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Empirical probability distribution of journal impact factor and over-the-samples stability in its estimated parameters
Mishra, SK - Volkswirtschaftliche Fakultät, … - 2010
The data on JIFs provided by Thomson Scientific can only be considered as a sample since they do not cover the entire universe of those documents that cite an intellectual output (paper, article, etc) or are cited by others. Then, questions arise if the empirical distribution (best fit to the...
Persistent link: https://www.econbiz.de/10008619187
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Temporal changes in the parameters of statistical distribution of journal impact factor
Mishra, SK - Volkswirtschaftliche Fakultät, … - 2010
distribution of log10(JIF) exhibits conspicuous skewness and non-mesokurticity. In this paper we estimate the parameters of Johnson …
Persistent link: https://www.econbiz.de/10008562615
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Estimating fixed-effect panel stochastic frontier models by model transformation
Wang, Hung-Jen; Ho, Chia-Wen - Volkswirtschaftliche Fakultät, … - 2009
Traditional panel stochastic frontier models do not distinguish between unobserved individual heterogeneity and inefficiency. They thus force all time-invariant individual heterogeneity into the estimated inefficiency. Greene (2005) proposes a true fixed-effect stochastic frontier model which,...
Persistent link: https://www.econbiz.de/10009025300
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Stochastic frontier models
Wang, Hung-Jen - Volkswirtschaftliche Fakultät, … - 2006
The stochastic frontier model was first proposed in the context of production function estimation to account for the effect of technical inefficiency. The inefficiency causes actual output to fall below the potential level (that is, the production frontier) and also raises production cost above...
Persistent link: https://www.econbiz.de/10009025317
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Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital ma...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
Matlab, researching: 1) the ideal dependence of the stock market index over the time, 2) the linear dependence of the stock … market index over the time, 3) the quadratic dependence of the stock market index over the time, 2) the exponential … dependence of the stock market index over the time. We researched the following indexes: 1) The Dow Jones Industrial Average …
Persistent link: https://www.econbiz.de/10011259405
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On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratan...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
The hedge fund represents a unique investment opportunity for the institutional and private investors in the diffusion-type financial systems. The main objective of this condensed article is to research the hedge fund’s optimal investment portfolio strategies selection in the global capital...
Persistent link: https://www.econbiz.de/10011260821
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Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments
Kontek, Krzysztof - Volkswirtschaftliche Fakultät, … - 2010
This paper presents a regression procedure for inhomogeneous data characterized by varying variance, skewness and …
Persistent link: https://www.econbiz.de/10008622247
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Regularized Extended Skew-Normal Regression
Shutes, Karl; Adcock, Chris - Volkswirtschaftliche Fakultät, … - 2013
This paper considers the impact of using the regularisation techniques for the analysis of the extended skew-normal distribution. The approach is estimated using a number of techniques and compared to OLS based LASSO and ridge regressions in addition to non- constrained skew-normal regression.
Persistent link: https://www.econbiz.de/10011110010
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Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
Cakir, Murat - Volkswirtschaftliche Fakultät, … - 2005
Recent financial crises and especially large corporate bankruptcies, have led bank managements and financial authorities to follow and monitor both financial and real sector risks, and to focus on firm failures. Bank of International Settlements, has therefore, taken the decision to include the...
Persistent link: https://www.econbiz.de/10011111559
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Regularized Skew-Normal Regression
Shutes, Karl; Adcock, Chris - Volkswirtschaftliche Fakultät, … - 2013
This paper considers the impact of using the regularisation techniques for the analysis of the extended skew-normal distribution. The approach is estimated using a number of techniques and compared to OLS based LASSO and ridge regressions in addition to non- constrained skew-normal regression.
Persistent link: https://www.econbiz.de/10011112040