نتایج جستجو برای: expected predicted difference

تعداد نتایج: 823983  

Journal: :Journal of Japan Society of Civil Engineers, Ser. D3 (Infrastructure Planning and Management) 2012

In this paper, risk-premium (the difference between the future prices and expected future spot price) in US crude oil futures market over the period of 1989:1 to 2012: 11 is investigated, and then variability of risk-premium through time is explained. In addition, risk premium in different time horizons of US crude oil futures market is predicted using BVAR and VAR mode...

Journal: :International Conference on Aerospace Sciences and Aviation Technology 2019

Journal: :Emotion 2010
Jennifer M Tomlinson Cheryl L Carmichael Harry T Reis Arthur Aron

We examined whether accuracy of affective forecasting for significant life events was moderated by a theoretically relevant individual difference (anxious attachment), with different expected relations to predicted and actual happiness. In 3 studies (2 cross-sectional, 1 longitudinal), participants predicted what their happiness would be after entering or ending a romantic relationship. Consist...

In this paper, a maximum likelihood estimation and a minimum entropy estimation for the expected value and variance of normal fuzzy variable are discussed within the framework of credibility theory. As an application, a credibilistic portfolio selection model is proposed, which is an improvement over the traditional models as it only needs the predicted values on the security returns instead of...

2007
Imen Ben Tahar H. Mete Soner Nizar Touzi

We formulate a model of continuous-time financial market consisting of a bank account with constant interest rate and one risky asset subject to capital gains taxes. We consider the problem of maximizing expected utility from future consumption in infinite horizon. This is the continuous-time version of the model introduced by Dammon, Spatt and Zhang [11]. The taxation rule is linear so that it...

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