PROBABILISTIC MODELS AND METHODS OF REGRESSION ANALYSIS OF VOLATILE FINANCIAL TIME SERIES

a time-series analysis of the demand for life insurance in iran

با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند

Overview and Comparison of Short-term Interval Models for Financial Time Series Forecasting

  In recent years, various time series models have been proposed for financial markets forecasting. In each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. Many researchers have compared different time series models together in order to determine more efficien...

Regression Models for Time Series Analysis

Comparison of time to the event and nonlinear regression models in the analysis of germination data

Extended abstract   Introduction: Numerous studies are being carried out to reveal the effects of different treatments on the germination of seeds from various plants. The most commonly used method of analysis is the nonlinear regression which estimates germination parameters. Although the nonlinear regression has been performed based on different models, some serious problems in its structure...

Simulation-based Estimation Methods for Financial Time Series Models

This paper overviews some recent advances on simulation-based methods of estimating time series models and asset pricing models that are widely used in finance. The simulation based methods have proven to be particularly useful when the likelihood function and moments do not have tractable forms and hence the maximum likelihood method (MLE) and the generalized method of moments (GMM) are diffic...