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Letteratura scientifica selezionata sul tema "Prices – Statistical methods"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 19 febbraio 2022

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Articoli di riviste sul tema "Prices – Statistical methods"

Ellingerová, Helena, Zora Petráková, and Ingrida Skalíková. "Statistical Methods in Building Industry to Determine Prices Indices." Tehnički glasnik 14, no. 4 (December 9, 2020): 458–65. http://dx.doi.org/10.31803/tg-20200604105846.

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Tender price is often affected by the location of the construction, which is usually determined by the investor, and it has an impact on the traffic in the particular location. Individual time of supply and the method of realization play an important role as well. They both are determined by the investor along with the designer of the particular construction. Contractors often complain about the lack of time needed for the preparation of their tender prices. Therefore, it is necessary to look for the possibilities how to reliably speed up this process at the same time taking into account all o

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Rudko, G. I., M. M. Kurylo, V. V. Bala, and Yu S. Makovskyi. "METHODS FOR PRICE DETERMINATION (JUSTIFICATION) AT ECONOMIC-GEOLOGICAL EVALUATION OF COAL DEPOSITS." Мінеральні ресурси України, no. 4 (December 28, 2018): 45–48. http://dx.doi.org/10.31996/mru.2018.4.45-48.

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The purpose of research is systematization and analysis of methods of price determining for geological and economic assessment of coal deposits in domestic and international practice. Price indicators and income from sale of coal affect significantly reserves value, profitability of their development, and determine industrial significance of reserves. In domestic practice commodity exchanges, contractual, regulated, world and transfer prices are used. In international practice coal prices are formed at the result of futures, spot or stock exchange contracts. Now international coal trade realiz

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Riansut, Warangkhana. "Forecasting of Wollongong Prices via the Use of Statistical Methods." Journal of Applied Science 20, no. 2 (September 6, 2021): 65–79. http://dx.doi.org/10.14416/j.appsci.2021.02.007.

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Lin, Lisha, Yaqiong Li, Rui Gao, and Jianhong Wu. "The numerical simulation of Quanto option prices using Bayesian statistical methods." Physica A: Statistical Mechanics and its Applications 567 (April 2021): 125629. http://dx.doi.org/10.1016/j.physa.2020.125629.

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Gaca, Radosław. "Parametric and Non-Parametric Statistical Methods in the Assessment of the Effect of Property Attributes on Prices." Real Estate Management and Valuation 26, no. 2 (June 1, 2018): 83–91. http://dx.doi.org/10.2478/remav-2018-0018.

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Abstract One of the basic problems in the comparison-based property valuation process is to determine the influence of property attributes on their price differential. Due to the qualitative character of the majority of property attributes as well as to the distributions of both prices and attributes, their effect on the price differential is increasingly often assessed by means of non-parametric statistical methods. As a tool for determining the effect of attributes on prices, many authors propose parametric methods, in particular multiple regression models. The study presents a comparison of

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Webster, Michael, and Rory C. Tarnow-Mordi. "Decomposing Multilateral Price Indexes into the Contributions of Individual Commodities." Journal of Official Statistics 35, no. 2 (June 1, 2019): 461–86. http://dx.doi.org/10.2478/jos-2019-0020.

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Abstract This article describes methods for decomposing price indexes into contributions from individual commodities, to help understand the influence of each commodity on aggregate price index movements. Previous authors have addressed the decomposition of bilateral price indexes, which aggregate changes in commodity prices from one time period to another. Our focus is the decomposition of multilateral price indexes, which aggregate commodity prices across more than two time periods or countries at once. Multilateral indexes have historically been used for spatial comparisons, and have recent

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Akbulaev, Nurkhodzha, Basti Aliyeva, and Shehla Rzayeva. "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange." Pénzügyi Szemle = Public Finance Quarterly 66, no. 1 (2021): 151–66. http://dx.doi.org/10.35551/pfq_2021_1_8.

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This article is a review on the impact of prices and their dependence on the cost of oil and natural gas on the world stock markets. The main studies and results achieved in the field of the impact of prices on both the stock index and industrial stocks and the dependence on the level of oil prices are presented. The paper presents an econometric study on the choice of offers on the securities market that allows us to identify the main specifics of changes in prices for the stock index and industrial shares in the daily period from 13. 05. 2012 to 01. 12. 2019. The article uses methods for est

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Afanasyev, V. N. "Statistical Methods in the Study of Changes in the Structure and Elements of the Cost of Electricity Generation." Vestnik NSUEM, no. 4 (December 29, 2019): 286–303. http://dx.doi.org/10.34020/2073-6495-2019-4-286-303.

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The growth of tariffs and prices in the Russian Federation is largely determined by the growth of electricity prices. Need to know why electricity is becoming more expensive. The article presents the analysis of the system of statistical methods used in the study of changes in the structure and elements of the cost of electricity production. Statistical tools are being discussed to identify and measure the factors behind the rise in electricity prices, and to conduct a detailed causal analysis. Special emphasis is placed on statistical technologies used in the study of changes in individual el

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Chuluunsaikhan, Tserenpurev, Ga-Ae Ryu, Kwan-Hee Yoo, HyungChul Rah, and Aziz Nasridinov. "Incorporating Deep Learning and News Topic Modeling for Forecasting Pork Prices: The Case of South Korea." Agriculture 10, no. 11 (October 30, 2020): 513. http://dx.doi.org/10.3390/agriculture10110513.

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Knowing the prices of agricultural commodities in advance can provide governments, farmers, and consumers with various advantages, including a clearer understanding of the market, planning business strategies, and adjusting personal finances. Thus, there have been many efforts to predict the future prices of agricultural commodities in the past. For example, researchers have attempted to predict prices by extracting price quotes, using sentiment analysis algorithms, through statistical information from news stories, and by other means. In this paper, we propose a methodology that predicts the

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Marushkevych, Dmytro, and Yevheniia Munchak. "Estimation of Parameters and Verification of Statistical Hypotheses for Gaussian Models of Stock Price." Lietuvos statistikos darbai 55, no. 1 (December 20, 2016): 91–101. http://dx.doi.org/10.15388/ljs.2016.13871.

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We construct models of asset prices on the Ukrainian stock market and analyse their applicability by checkingappropriate statistical hypotheses using actual observed data. We also analyse the presence of jumps in the dynamics ofdifferent assets and estimate the Hurst coefficient for the logarithm of the price of the asset by two different methods.

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Tesi sul tema "Prices – Statistical methods"

Xin, Ling, and 辛聆. "The statistical properties and effectiveness of filter trading rule." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hdl.handle.net/10722/196092.

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Filter trading rule is a technical trading strategy that was very popular amongst practitioners and has been used a lot for testing market efficiency. It has been shown that the filter trading rule is mathematically equivalent to the CUSUM quality control test as both are based on change point detection theory via sequential probability ratio tests (SPRT). To study the operating characteristics of the filter trading rule, many results from the CUSUM literature can be applied. However, some interesting operating characteristics of a technical trading rule such as expected profit per day may not

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任漢全 and Hon-chuen Yam. "Statistical analysis of some technical trading rules in financial markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31213819.

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Ma, Po-yee Pauline, and 馬寶兒. "The heteroscedastic structure of some Hong Kong price series." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1989. http://hub.hku.hk/bib/B31976062.

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Shen, Rujun, and 沈汝君. "Mining optimal technical trading rules with genetic algorithms." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2011. http://hub.hku.hk/bib/B47870011.

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In recent years technical trading rules are widely known by more and more people, not only the academics many investors also learn to apply them in financial markets. One approach of constructing technical trading rules is to use technical indicators, such as moving average(MA) and filter rules. These trading rules are widely used possibly because the technical indicators are simple to compute and can be programmed easily. An alternative approach of constructing technical trading rules is to rely on some chart patterns. However, the patterns and signals detected by these rules are oft

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Li, Chun-wah, and 李振華. "Spatial autocorrelation and liquidity in Hong Kong's real estate market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2010. http://hub.hku.hk/bib/B47278006.

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Spatial autocorrelation is commonly found in the Hedonic Pricing model for real estate prices, but little attention has been paid to identify the causes behind. The primary objective of this research is to examine the causes of spatial autocorrelation in housing prices. Observed autocorrelation is often attributable to the omission of important location characteristics in the modelling process. Since it is practically impossible to exhaustively include all location characteristics, some variables may eventually be omitted, leaving spatially autocorrelated residuals in the Hedonic Pricin

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Ren, JinJuan, and 任錦娟. "Investigating the role of accounting earnings in explaining increasingidiosyncratic volatility." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B29851051.

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Mohammadi, Limaei Soleiman. "Economically optimal values and decisions in Iranian forest management /." Umeå : Dept. of Forest Economics, Swedish University of Agricultural Sciences, 2006. http://epsilon.slu.se/200691.pdf.

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Lawrence, Gerald D. "Stumpage price expectations: an empirical analysis of nonindustrial private landowners in the Mid-Atlantic states." Thesis, Virginia Polytechnic Institute and State University, 1985. http://hdl.handle.net/10919/51894.

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Numerous empirical studies outside of forestry have analyzed the role of price expectations in different decision processes. Empirical studies using price expectations in forestry research is a relatively new field of endeavor. Past studies have typically ignored or given cursory treatment to the role of price expectations. This study provides a review of studies in forestry that have attempted to incorporate price expectations into model formulations. Models are then developed to explain the short-run harvest, and long-run regeneration expenditure decisions by the non-industrial private for

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Du, Toit Cornel. "Non-parametric volatility measurements and volatility forecasting models." Thesis, Stellenbosch : Stellenbosch University, 2005. http://hdl.handle.net/10019.1/50401.

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Assignment (MComm)--Stellenbosch University, 2005.<br>ENGLISH ABSTRACT: Volatilty was originally seen to be constant and deterministic, but it was later realised that return series are non-stationary. Owing to this non-stationarity nature of returns, there were no reliable ex-post volatility measurements. Subsequently, researchers focussed on ex-ante volatility models. It was only then realised that before good volatility models can be created, reliable ex-post volatility measuremetns need to be defined. In this study we examine non-parametric ex-post volatility measurements in order to

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Lee, Yee-nin, and 李綺年. "On a double smooth transition time series model." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31215555.

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Più fonti

Libri sul tema "Prices – Statistical methods"

Duqing, Liu, and Zhang Gengqiu, eds. Jia ge tong ji. Beijing: Zhongguo cai zheng jing ji chu ban she, 1987.

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Valʹtukh, K. K. Dinamika otnositelʹnykh t︠s︡en: Teorii︠a︡, statisticheskie issledovanii︠a︡. Novosibirsk: "Nauka", 2002.

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Bryan, Michael F. Asset prices in the measurement of inflation. Cambridge, MA: National Bureau of Economic Research, 2002.

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Bryan, Michael F. Asset prices in the measurement of inflation. Amsterdam: De Nederlandsche Bank, 2001.

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Gousen, Sarah. Producer price measurement--concepts and methods. [Washington, D.C.]: U.S. Dept. of Labor, Bureau of Labor Statistics, 1986.

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Demecs, Lászlóné. A Fogyasztóiár-statisztika módszere. Budapest: Központi Statisztikai Hivatal, 2000.

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Programme, International Comparison. International Comparison Programme (ICP) phase VI: Report of conduct of surveys and analysis in Nigeria. Lagos, Nigeria: Federal Office of Statistics, 1996.

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Linz, Stefan. Handbook on the application of quality adjustment methods in the Harmonised Index of Consumer Prices: Developed within the European project "CENEX HICP Quality Adjustment". Wiesbaden: Federal Statistical Office of Germany, 2009.

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Schmidt, Bernd. Die Preisindex für die Lebenshaltung aller privaten Haushalte in Gestalt eines Kettenindex: Beurteilung aus praktischer, empirischer und theoretischer Sicht. Stuttgart: Metzler-Poeschel, 1997.

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Mendoza, Meyra Sebello. Pricing behavior in Philippine corn markets: Implications for market efficiency. Washington, D.C: International Food Policy Research Institute, 1995.

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Capitoli di libri sul tema "Prices – Statistical methods"

Mashhoudy, Houshang. "Individualised Assignments on Modelling Car Prices using Data from the Internet." In Assessment Methods in Statistical Education, 247–57. Chichester, UK: John Wiley & Sons, Ltd, 2010. http://dx.doi.org/10.1002/9780470710470.ch21.

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Bencivenga, Cristina, Giulia Sargenti, and Rita L. D’Ecclesia. "Energy markets: crucial relationship between prices." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 23–32. Milano: Springer Milan, 2010. http://dx.doi.org/10.1007/978-88-470-1481-7_3.

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Caporin, Massimiliano, Luca Corazzini, and Michele Costola. "Measuring the Impact of Behavioural Choices on the Market Prices." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 53–56. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-05014-0_12.

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Braione, Manuela, and Davide De Gaetano. "Modelling the Australian Electricity Spot Prices: A VAR-BEKK Approach." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 191–97. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89824-7_35.

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Yoshikawa, Hiroshi. "Stock Prices and the Real Economy: The Different Meaning of Efficiency." In Complexity, Heterogeneity, and the Methods of Statistical Physics in Economics, 3–19. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-4806-2_1.

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Ma, Xiaojuan, and Sergey Utev. "Modelling the share prices as a hidden random walk on the lamplighter group." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 263–70. Milano: Springer Milan, 2012. http://dx.doi.org/10.1007/978-88-470-2342-0_31.

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Nardon, Martina, and Paolo Pianca. "Extracting implied dividends from options prices: Some applications to the Italian derivatives market." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 315–22. Milano: Springer Milan, 2012. http://dx.doi.org/10.1007/978-88-470-2342-0_37.

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Nardon, Martina, and Paolo Pianca. "The Effects of Curvature and Elevation of the Probability Weighting Function on Options Prices." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 149–52. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-05014-0_35.

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Crosato, Lisa, Luigi Grossi, and Fany Nan. "Forecasting the Volatility of Electricity Prices by Robust Estimation: An Application to the Italian Market." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 279–83. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89824-7_50.

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Arratia, Argimiro, Gustavo Avalos, Alejandra Cabaña, Ariel Duarte-López, and Martí Renedo-Mirambell. "Sentiment Analysis of Financial News: Mechanics and Statistics." In Data Science for Economics and Finance, 195–216. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66891-4_9.

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AbstractThis chapter describes the basic mechanics for building a forecasting model that uses as input sentiment indicators derived from textual data. In addition, as we focus our target of predictions on financial time series, we present a set of stylized empirical facts describing the statistical properties of lexicon-based sentiment indicators extracted from news on financial markets. Examples of these modeling methods and statistical hypothesis tests are provided on real data. The general goal is to provide guidelines for financial practitioners for the proper construction and interpretation of their own time-dependent numerical information representing public perception toward companies, stocks’ prices, and financial markets in general.

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Atti di convegni sul tema "Prices – Statistical methods"

Radzikowski, Bartosz, and Adam Śmietanka. "Online CASE CPI." In CARMA 2016 - 1st International Conference on Advanced Research Methods and Analytics. Valencia: Universitat Politècnica València, 2016. http://dx.doi.org/10.4995/carma2016.2016.3133.

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Online CASE CPI is an example of using Big data in public statistics. In principle, it is a consumer price index based entirely on online prices: a combination of Central Statistical Office of Poland’s methodology and online data sets. An innovative method of data collection – data scrapping – allowed us to substantially reduce a time delay between data collection and a publication of results. A short, nine-month period of data collection has not given rise to make important conclusions, hence the aims of this paper are: to discuss a general framework of measuring consumer inflation online, to

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Butryn, Krzysztof, and Edward Preweda. "Analysis of the Impact of Quantitative and Qualitative Price-setting Attributes on a Market of Real Estate Intended for the Purpose of the Transformer Stations on the Example of Krakow." In Environmental Engineering. VGTU Technika, 2017. http://dx.doi.org/10.3846/enviro.2017.177.

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Based on appraisal reports, obtained from the City Office of Krakow, there were formulated base of real estate properties on which is situated the building of transformer station or which are intended for such purpose. The base consists of 90 properties located in the administrative boundaries of the city of Krakow. Most of these properties are the plots of very small areas, mainly in the range from 30 to 70 square meters. Based on the completed database, there were conducted a statistical analysis of the relevant market the property. In order to determine the relationship between the attribut

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Ecer, Fatih. "Comparision of Hedonic Regression Method and Artificial Neural Networks to Predict Housing Prices in Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01150.

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Owner-occupied housing is both a place to live and also the most important asset in many households’ portfolio. Accurately predicting of house prices is therefore of great interest to the general public. This paper aims to compare the housing price prediction accuracies of Hedonic Model (HM) and Artificial Neural Networks (ANNs). In order to achieve this aim, two techniques’ prediction results were compared by using four performance criteria: RMSE, MAE, MAD, and Theil’s U statistic. This study uses the HM and ANNs to empirically determine the house prices in Turkey. HM is the standard techniqu

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Shrestha, G. B., and Songbo Qiao. "Statistical characterization of electricity price in competitive power markets." In 2010 IEEE 11th International Conference on Probabilistic Methods Applied to Power Systems (PMAPS). IEEE, 2010. http://dx.doi.org/10.1109/pmaps.2010.5529006.

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Gong, Yongshun, Zhibin Li, Jian Zhang, Wei Liu, Bei Chen, and Xiangjun Dong. "A Spatial Missing Value Imputation Method for Multi-view Urban Statistical Data." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/182.

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Large volumes of urban statistical data with multiple views imply rich knowledge about the development degree of cities. These data present crucial statistics which play an irreplaceable role in the regional analysis and urban computing. In reality, however, the statistical data divided into fine-grained regions usually suffer from missing data problems. Those missing values hide the useful information that may result in a distorted data analysis. Thus, in this paper, we propose a spatial missing data imputation method for multi-view urban statistical data. To address this problem, we exploit

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Yu, Shujian, Ammar Shaker, Francesco Alesiani, and Jose Principe. "Measuring the Discrepancy between Conditional Distributions: Methods, Properties and Applications." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/385.

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We propose a simple yet powerful test statistic to quantify the discrepancy between two conditional distributions. The new statistic avoids the explicit estimation of the underlying distributions in high-dimensional space and it operates on the cone of symmetric positive semideﬁnite (SPS) matrix using the Bregman matrix divergence. Moreover, it inherits the merits of the correntropy function to explicitly incorporate high-order statistics in the data. We present the properties of our new statistic and illustrate its connections to prior art. We ﬁnally show the applications of our new statistic

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Lambkin, David, Ian Wade, and Robin Stephens. "Estimating Operational Weather Downtime: A Comparison of Analytical Methods." In ASME 2019 38th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2019. http://dx.doi.org/10.1115/omae2019-95367.

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Abstract Weather downtime (WDT) is a logistical and financial risk when planning operations or offering services. Such risk is typically identified and managed in advance using statistical predictions based on historical weather data. Estimates of programme and cost for offshore construction work may vary, not because of the nature of a task, or the environment at the location, or the capability and price of a vessel, but because estimates of WDT have been calculated in different ways. Estimates of WDT are required in order to develop a realistic programme for complex and long duration project

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Cerjan, Marin, Ivana Krzelj, Marko Vidak, and Marko Delimar. "A literature review with statistical analysis of electricity price forecasting methods." In IEEE EUROCON 2013. IEEE, 2013. http://dx.doi.org/10.1109/eurocon.2013.6625068.

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Nor, Abu Hassan Shaari Md, Tamat Sarmidi, and Ehsan Hosseinidoust. "Forecasting of palm oil price in Malaysia using linear and nonlinear methods." In STATISTICS AND OPERATIONAL RESEARCH INTERNATIONAL CONFERENCE (SORIC 2013). AIP Publishing LLC, 2014. http://dx.doi.org/10.1063/1.4894340.

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Hegland, Markus. "An Approximate Maximum a Posteriori Method with Gaussian Process Priors." In Proceedings of the International Statistics Workshop. WORLD SCIENTIFIC, 2006. http://dx.doi.org/10.1142/9789812772466_0020.

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