109 results for “time series analysis”

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Research ArticleOpen accessAll words, across the recordComparative Analysis of the Artificial Neural Networks Options Pricing Model Under Constant and Time-Variant VolatilitiesHanningtone Meshack Simiyu, Anthony Gichuhi Waititu, Jane Aduda AkinyiOption pricing using artificial neural networks (ANN) model while relaxing the assumption of constant volatility still remains a challenge. The conventional practice for pure ANN models has been to either model volatility using the very ANN model and have the model output fed as an input to the ANN option pricing model, or to make allowances for a large number … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 20 Jul 2019 · 7,015 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordInvestigation of Socially Responsible Investment Markets (SRI) Using Dynamic Conditional Correlation (DCC) Method: Implications for DiversificationGurudeo Anand Tularam, Eduardo Roca, Victor Siew Howe WongProblem statement: Over the last ten years there has been a phenomenal growth in the amount of funds placed in SRI globally estimated to be around US$6.5 trillion while around US$55 billion in the Australian market. Accurate knowledge of correlation of the Australian SRI market with other SRI markets overseas is crucially important for Australian (SRI) investors for international portfolio … …Journal of Mathematics and Statistics, Vol. 6, Issue 4 · 4 Nov 2010 · 16,240 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordNeural Network in Modeling Malaysian Oil Palm YieldZuhaimy Ismail, Azme KhamisProblem statement: Forecasting of palm oil yield has become an important element in the management of oil palm industry for proper planning and decision making. The importance of yield forecasting has led us to explore modeling of palm oil yield for Malaysia using the most recent development of Artificial Neural Network (ANN). The main issue in yield forecasting is to … …American Journal of Applied Sciences, Vol. 8, Issue 8 · 19 Jul 2011 · 8,581 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordThe Statistical Examination of Winning and Succeeding in SportsElisee JosephCertain statistical strategies that cater to a particular team's style of play can enable a team to establish a competitive advantage in a sporting event. The purpose of this paper is to cultivate a linear statistical model that contributes to the success of a competitive sporting game between two teams. Using a linear success metric, this paper also examines the … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 26 Apr 2019 · 7,099 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordComputational Discrete Time Markov Chain with Correlated Transition ProbabilitiesPeerayuth CharnsethikulThis study presents a computational procedure for analyzing statistics of steady state probabilities in a discrete time Markov chain with correlations among their transition probabilities. The proposed model simply uses the first order Taylor’s series expansion and statistical expected value properties to obtain the resulting linear matrix equations system. Computationally, the bottleneck is O(n4) but can be improved by distributed … …Journal of Mathematics and Statistics, Vol. 2, Issue 4 · 31 Dec 2007 · 6,650 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordEconomic Growth and Unemployment: An Empirical AnalysisFuad M. KreishanProblem statement: This research investigates the relationship between unemployment and economic growth in Jordan through the implementation of Okun’s law. Approach: Using annual data covering the period 1970-2008, time series techniques are used to test the relation between unemployment and economic growth and to obtain estimates for Okun’s coefficient. Namely, the study used Augmented Dickey-Fuller (ADF) for unit root, cointegration … …Journal of Social Sciences, Vol. 7, Issue 2 · 21 Mar 2011 · 12,621 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordAn Empirical Analysis of Supply Response of Rubber in MalaysiaGhulam Mustafa, Ismail Abd Latif, Henry EgwumaSupply response of rubber to changes in economic incentives is analysed using co-integration approach. Time series data is taken for the period 1990 to 2014 and the vector error correction model framework has been applied. The empirical results confirmed the existence of a unique long-run equilibrium relationship among planted acreage, the relative price of rubber and price of fertilizer. Further, … …American Journal of Agricultural and Biological Sciences, Vol. 11, Issue 4 · 25 Nov 2016 · 7,495 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordTIME SERIES MODELING OF MONTHLY RAINFALL IN ARID AREAS: CASE STUDY FOR SAUDI ARABIANidhal SaadaStochastic techniques are essential in planning and management of water resources systems especially in arid and semi-arid areas where water is scarce. The forecasting of future events requires identifying proper stochastic models to be used in this process. For this purpose, a Periodic ARMA (PARMA) model and a temporal disaggregation models were used in this study to investigate weather they … …American Journal of Environmental Sciences, Vol. 10, Issue 3 · 3 May 2014 · 7,207 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordNapster and its Effects on the Music Industry: An Empirical AnalysisPatrick Mooney, Subarna Samanta, Ali H.M. ZadehProblem statement: In the mid to late 1990s the rise of the internet has led to the development of Peer-to-Peer networks (P2P), which allows for increased and rapid connectivity between individuals and has made the transfer of information and files as simple as clicking a button. Approach: The ability to connect so easily has had its share of positive and … …Journal of Social Sciences, Vol. 6, Issue 3 · 30 Sep 2010 · 10,078 accessesView PDF Cite