搜索结果: 1-15 共查到“经济学 Modelling”相关记录47条 . 查询时间(0.122 秒)
Modelling consumer’s behaviour of the meat consumption in Slovakia
AIDS model consumer patterns meat demand own and cross price elasticities
2016/6/3
There exists a plenty extensive theoretical and empirical literature on what determines the consumption levels over time and across countries, but less research into the changes in the consumption pat...
Dynamic modelling in loss frequency and severity estimated:Evidence from the agricultural rice loss due to typhoons in Taiwan
BDS statistics chaotic behaviour logistic and exponential smooth transition autoregressive models
2016/3/24
The paper first adopt the BDS test to show that the BDS statistics of the time series of typhoons is a chaotic behaviour while the associated rice damage is random. The authors’ investigations show th...
Term Structure Modelling by Using Nelson-Siegel Model
Nelson-Siegel model Nonlinear least squares Yield curve estimation
2016/1/27
Zero coupon rates are not observable in the market for a range of maturities. Therefore, an estimation methodology is required to derive the zero coupon yield curves from observable data. If we deal w...
Modelling the Effects of Protection in a Dynamic Framework
a Dynamic Framework Modelling the Effects of Protection
2014/3/24
Modelling the Effects of Protection in a Dynamic Framework。
Common Mistakes when Applying Computational Intelligence and Machine Learning to Stock Market modelling
Computational intelligence machine learning stock market equities automated stock tradin mistakes.
2012/9/17
For a number of reasons, computational intelligence and machine learning methods have been largely dismissed by the professional community. The reasons for this are numerous and ...
Yield to maturity modelling and a Monte Carlo Technique for pricing Derivatives on Constant Maturity Treasury (CMT) and Derivatives on forward Bonds
interest rate bonds recovery rate survival probability hazard rate function yield to maturity CMS CMT
2012/4/28
This paper proposes a Monte Carlo technique for pricing the forward yield to maturity, when the volatility of the zero-coupon bond is known. We make the assumption of deterministic default intensity (...
Modelling farmer participation to a revenue insurance scheme by the means of the Positive Mathematical Programming
insurance schemes PMP farmers’ participation risk aversion non-linear mix-integer programming.
2014/2/24
European farmers face an increasing income uncertainty. The debate is growing on the role of the insurance schemes and on the support provided by the CAP in this field. Therefore, there is a need for ...
Investigating distance effects on environmental values: a choice modelling approach
choice modelling geographical distance spatial heterogeneity stratified sample
2011/10/5
Analysis of the relationship between distance and willingness to pay (WTP) is important for estimation and transfer of environmental benefits. Several contingent valuation (CV) studies have investigat...
Application of catastrophe loss modelling to promote property insurance in developing countries
catastrophe loss modelling insurance risk management Tehran
2011/9/6
Many mega cities in developing countries are exposed to the sources of natural catastrophes, particularly seismic activity. A high level of seismic hazard in some of these places, coupled with a relat...
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective
Conditional value at risk Credit risk Industries Transition matrix Value at risk
2011/8/26
Internal credit risk modelling is important for banks for the calculation of capital adequacy in terms of the Basel Accords, and for the management of sectoral exposure. We examine Credit Value at Ris...
Stochastic evolution equations in portfolio credit modelling
credit risky assets large portfolio numerical methods
2011/3/30
We consider a structural credit model for a large portfolio of credit risky assets where the correlation is due to a market factor. By considering the large portfolio limit of this system we show the ...
Constrained Mixture Models for Asset Returns Modelling
return distributions trading strategies Maximisation
2011/3/31
The estimation of asset return distributions is crucial for determining optimal trading strategies. In this paper we describe the constrained mixture model, based on a mixture of Gamma and Gaussian di...
A Theoretical Approach for Dynamic Modelling of Sustainable Development
sustainable development economic system economic development economic welfare resources scarcity natural environment
2011/3/23
This article presents a theoretical model for a dynamic system based on sustainable development. Due to the relatively absence of theoretical studies and practical issues in the area of sustainable de...
Modelling the factor content of agricultural trade
factor content agricultural trade comparative advantages transaction cost
2014/2/27
This article examines the factor content of agricultural trade in the Central and East European (CEE) transition countries. It relates the factor content of agricultural trade to the cross-country dif...
Modelling direct payments to agriculture in a CGE Framework ?analysis of the Czech Republic
direct payments general equilibrium model farmer households Czech Republic
2014/2/27
The paper deals with modelling of the direct payments subsidies to agriculture and their impact on the economy of the Czech Republic. With the use of the general equilibrium model, scenarios concernin...