Research ArticleOpen accessIn the abstractA Generalized Discrete-Time Long Memory Volatility Model for Financial Stock ExchangeChin Wen CheongWe proposed a simple way to combine a few long memory models in financial market volatility modeling using daily, range and high frequency data. This model was able to fit the return, range of daily return or realized volatility under a parametric heavy-tailed distribution. Model was flexible to include additional volatility information as the contemporaneous variables. Empirical results found that … …American Journal of Applied Sciences, Vol. 4, Issue 12 · 31 Dec 2007 · 6,874 accessesView PDFCite
Research ArticleOpen accessIn the abstractStudy of Network on Chip resources allocation for QoS ManagementAbdelhamid HELALI, Adel SOUDANI, Jamila BHAR, Salem NASRIThe increasing complexity of integrated circuits and application requirements drive the research of new on-chip interconnection architectures. A network on chip draws on concepts inherited from distributed systems and computer networks subject areas to interconnect IP cores in a structured and scalable way. The main goal pursued is to achieve superior bandwidth when compared to conventional on-chip bus architectures. The … …Journal of Computer Science, Vol. 2, Issue 10 · 31 Oct 2006 · 6,311 accessesView PDFCite
Research ArticleOpen accessIn the abstractModelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using Garch ModelsFrimpong Joseph Magnus, Oteng-Abayie Eric FosuThis paper models and forecasts volatility (conditional variance) on the Ghana Stock Exchange using a random walk (RW), GARCH(1,1), EGARCH(1,1), and TGARCH(1,1) models. The unique ‘three days a week’ Databank Stock Index (DSI) was used to study the dynamics of the Ghana stock market volatility over a 10-year period. The competing volatility models were estimated and their specification and forecast … …American Journal of Applied Sciences, Vol. 3, Issue 10 · 31 Oct 2006 · 7,554 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Transformation-oriented Methodology to Knowledge-based Conceptual Data Warehouse DesignOpim S. Sitompul, Shahrul A. NoahApplications of artificial intelligence (AI) technology in the form of knowledge-based systems within the context of database design have been extensively researched particularly to provide support within the conceptual design phase. However, a similar approach to the task of data warehouse design has yet to be seriously initiated. In this paper, we proposed a design methodology for conceptual data warehouse … …Journal of Computer Science, Vol. 2, Issue 5 · 31 May 2006 · 6,735 accessesView PDFCite
Research ArticleOpen accessIn the abstractMulti-language Co-design Environment for Controller System DesignM. Benmohammed, S. MernizThe present research discuss the main issues and approaches to multi-language design. Two research directions are currently explored by the EDA community. The first is based on the computation models underlying the languages while the second deals with the specification languages themselves. …Journal of Computer Science, Vol. 1, Issue 3 · 30 Sep 2005 · 6,793 accessesView PDFCite
Research ArticleOpen accessIn the abstractNelson and Plosser Revisited: Evidence from Fractional ARIMA ModelsGuglielmo Maria Caporale, Luis A. Gil-AlanaIn this study fractionally integrated ARIMA (ARFIMA) models are estimated using an extended version of Nelson and Plosser[1]’s data set. The analysis employs[11]’s maximum likelihood procedure. Such a parametric approach requires the model to be correctly specified in order for the estimates to be consistent. A model-selection procedure based on diagnostic tests on the residuals, together with several likelihood criteria, … …American Journal of Applied Sciences, Vol. 2, Issue 4 · 30 Apr 2005 · 6,718 accessesView PDFCite
Research ArticleOpen accessIn the abstractMacroeconomic Impact of Trade on Namibian Growth: An Empirical IllustrationCyril A. OgbokorThe study analyses the role of trade on the economy of Namibia by considering a different specification of the traditional export-growth model. Foreign direct investment is included to capture the potential effect of this variable on growth. Utilising a combination of bivariate and multivariate models, the researcher estimated the relationship between the selected macroeconomic variables used for the study. Macroeconomic … …Journal of Social Sciences, Vol. 1, Issue 1 · 31 Mar 2005 · 6,869 accessesView PDFCite
Research ArticleOpen accessIn the abstractComparative Analysis of Fraud Detection Methods in Banking Using Machine Learning TechniquesYoussef Tounsi, Ennouri TaziFraud detection in banking requires algorithms that balance classification performance, computational efficiency, and regulatory interpretability, criteria that are rarely benchmarked together. We present a comprehensive evaluation of nine machine learning approaches (Logistic Regression, Decision Tree, Random Forest, SVM, SGD, XGBoost, CatBoost, LightGBM, and MLP) across three datasets differing in size, imbalance severity, and feature type (synthetic, real-world PCA-anonymized, and large-scale … …Journal of Computer Science, Vol. 22, Issue 6 · 22 Jun 2026 · 1,351 accessesView PDFCite
Research ArticleOpen accessIn the abstractSemSimp: A Parametric Method for Evaluating the Semantic Similarity of Digital ResourcesAntonio De Nicola, Anna Formica, Ida Mele, Francesco TaglinoAbioui, H., Idarrou, A., Bouzit, A., & Mammass, D. (2018). Towards a Novel and Generic Approach for OWL Ontology Weighting. Procedia Computer Science, 127, 426–435. https://doi.org/10.1016/j.procs.2018.01.140 Adhikari, A., Dutta, B., Dutta, A., Mondal, D., & Singh, S. (2018). An intrinsic information content-based semantic similarity measure considering the disjoint common subsumers of concepts of an ontology. Journal of the Association for … …Journal of Computer Science, Vol. 20, Issue 8 · 27 May 2024 · 5,778 accessesView PDFCite