISATAWAN MENGGUNAKAN MODEL ARMAX DENGAN NILAI KURS DAN EKSPOR-IMPOR SEBAGAI FAKTOR EKSOGEN

PUTU IKA OKTIYARI LAKSMI, KOMANG DHARMAWAN, LUH PUTU IDA HARINI

Forecasting is science to estimate occurrence of the future. This matter can be conducted by entangling intake of past data and place to the next period with a mathematical form. This research aims to estimate the number of foreign tourists visiting Bali ... see more

E-Jurnal Matematika , 2014

Free Access

Using mobility measures to explain short-run economic performance during COVID’s first wave

Gover Barja

People’s mobility behavior and self-correcting economic forces are shown to be key variables in explaining the observed contraction and recovery of the Bolivian economy during Covid’s first wave. ARMAX models are used to explain the growth rate of the mon... see more

Ecos de EconomÍa , 2021

Free Access

Aproximaciones al turismo cultural en Medellín, Colombia.

Nora Elena Espinal Monsalve,Andrey David Ramos Ramírez

En esta investigación se estudia la relación entre la asistencia a museos, teatros y sitios de interés ambiental y natural, con los flujos de turistas tanto nacionales como extranjeros que llegaron a la ciudad de Medellín en el periodo 2012-2014. Los resu... see more

Economía de la cultura | Turismo cultural | Patrimonio cultural | Modelos Armax.

Transitare , 2017

Free Access

Short Term Residential Load Forecasting: An Improved Optimal Nonlinear Auto Regressive (NARX) Method with Exponential Weight Decay Function

Farukh Abbas, Donghan Feng, Salman Habib, Usama Rahman, Aazim Rasool and Zheng Yan

The advancement in electrical load forecasting techniques with new algorithms offers reliable solutions to operators for operational cost reduction, optimum use of available resources, effective power management, and a reliable planning process. The focus... see more

short-term load forecasting (SLTF) | non-linear auto-regressive neural network with external input (NARX) | mean absolute percentage error (MAPE) | lightning search algorithm (LSA) | exponential weight decay (EWD)

Electronics , 2018

Free Access

1 of 2 pages | 10 records | more records»