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Dissertations / Theses on the topic 'Threat Forecasting'

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1

Hunter, Bruce Allan. "A geospatial tool for assessing potential wildland fire risk in central Texas." Thesis, University of North Texas, 2005. https://digital.library.unt.edu/ark:/67531/metadc4870/.

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Wildland fires in the United States are not always confined to wilderness areas. The growth of population centers and housing developments in wilderness areas has blurred the boundaries between rural and urban. This merger of human development and natural landscape is known in the wildland fire community as the wildland urban interface or WUI, and it is within this interface that many wildland fires increasingly occur. As wildland fire intrusions in the WUI increase so too does the need for tools to assess potential impact to valuable assets contained within the interface. This study presents
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2

Шарий, О. М. "Прогнозування загроз у фінансово–економічній безпеці підприємства". Master's thesis, Сумський державний університет, 2020. https://essuir.sumdu.edu.ua/handle/123456789/81937.

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3

Hutson, Mark Duffield. "Three Essays on Macroeconomic Forecasting." Thesis, The George Washington University, 2015. http://pqdtopen.proquest.com/#viewpdf?dispub=3719383.

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<p> My dissertation consists of three essays on econometric forecasting and forecast evaluation. Each essay contributes to the literature in its own way. In the first essay, I employ a common qualitative analysis framework on a widely-available consensus forecast. I evaluate the consensus forecast's performance using the Predictive Failure statistic. I find that the survey respondents provide statistically significant directional forecasts or signals. The second essay evaluates forecasts of a prominent energy policy model. This includes analysis of the forecasts, developing a rival forecasting
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Cheng, Xin. "Three essays on volatility forecasting." HKBU Institutional Repository, 2010. http://repository.hkbu.edu.hk/etd_ra/1183.

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5

Laxmidhar, Mohammad, and Dnyanesh Sarang. "Exploratory Investigation of Sales Forecasting Process and Sales Forecasting System : Case Study of Three Companies." Thesis, Jönköping University, JIBS, Business Administration, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-718.

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<p>The future has always caught the attention of the human being. The thirst of exploring the future and to know the unknown has driven the human being toward innovativeness.</p><p>Companies are expanding their operations worldwide since the past few decades. Profit growth coupled with an effective strategy has become the primary need of global companies. Research in this area has given rise to optimization of the supply chain for higher profitability. Considering the overall strategy the company needs to plan production well in advance. The operational planning comes in picture at this moment
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6

Kwon, Joonsuk. "Three Essays on Multi-step forecasting with Partial Least Squares." Thesis, Cergy-Pontoise, 2019. http://www.theses.fr/2019CERG1035.

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Dans cette thèse, nous comparons les prévisions IMS, DMS et PLS à plusieurs horizons, en nous concentrant sur les propriétés combinatoires des PLS. Nous nous appuyons sur un article intéressant de Franses &amp; Legerstee (2010), qui suggère comment la méthode dite des moindres carrés partiels (PLS) peut être considérée, dans le contexte de la prévision sur plusieurs étapes, comme une technique intermédiaire entre IMS et DMS. En fait, plutôt qu’un «intermédiaire», nous aimons considérer le PLS comme une forme de combinaison de IMS et de DMS.Cette thèse comprend quatre chapitres.Au chapitre 1, n
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Zhai, Yusheng. "Time series forecasting competition among three sophisticated paradigms /." Electronic version (Microsoft Word), 2005. http://dl.uncw.edu/etd/2005/zhaiy/yushengzhai.html.

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8

Chatagny, Florian. "Three essays on tax revenue budgeting and forecasting." Rennes 1, 2011. http://www.theses.fr/2011REN1G019.

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La présente thèse de doctorat propose une analyse du processus de budgétisation des recettes fiscales. En particulier, elle propose une analyse économique à la fois théorique et empirique des erreurs de budgétisation des recettes fiscales dans les cantons suisses. Sur le plan théorique, une analyse en termes de transmission stratégique de l’information permet de montrer qu’une asymétrie d’information en faveur d’un ministre des finances au sein d’un cabinet gouvernemental pouvait induire une manipulation des montants de recettes fiscales budgétisés à des fins politiques. Sur le plan empirique,
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9

Smoliński, Dominik. "Application of data warehousing and data mining in forecasting cancer diseases threats." Thesis, Blekinge Tekniska Högskola, Avdelningen för programvarusystem, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2943.

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Multidimensional analysis, trends analysis, summaries and drill-downs as data warehousing methods of choice provided rich, valuable and detailed perspective of cancer threats in terms of virtually any dimension covered by data. These allowed to model the risk of cancer including age, race, sex and survival chances among others, to spot most dangerous and incident cancers, revealed how little survival chances and treatment efficiency increased over last 30 years and how little early diagnosis was improved, presented trends and changes in them and changes in cancer risk related to place of resid
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10

Rangel, Jose Gonzalo. "Stock market volatility and price discovery three essays on the effect of macroeconomic information /." Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2006. http://wwwlib.umi.com/cr/ucsd/fullcit?p3220417.

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Thesis (Ph. D.)--University of California, San Diego, 2006.<br>Title from first page of PDF file (viewed September 7, 2006). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 125-130).
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Korompilis-Magkas, Dimitris. "Three essays in macroeconomic forecasting using Bayesian model selection." Thesis, University of Strathclyde, 2010. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=18236.

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12

Benešová, Jana. "Krizový management." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-3946.

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The thesis deals with definitions of the crisis management (in the general level with the application into a practice - business branch), further problems of correction and solution of the crisis in the organisation. In the hard-headed part there the student suggests the optimal soltution of the crisis in the specific company.
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13

Berry, Douglas P. "Lightning polarity over soil moisture boundaries during three tornadic outbreaks (1990-95)." Virtual Press, 2005. http://liblink.bsu.edu/uhtbin/catkey/1327789.

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This study presents an overview of lightning formation and the correlations seen with soil moisture slope along with potential of tornadic thunderstorms. Three moisture classes (large, marginal, small) were created using soil moisture observed during three tornado outbreaks (June-02-1990, April-26-1994, May-13-1995) over the Midwest. Chi-square, Nearest Neighbor, and Point Density calculations were performed and suggest that lightning polarity/frequency shift between soil moisture classes at a = .01. Using lightning characteristics in the thunderstorm lifecycle, one is able to evaluate relativ
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14

Dimitriadis, Timo [Verfasser]. "Three Essays on Estimation, Forecasting and Evaluation of Financial Risk / Timo Dimitriadis." Konstanz : KOPS Universität Konstanz, 2019. http://d-nb.info/1186630825/34.

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15

Bayer, Sebastian [Verfasser]. "Three Essays on Improving Financial Risk Estimation, Forecasting and Backtesting / Sebastian Bayer." Konstanz : Bibliothek der Universität Konstanz, 2018. http://d-nb.info/1159880425/34.

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Ertl, Sebastian [Verfasser], and Gabriel [Akademischer Betreuer] Lee. "Three Essays on Estimating and Forecasting Residential Markets / Sebastian Ertl ; Betreuer: Gabriel Lee." Regensburg : Universitätsbibliothek Regensburg, 2018. http://d-nb.info/1172071756/34.

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Kleen, Onno [Verfasser], and Christian [Akademischer Betreuer] Conrad. "Three Essays on Volatility Forecasting and Forecast Evaluation / Onno Kleen ; Betreuer: Christian Conrad." Heidelberg : Universitätsbibliothek Heidelberg, 2020. http://d-nb.info/1215187580/34.

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18

Johnson, William C. "Three essays on initial public offerings and market information." Diss., Connect to online resource - MSU authorized users, 2006.

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Ragan, Kent Patrick. "Three essays in international finance /." free to MU campus, to others for purchase, 2000. http://wwwlib.umi.com/cr/mo/fullcit?p9988692.

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20

Stavrakeva, Vania Atanassova. "Three Essays in Macroeconomics and International Finance." Thesis, Harvard University, 2013. http://dissertations.umi.com/gsas.harvard:10881.

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This dissertation includes three chapters. The first chapter studies the question of whether countries with different fiscal capacity should optimally have different ex-ante minimum bank capital requirements. In an environment with endogenously incomplete markets and overinvestment because of moral hazard and pecuniary externalities, I show that countries with larger fiscal capacity should have lower minimum ex-ante bank capital requirements. I also show that, in addition to the minimum capital requirement, regulators in countries with a concentrated financial sector and large fiscal capacity
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Kennedy, Pauline. "Three essays on the prediction and identification of currency crises /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2003. http://wwwlib.umi.com/cr/ucsd/fullcit?p3102540.

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22

Huang, Ling-ling. "The econometric analysis of economic growth : three essays /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9906476.

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23

Englesson, Christopher, and Ludvig Karlin. "Predicting the Amount of Professional Matches for Three Different Esports : A time series analysis." Thesis, Uppsala universitet, Statistiska institutionen, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-445876.

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In this paper, we will look at the compatibility of different forecasting methods applied to  time series data in esports, specifically three esports, League of Legends, Counter Strike:Global Offensive and Defence of the Ancients 2. The purpose of the study is to assess whether forecasting the amount of professional esport matches for the first three months of 2021 is possible and if so, how accurately. The forecasting methods used in the report are seasonal ARIMA (SARIMA), autoregressive neural networks (NNAR) and a seasonal naïve model as a benchmark. The results show that, for the chosen me
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24

Ionesco, Vladimir M. (Vladimir Michae). "The Performance of implied volatility in forecasting future volatility : an analysis of three major equity indices from 2004 to 2010." Thesis, Massachusetts Institute of Technology, 2011. http://hdl.handle.net/1721.1/65805.

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Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2011.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 29).<br>In this thesis, we investigate whether implied volatility is an efficient estimator of future one-month volatility from an informational perspective and whether it outperforms historical volatility in this regard. We first compare the predictive powers of implied volatility, simple historical volatility, and exponential historical volatility, using monthly observations of the S&P 500, FTSE 100, and DAX equity and opt
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Al, Rababa'A Abdel Razzaq. "Uncovering hidden information and relations in time series data with wavelet analysis : three case studies in finance." Thesis, University of Stirling, 2017. http://hdl.handle.net/1893/25961.

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This thesis aims to provide new insights into the importance of decomposing aggregate time series data using the Maximum Overlap Discrete Wavelet Transform. In particular, the analysis throughout this thesis involves decomposing aggregate financial time series data at hand into approximation (low-frequency) and detail (high-frequency) components. Following this, information and hidden relations can be extracted for different investment horizons, as matched with the detail components. The first study examines the ability of different GARCH models to forecast stock return volatility in eight int
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26

Kenny, Sara York. "Predicting Failure in the Savings and Loan Industry: a Comparison of RAP and GAAP Accounting." Thesis, University of North Texas, 1989. https://digital.library.unt.edu/ark:/67531/metadc330922/.

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The financial crisis facing the United States savings and loan industry has been steadily escalating over the last decade. During this time, accounting treatments concerning various thrift institution transactions have also attracted a great deal of attention. The specialized accounting treatments used in the thrift industry, known as regulatory accounting practices (RAP) have been blamed as one of the culprits hindering the regulators' ability to detect serious financial problems within many institutions. Accordingly, RAP was phased out, and all federally insured savings and loan associations
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Олексюк, Тетяна Василівна. "Формування стратегії управління фінансовою безпекою підприємств машинобудування". Thesis, НТУ "ХПІ", 2016. http://repository.kpi.kharkov.ua/handle/KhPI-Press/21978.

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Дисертація на здобуття наукового ступеня кандидата економічних наук за спеціальністю 08.00.04 – економіка та управління підприємствами (за видами економічної діяльності). – Національний технічний університет "Харківський політехнічний інститут", 2016. Дисертацію присвячено вирішенню важливої наукової проблеми формування стратегії управління фінансовою безпекою підприємств машинобудування. Визначено зміст поняття "стратегія управління фінансовою безпекою підприємства" через уточнення та розкриття сутності його складових: "стратегія", "управління", "фінансова безпека підприємства". Удосконалено
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Олексюк, Тетяна Василівна. "Формування стратегії управління фінансовою безпекою підприємств машинобудування". Thesis, НТУ "ХПІ", 2016. http://repository.kpi.kharkov.ua/handle/KhPI-Press/21979.

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Дисертація на здобуття наукового ступеня кандидата економічних наук за спеціальністю 08.00.04 – економіка та управління підприємствами (за видами економічної діяльності). – Національний технічний університет "Харківський політехнічний інститут", 2016. Дисертацію присвячено вирішенню важливої наукової проблеми формування стратегії управління фінансовою безпекою підприємств машинобудування. Визначено зміст поняття "стратегія управління фінансовою безпекою підприємства" через уточнення та розкриття сутності його складових: "стратегія", "управління", "фінансова безпека підприємства". Удосконалено
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29

Brolley, Justin Michael O'Brien James J. "Experimental forest fire threat forecast." 2004. http://etd.lib.fsu.edu/theses/available/etd-11152004-170541.

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Thesis (M.S.)--Florida State University, 2004.<br>Advisor: Dr. James J. O'Brien, Florida State University, College of Arts and Sciences, Dept. of Meteorology. Title and description from dissertation home page (viewed Jan. 12, 2005). Includes bibliographical references.
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Shin, Yoon Sung. "Three Essays on Energy Economics and Forecasting." Thesis, 2011. http://hdl.handle.net/1969.1/ETD-TAMU-2011-12-10689.

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This dissertation contains three independent essays relating energy economics. The first essay investigates price asymmetry of diesel in South Korea by using the error correction model. Analyzing weekly market prices in the pass-through of crude oil, this model shows asymmetric price response does not exist at the upstream market but at the downstream market. Since time-variant residuals are found by the specified models for both weekly and daily retail prices at the downstream level, these models are implemented by a Generalized Autoregressive Conditional Heteroskedasticity (GARCH) process. T
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31

Chang, I.-Lung, and 張義龍. "Forecasting the Possessing Quantity of Household Air-Conditioners in Taiwan Area:Comparison with Three Forecasting Models." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/03242186874791127624.

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碩士<br>國立交通大學<br>經營管理研究所<br>91<br>The possessing quantity of household air-conditioners(PQHAC)is growing up with the raising tide of the needs for air-conditioners(ACs). However, during summer peak-load, the heavy duty of ACs is a big burden to the power system in Taiwan. Although Taipower has developed various energy resources in the past few years, power supplies still do not meet the surging need because of limitations from the strict tendency of regulations upon environmental protection. Therefore, it is beneficial to the load-management of power utility to understand the raising trend of P
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Wu, Jason J. "Three essays on time series inference and forecasting /." 2007. http://www.library.wisc.edu/databases/connect/dissertations.html.

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33

Li, Yihan. "GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach." 2013. http://liblink.bsu.edu/uhtbin/catkey/1712468.

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Forecasting volatility with precision in financial market is very important. This paper examines the use of various forms of GARCH models for forecasting volatility. Three financial data sets from Japan (NIKKEI 225 index), the United States (Standard & Poor 500) and Germany (DAX index) are considered. A number of GARCH models, such as EGARCH, IGARCH, TGARCH, PGARCH and QGARCH models with normal distribution and student’s t distribution are used to fit the data sets and to forecast volatility. The Maximum Likelihood method and the Bayesian approach are used to estimate the parameters in the fam
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Lin, Limin. "Structural change analysis and forecasting of time series data in three empirical applications." 2004. http://gateway.proquest.com/openurl?url%5Fver=Z39.88-2004&rft%5Fval%5Ffmt=info:ofi/fmt:kev:mtx:dissertation&res%5Fdat=xri:pqdiss&rft%5Fdat=xri:pqdiss:3125991.

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"Forecasting models for criminal indices in three cities of the south of Minas Gerais." Tese, BIBLIOTECA CENTRAL DA UFLA, 2006. http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=167.

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36

Eickmeier, Sandra [Verfasser]. "On economic forecasting and international linkages : three empirical factor studies / vorgelegt von Sandra Eickmeier." 2007. http://d-nb.info/987287435/34.

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"Three essays on financial econometrics." 2013. http://library.cuhk.edu.hk/record=b5549821.

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本文由三篇文章構成。首篇是關於多維變或然分佈預測的檢驗。第三篇是關於非貝斯結構性轉變的VAR 模型。或然分佈預測的檢驗是基於檢驗PIT(probability integral transformation) 序的均勻份佈性質與獨性質。第一篇文章基於Clements and Smith (2002) 的方法提出新的位置正變換。這新的變換改善原有的對稱問題,以及提高檢驗的power。第二篇文章建對於多變或然分佈預測的data-driven smooth 檢驗。通過蒙特卡模擬,本文驗證這種方法在小樣本下的有效性。在此之前,由於高維模型的複雜性,大部分的研究止於二維模型。我們在文中提出有效的方法把多維變換至單變。蒙特卡模擬實驗,以及在組融據的應用中,都證實這種方法的優勢。最後一篇文章提出非貝斯結構性轉變的VAR 模型。在此之前,Chib(1998) 建的貝斯結構性轉變模型須要預先假定構性轉變的目。因此他的方法須要比較同構性轉變目模型的優。而本文提出的stick-breaking 先驗概,可以使構性轉變目在估計中一同估計出。因此我們的方法具有robust 之性質。通過蒙特卡模擬,我們考察存在著四個構性轉變的autoregressive VAR(2) 模型。結果顯示我們的方法能準確地估計出構性轉變的發生位置。而模型中的65 個估計都十分接近真實值。我們把這方法應用在多個對沖基回報序。驗測出的
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Miles, Thomas John. "Three empirical essays in the economics of crime /." 2000. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:9965120.

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Бамбизов, Михайло Леонідович. "Розробка механізму моніторингу доходної частини державного бюджету". Магістерська робота, 2020. https://dspace.znu.edu.ua/jspui/handle/12345/4721.

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Бамбизов М. Л. Розробка механізму моніторингу доходної частини державного бюджету : кваліфікаційна робота магістра спеціальності 072 «Фінанси, банківська справа та страхування» / наук. керівник Н. Г. Метеленко. Запоріжжя : ЗНУ, 2020. 163 с.<br>UA : Досліджено теоретичні основи формування доходів бюджету України та окреслено специфічні небезпеки та загрози бюджетної політики України в умовах сьогодення. Здійснено моніторинг реалізації бюджетної політики в частині формування доходів державного бюджету України; систематизовано тенденції виконання доходної частини державного бюджету у 2020 р. Запр
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Riddle, Matthew. "Three essays on oil scarcity, global warming and energy prices." 2012. https://scholarworks.umass.edu/dissertations/AAI3518275.

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This dissertation is composed of three essays. In the first essay, I construct a supply and demand model for crude oil markets. I then fit the model to historical price and quantity data to be able to project future oil prices. Ex-post forecasts using this model predict historical price trends more accurately than most oil forecasting models. The second essay incorporates the supply and demand model from the previous paper into a complex systems model that also includes oil futures markets. Adaptive-agent investors in futures markets choose from a set of rules for predicting future prices that
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Abendschein, Michael. "Three Essays on Financial Stability." Doctoral thesis, 2021. https://repositorium.ub.uni-osnabrueck.de/handle/urn:nbn:de:gbv:700-202105144666.

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This dissertation explores aspects of financial stability from three different perspectives. In the first essay, we empirically analyze to which extent popular global systemic risk measures (SRMs) yield comparable results with respect to the systemic importance of a financial institution and, in particular, from which determinants the degree of consistency of the classification by the various SRMs depends. It turns out that rank correlations, in general, are more sensitive towards macroeconomic factors such as the unemployment rate, and to a minor degree towards factors that can be interprete
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Chandrashekar, Satyajit. "Three new perspectives for testing stock market efficiency." Thesis, 2006. http://hdl.handle.net/2152/3757.

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"An Economic modelling forecast of the real Deutschemark exchange rate three years after the German economic and money reunification of July 1, 1990." Chinese University of Hong Kong, 1991. http://library.cuhk.edu.hk/record=b5887165.

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by Chan Yeung-Ki.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1991.<br>Includes bibliographical references (leaves 54-55).<br>ABSTRACT --- p.1<br>TABLE OF CONTENTS --- p.2<br>Chapter I. --- BACKGROUND --- p.3<br>Chapter II. --- THEORETICAL FRAMEWORK --- p.7<br>Purchasing Power Parity --- p.7<br>Real Exchange Rate --- p.9<br>Monetary Approach --- p.12<br>Explaining the model --- p.16<br>Chapter III. --- APPLICATION --- p.23<br>Scenario 1 --- p.39<br>Scenario 2 --- p.41<br>Chapter IV. --- CONCLUSION --- p.44<br>EXHIBIT --- p.47<br>BIBLIOGRAPHY --- p.54
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Poon, Aubrey. "Three Applications of Time-Varying Parameter and Stochastic Volatility Models to the Malaysian and Australian Economy." Phd thesis, 2017. http://hdl.handle.net/1885/118728.

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After the introductory chapter, this thesis comprises of three chapters that examines the application of time-varying parameter and stochastic volatility models to the Malaysian and Australian economy. Chapter 2 aims to determine whether the propagation and transmission mechanism of Malaysian monetary policy differed during the Asian Financial Crisis of 1997/98 and the Global Financial Crisis of 2007/08. The methodology employs a time-varying vector-autoregression framework. The primary result is that despite having no evidence of time-variat
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Liu, Yuan-Ling, and 劉苑伶. "Comparison of the Three Forecasting Models on the Energy Futures and the Relationship between the Exchange Rate and Energy Futures-Example of NYMEX and ICE." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/47530062429078956815.

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碩士<br>中原大學<br>企業管理研究所<br>98<br>With the global economy went slowdown for the past two years, the surge of oil prices dramatically reduced consumption. Because of energy shortage, Taiwan must import the energy commodities to meet her regular demand. Consequently, the energy prices have a close link with Taiwan's economic development. Additionally, the price discovery function of futures markets make futures prices an important indicator for spot prices. This study uses the ARIMA, GARCH and E-GARCH models to examine the futures prices of the very energy commodities which were listed both on NY
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"Assessing the ability of the interest rates term structure to forecast recessions in South Africa: a comparison of three binary-type models." Thesis, 2014. http://hdl.handle.net/10210/12269.

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M.Com. (Financial Economics)<br>The use of the yield curve spread in forecasting future recessions has become popular as it is a simple tool to use, due to the positive relationship between the yield curve spread and economic activity. The inversion or flattening of the yield curve spread usually signals a future recession. This has been the subject of several studies both internationally and in South Africa. This research provides an analysis of the yield curve spread’s ability to accurately forecast future recessions in South Africa through the use of three probit models. Furthermore, the yi
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Vavra, Zachary Thomas. "Predictive policing : a comparative study of three hotspot mapping techniques." Thesis, 2015. http://hdl.handle.net/1805/6248.

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Indiana University-Purdue University Indianapolis (IUPUI)<br>Law enforcement agencies across the U.S. use maps of crime to inform their practice and make efforts to reduce crime. Hotspot maps using historic crime data can show practitioners concentrated areas of criminal offenses and the types of offenses that have occurred; however, not all of these hotspot crime mapping techniques produce the same results. This study compares three hotspot crime mapping techniques and four crime types using the Predictive Accuracy Index (PAI) to measure the predictive accuracy of these mapping techniques in
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