abstract this study aims at profitability prediction of listed companies in tehran stocks exchange (tse), using artificial neural network. the respected sample consists of 90 firms from 2002  to 2009 (720 firm/years). attention to the framework of study reduced the number of 720 firm/years to 630 firm/years. these firms separated in two groups of learning sample (540 firm/years) and test sample...

Let X1, X2, ..., Xr be the first r order statistics from a sample of size n from the generalized exponential distribution with shape parameter θ. In this paper, we consider a Bayesian approach to predicting future order statistics based on the observed ordered data. The predictive densities are obtained and used to determine prediction intervals for unobserved order statistics for one-sample ...

this study predicts corporate bankruptcy five years before its occurrence using financial ratios introduced in altman’s z-score model and current ratio. three estimation methods namely; liner probability, logit and probit models have chosen for model estimation. the sample contains 134 companies in tehran stock exchange during 2003. the precision of prediction of the estimated models for the ma...

using a sample fiom burr type xu distribution, bayes prediction intervals are derived for the maximum and minimum of a future sample fromthe same distribution, but in the presence of a single outlier of the type 8,8. the prior of q is assumed to be the gamma conjugate. a real example is given to illustrate the procedure. also, the comparison between the values of the prediction bounds for diffe...

Small area estimation has received enormous attention in recent years due to its wide range of application, particularly in policy making decisions. The variance based on direct sample size of small area estimator is unduly large and there is a need of constructing model based estimator with low mean squared prediction error (MSPE). Estimation of MSPE and in particular the bias correction of MS...