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Predictive Econometrics and Big Data 2018
- Vladik Kreinovich, Songsak Sriboonchitta, Nopasit Chakpitak:
Predictive Econometrics and Big Data. Studies in Computational Intelligence 753, Springer 2018, ISBN 978-3-319-70941-3
Keynote Address
- Chaitanya K. Baru:
Data in the 21st Century. 3-17
Fundamental Theory
- F. Jay Breidt, Jean D. Opsomer, Chien-Min Huang:
Model-Assisted Survey Estimation with Imperfectly Matched Auxiliary Data. 21-35 - Marc S. Paolella, Pawel Polak:
COBra: Copula-Based Portfolio Optimization. 36-77 - Joseph P. Romano, Michael Wolf:
Multiple Testing of One-Sided Hypotheses: Combining Bonferroni and the Bootstrap. 78-94 - Tien-Dung Cao, Dinh-Quyen Nguyen, Hien Duy Tran:
Exploring Message Correlation in Crowd-Based Data Using Hyper Coordinates Visualization Technique. 95-121 - Cathy W. S. Chen, Yu-Wen Sun:
Bayesian Forecasting for Tail Risk. 122-145 - Chon Van Le:
Smoothing Spline as a Guide to Elaborate Explanatory Modeling. 146-156 - Thierry Denoeux:
Quantifying Predictive Uncertainty Using Belief Functions: Different Approaches and Practical Construction. 157-176 - Thongchai Dumrongpokaphan, Vladik Kreinovich:
Kuznets Curve: A Simple Dynamical System-Based Explanation. 177-181 - Dung Tien Nguyen, Son P. Nguyen, Uyen Hoang Pham, Thien Dinh Nguyen:
A Calibration-Based Method in Computing Bayesian Posterior Distributions with Applications in Stock Market. 182-191 - Vladik Kreinovich, Thongchai Dumrongpokaphan:
How to Estimate Statistical Characteristics Based on a Sample: Nonparametric Maximum Likelihood Approach Leads to Sample Mean, Sample Variance, etc. 192-197 - Vladik Kreinovich, Thongchai Dumrongpokaphan, Hung T. Nguyen, Olga Kosheleva:
How to Gauge Accuracy of Processing Big Data: Teaching Machine Learning Techniques to Gauge Their Own Accuracy. 198-204 - Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta, Olga Kosheleva:
How Better Are Predictive Models: Analysis on the Practically Important Example of Robust Interval Uncertainty. 205-213 - Vladik Kreinovich, Songsak Sriboonchitta:
Quantitative Justification for the Gravity Model in Economics. 214-221 - Ziwei Ma, Weizhong Tian, Baokun Li, Tonghui Wang:
The Decomposition of Quadratic Forms Under Skew Normal Settings. 222-232 - Ziwei Ma, Xiaonan Zhu, Tonghui Wang, Kittawit Autchariyapanitkul:
Joint Plausibility Regions for Parameters of Skew Normal Family. 233-245 - Haejune Oh, Sangyeol Lee:
On Parameter Change Test for ARMA Models with Martingale Difference Errors. 246-254 - Akira Namatame:
Agent-Based Modeling of Economic Instability. 255-265 - Songsak Sriboonchitta, Vladik Kreinovich:
A Bad Plan Is Better Than No Plan: A Theoretical Justification of an Empirical Observation. 266-272 - Weizhong Tian, Tonghui Wang, Fengrong Wei, Fang Dai:
Shape Mixture Models Based on Multivariate Extended Skew Normal Distributions. 273-286 - Xiaonan Zhu, Baokun Li, Mixia Wu, Tonghui Wang:
Plausibility Regions on Parameters of the Skew Normal Distribution Based on Inferential Models. 287-302 - Xiaonan Zhu, Tonghui Wang, S. T. Boris Choy, Kittawit Autchariyapanitkul:
Measures of Mutually Complete Dependence for Discrete Random Vectors. 303-317
Applications
- Tzong-Ru (Jiun-Shen) Lee, Yu-Ting Huang, Man-Yu Huang, Huan-Yu Chen:
To Compare the Key Successful Factors When Choosing a Medical Institutions Among Taiwan, China, and Thailand. 321-338 - Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta:
Forecasting Thailand's Exports to ASEAN with Non-linear Models. 339-349 - Noppasit Chakpitak, Paravee Maneejuk, Somsak Chanaim, Songsak Sriboonchitta:
Thailand in the Era of Digital Economy: How Does Digital Technology Promote Economic Growth? 350-362 - Noppasit Chakpitak, Woraphon Yamaka, Songsak Sriboonchitta:
Comparing Linear and Nonlinear Models in Forecasting Telephone Subscriptions Using Likelihood Based Belief Functions. 363-374 - Saowaluk Duangin, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Volatility in Thailand Stock Market Using High-Frequency Data. 375-391 - Massoud Moslehpour, Ha Le Thi Thanh, Pham Van Kien:
Technology Perception, Personality Traits and Online Purchase Intention of Taiwanese Consumers. 392-407 - Chalerm Jaitang, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta:
Analysis of Thailand's Foreign Direct Investment in CLMV Countries Using SUR Model with Missing Data. 408-421 - Rossarin Osathanunkul, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta:
The Role of Oil Price in the Forecasts of Agricultural Commodity Prices. 422-429 - Natthaphat Kingnetr, Tanaporn Tungtrakul, Songsak Sriboonchitta:
Does Forecasting Benefit from Mixed-Frequency Data Sampling Model: The Evidence from Forecasting GDP Growth Using Financial Factor in Thailand. 430-442 - Ji Ma, Jianxu Liu, Songsak Sriboonchitta:
A Portfolio Optimization Between US Dollar Index and Some Asian Currencies with a Copula-EGARCH Approach. 443-453 - Ji Ma, Jianxu Liu, Songsak Sriboonchitta:
Technical Efficiency Analysis of China's Agricultural Industry: A Stochastic Frontier Model with Panel Data. 454-463 - Munkh-Ulzii, Massoud Moslehpour, Pham Van Kien:
Empirical Models of Herding Behaviour for Asian Countries with Confucian Culture. 464-491 - Nguyen Ngoc Thach, Tran Thi Kim Oanh:
Effect of Macroeconomic Factors on Capital Structure of the Firms in Vietnam: Panel Vector Auto-regression Approach (PVAR). 502-516 - Rossarin Osathanunkul, Natthaphat Kingnetr, Songsak Sriboonchitta:
Emissions, Trade Openness, Urbanisation, and Income in Thailand: An Empirical Analysis. 517-535 - Rungrapee Phadkantha, Woraphon Yamaka, Roengchai Tansuchat:
Analysis of Risk, Rate of Return and Dependency of REITs in ASIA with Capital Asset Pricing Model. 536-548 - Pichayakone Rakpho, Woraphon Yamaka, Roengchai Tansuchat:
Risk Valuation of Precious Metal Returns by Histogram Valued Time Series. 549-562 - Meng-Chun Susan Shen, I-Tien Chu, Wan-Tran Huang:
Factors Affecting Consumer Visiting Spa Shop: A Case in Taiwan. 563-572 - Songsak Sriboonchitta, Chukiat Chaiboonsri, Jittima Singvejsakul:
The Understanding of Dependent Structure and Co-movement of World Stock Exchanges Under the Economic Cycle. 573-589 - Wilawan Srichaikul, Woraphon Yamaka, Roengchai Tansuchat:
The Impacts of Macroeconomic Variables on Financials Sector and Property and Construction Sector Index Returns in Stock Exchange of Thailand Under Interdependence Scheme. 590-599 - Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta:
Generalize Weighted in Interval Data for Fitting a Vector Autoregressive Model. 600-612 - Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta:
Asymmetric Effect with Quantile Regression for Interval-Valued Variables. 613-628 - Duangthip Sirikanchanarak, Tanaporn Tungtrakul, Songsak Sriboonchitta:
The Future of Global Rice Consumption: Evidence from Dynamic Panel Data Approach. 629-642 - Jirawan Suwannajak, Woraphon Yamaka, Songsak Sriboonchitta, Roengchai Tansuchat:
The Analysis of the Effect of Monetary Policy on Consumption and Investment in Thailand. 643-655 - Teerawut Teetranont, Somsak Chanaim, Woraphon Yamaka, Songsak Sriboonchitta:
Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH. 656-669 - Warisa Thangjai, Sa-Aat Niwitpong, Suparat Niwitpong:
Simultaneous Confidence Intervals for All Differences of Means of Normal Distributions with Unknown Coefficients of Variation. 670-682 - Phanee Thipwong, Chung-Te Ting, Yu-Sheng Huang, Yun-Zu Chen, Wan-Tran Huang:
Estimating the Value of Cultural Heritage Creativity from the Viewpoint of Tourists. 683-691 - Van-Chien Pham, Man-Ling Chang:
A Bibliometric Review of Global Econometrics Research: Characteristics and Trends. 692-705 - Satawat Wannapan, Chukiat Chaiboonsri, Songsak Sriboonchitta:
Macro-Econometric Forecasting for During Periods of Economic Cycle Using Bayesian Extreme Value Optimization Algorithm. 706-723 - Satawat Wannapan, Pattaravadee Rakpuang, Chukiat Chaiboonsri:
Forecasting of VaR in Extreme Event Under Economic Cycle Phenomena for the ASEAN-4 Stock Exchange. 724-736 - Berlin Wu:
Interval Forecasting on Big Data Context. 737-751 - Woraphon Yamaka, Pathairat Pastpipatkul, Songsak Sriboonchitta:
Bayesian Empirical Likelihood Estimation for Kink Regression with Unknown Threshold. 752-766 - Yong Yoon:
Spatial Choice Modeling Using the Support Vector Machine (SVM): Characterization and Prediction. 767-778
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