منابع مشابه
On Nonlinear Modeling for the Predictability of Equity Return
Non-stationary time series are commonly found in nancial applications. Added to the complexity are the time-varying nature and non-linearity of accurate models for describing the dynamic behavior of these nancial time series. We extend the techniques of cointegration to handle time-varying, non-linear relationship betw een a time series (\news") and its causally a ected time series. The predict...
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We investigate predictability in national equity market returns, and its relation to global economic risks. We show how to consistently estimate the fraction of the predictable variation that is captured by an assetpricing modelfor the expected returns. We use a model in which conditional betas of the national equity markets depend on local information variables, while global risk premia depend...
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Conclusions Though several softwarereliability growth modek have been proposed to estimate the reliability growth of a software project, few guidelines exist about which model should be used. We present a 2-component predictability measure that characterizes the long-term predictive capability of a model. Component 1, average error, measures how well a model predicts throughout the testing phas...
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متن کاملPredictability measures for software reliability models
It is critical to be able to achieve an acceptable quality level before a software package is released. It is often important to meet a target release date. To be able to estimate the testing efforts required, it is necessary to use a software reliability growth model. While several different software reliability growth models have been proposed, there exist no clear guidelines about which mode...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2009
ISSN: 1556-5068
DOI: 10.2139/ssrn.1373151