Sign inSubmit
Tips: “quotes” for a phrase · author:Lee · a DOI goes straight to its article

11 articles for “price estimation”
Set a search alert
Research ArticleOpen accessEvery word in the titleEstimation of the Parameters of the Stochastic Differential Equations Black-Scholes Model Share Price of GoldKhaldi Khaled, Meddahi SamiaProblem statement: The estimation of the parameters is one of main problems of the dynamic models in many scientific fields and particularly in economics and finance. In this study, we examine the techniques of estimation of the parameters of the Black-Scholes model. These techniques are based on the function of probability. Approach: The two estimations are based on the likelihood … …Journal of Mathematics and Statistics, Vol. 6, Issue 4 · 24 Dec 2010 · 7,711 accessesView PDFCite
Research ArticleOpen accessIn the keywordsLeptospirosis in the Tropics: When Prevention Doesn't Easily Sell as a Ton of CureRoger Lee MendozaProblem statement: Human leptospirosis -- the most widespread zoonotic disease -- thrives in tropical and subtropical climates. It is seldom addressed ex ante or prior to an outbreak or expected outbreak by governments of high-risk countries. Whether common, post-exposure treatment with antimicrobial drugs is more cost-efficient than reducing animal reservoir populations was the overarching question that guided this study. A … …American Journal of Economics and Business Administration, Vol. 2, Issue 3 · 30 Sep 2010 · 8,378 accessesView PDFCite
Research ArticleOpen accessIn the abstractThe Exchange Rate Pass-Through into Inflation with Symmetric Oil Price Shocks: An Empirical Analysis for Saudi Arabia: 1970-2015Abdulaziz Hamad AlgaeedThe purpose of this paper is to analyze theoretically and empirically the relationship between inflation as a dependent variable and bilateral exchange rate, output gap and symmetric oil price shocks. The ARDL methodology is employed considering the period of 1970-2015. The exchange rate pass-through to inflation will be thoroughly investigated. Johansen’s testing procedure confirms the existence of long-run relationships between … …American Journal of Applied Sciences, Vol. 15, Issue 1 · 26 Jan 2018 · 7,931 accessesView PDFCite
Research ArticleOpen accessIn the abstractStock Trading Using PE Ratio Based on Bayesian InferenceHaizhen Wang, Ratthachat Chatpatanasiri, Pairote SattayathamThe Price Earnings (PE) ratio is one of the most widely applied tool for the firm valuation in a security market. Unfortunately, recent academic developments in financial econometrics and machine learning have rarely looked at this tool. In the paper, we propose to formalize a process of fundamental PE ratio estimation by employing Dynamic Bayesian Network (DBN) methodology. Forward-backward inference … …Journal of Mathematics and Statistics, Vol. 13, Issue 3 · 29 Sep 2017 · 7,425 accessesView PDFCite
Research ArticleOpen accessIn the abstractPrediction on Land Market Value Based on the Real Estate Market in USALei WangThe Land Market Value, defined as the total value of land price and quantity data are derived from data on housing values, is an important factor in the estimation of structure costs using price indexes for housing and construction costs. In this study, we gather and analyze 34 years' national data on past and present real estate transaction. According to … …Journal of Mathematics and Statistics, Vol. 13, Issue 2 · 23 May 2017 · 7,555 accessesView PDFCite
Research ArticleOpen accessIn the abstractBayesian Models for Time Series with Covariates, Trend, Seasonality, Autoregression and OutliersPitsanu Tongkhow, Nantachai KantananthaBayesian methods furnish an attractive approach to time series data analysis. This article proposes the forecasting models that can detect trend, seasonality, auto regression and outliers in time series data related to some covariates. Cumulative Weibull distribution functions for trend, dummy variables for seasonality, binary selections for outliers and latent autoregression for autocorrelated time series data are used for the … …Journal of Computer Science, Vol. 9, Issue 3 · 16 Apr 2013 · 6,653 accessesView PDFCite
Research ArticleOpen accessIn the abstractEstimation and Analysis of Output Gap: An Application of Structural Vector Autoregression and Hodrick-Prescott-FmethodsSaeed Dehghan Khavari, Seyed Hossein MirjaliliIn this study we examined output gap in the Iranian economy. The main question of the study is that how much is seasonal output gap in Iranian Economy and which factor affects gap variation. The other question is that whether using HP-F as a statistical based method for estimating output gap, provide different result than using SVAR as theory based … …American Journal of Economics and Business Administration, Vol. 4, Issue 3 · 27 Aug 2012 · 7,896 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Study on the Behavior of Volatility in Saudi Arabia Stock Market Using Symmetric and Asymmetric GARCH ModelsAjab Al Freedi, Ahmed Shamiri, Zaidi IsaProblem statement: This study examines several stylized facts (heavy-tailedness, leverage effect and persistence) in volatility of stock price returns exploiting symmetric and asymmetric GARCH family models for Saudi Arabia. Approach: This study is carried out using closing stock market prices over 15 years covering the period 1 January 1994 to 31 March 2009. The sample period is divided into three … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 7 Feb 2012 · 7,577 accessesView PDFCite
Research ArticleOpen accessIn the abstractTrade Relationship between Oman and Its Major Trading Asian PartnersAbdusalam F. YahiaProblem statement: No empirical research exists that examines the interdependence of trade between Oman and its five major trading Asian partners (Emirates, Japan, South-Korea, Thailand and Mainland China). This study attempted to fill this gap in the literature by examining the interaction of trade between Oman and its major trading Asian partner. Particularly, this study attempted to answer the very … …American Journal of Applied Sciences, Vol. 7, Issue 4 · 30 Apr 2010 · 7,063 accessesView PDFCite
Research ArticleOpen accessIn the abstractForecasting Gold Prices Using Multiple Linear Regression MethodZ. Ismail, A. Yahya, A. ShabriProblem statement: Forecasting is a function in management to assist decision making. It is also described as the process of estimation in unknown future situations. In a more general term it is commonly known as prediction which refers to estimation of time series or longitudinal type data. Gold is a precious yellow commodity once used as money. It was made … …American Journal of Applied Sciences, Vol. 6, Issue 8 · 31 Aug 2009 · 11,091 accessesView PDFCite