منابع مشابه
Factorization Models for Forecasting Student Performance
Predicting student performance, one of the tasks in educational data mining, has been taken into account recently [Toscher and Jahrer 2010; Yu et al. 2010; Cetintas et al. 2010; Thai-Nghe et al. 2011]. It was selected as a challenge task for the KDD Cup 2010 [Koedinger et al. 2010]. Concretely, predicting student performance is the task where we would like to know how the students learn (e.g. g...
متن کاملEvaluating the Performance of Forecasting Models for Portfolio Allocation Purposes with Generalized GRACH Method
Portfolio theory assumes that investors accept risk. This means thatin the equal rate of return on the two assets, the assets were chosenthat have a lower risk level. Modern portfolio theory is accepted byinvestors who believe that they are not cope with the market. Sothey keep many different types of securities in order to access theoptimum efficiency rate that is close to the rate of return o...
متن کاملImproving the performance of financial forecasting using different combination architectures of ARIMA and ANN models
Despite several individual forecasting models that have been proposed in the literature, accurate forecasting is yet one of the major challenging problems facing decision makers in various fields, especially financial markets. This is the main reason that numerous researchers have been devoted to develop strategies to improve forecasting accuracy. One of the most well established and widely use...
متن کاملRelative Performance of Semi-parametric Nonlinear Models in Forecasting Basis
Many risk management strategies, including hedging the price risk using forward or futures contracts require accurate forecasts of basis, i.e., spot price minus the futures price. Recent literature in this area has applied nonlinear time-series models, which are refinements of the linear autoregressive models that allow the parameters to transition from one regime to another. These parametric n...
متن کاملPerformance of Periodic Error Correction Models in Forecasting Consumption Data
Periodic time series models have become an appealing tool for the analysis of time series showing distinct seasonal patterns. Since these models condition the data{generating mechanism of a given time series on the season they are able to cope with periodic generalisations of common economic models introducing seasonal preferences, seasonal technologies etc. The paper examines for some macroeco...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Economic Modelling
سال: 2017
ISSN: 0264-9993
DOI: 10.1016/j.econmod.2017.01.008