Market capitalization shock effects on open innovation models in e-commerce: Golden cut q-rung orthopair fuzzy multicriteria decision-making analysis

N Moiseev, A Mikhaylov, H Dinçer, S Yüksel - Financial Innovation, 2023 - Springer
This research paper analyzes revenue trends in e-commerce, a sector with an annual sales
volume of more than 340 billion dollars. The article evaluates, despite a scarcity of data, the …

Weighting approaches in data mining and knowledge discovery: A review

Z Hajirahimi, M Khashei - Neural Processing Letters, 2023 - Springer
Modeling and forecasting are impressive and active research areas, which have been
widely used in diverse theoretical and practical applications, successfully. Accuracy is the …

Student's VAR Modeling With Missing Data Via Stochastic EM and Gibbs Sampling

R Zhou, J Liu, S Kumar… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
The vector autoregressive (VAR) models provide a significant tool for multivariate time series
analysis. Owing to the mathematical simplicity, existing works on VAR modeling are rigidly …

Determining the invoicing dates for raw material order and finish product dispatch using neural networks under exchange rate volatility

JP Weerasingha, YM Bandara… - International Journal of …, 2023 - Taylor & Francis
The gains from international supply chains are highly affected by the exchange rate
fluctuations in the foreign exchange market. Traditional forecasting methods have not been …

A time-varying Bayesian compressed vector autoregression for macroeconomic forecasting

N Aunsri, P Taveeapiradeecharoen - IEEE Access, 2020 - ieeexplore.ieee.org
This paper presents macroeconomic forecasting by using a time-varying Bayesian
compressed vector autoregression approach. We apply a random compression by using …

A large dimensional var model with time-varying parameters for daily forex forecasting

P Taveeapiradeecharoen, N Aunsri - Wireless Personal Communications, 2020 - Springer
Economic and financial data is extremely volatile relative to the others especially in the time
series data. Foreign Exchange market or forex data is one among the others. Despite the …

Parameter estimation for student'st VAR model with missing data

R Zhou, J Liu, S Kumar… - ICASSP 2021-2021 IEEE …, 2021 - ieeexplore.ieee.org
The vector autoregressive (VAR) models provide a significant tool for multivariate time series
analysis. Most existing works on VAR modeling are based on the multivariate Gaussian …

A Bayesian approach for dynamic variation of specific sectors in stock exchange: A case study of stock exchange Thailand (SET) indexes

P Taveeapiradeecharoen, N Aunsri - Wireless Personal Communications, 2020 - Springer
This paper aims to investigate the identification of sectors of stock exchange that were
positively or negatively driven by fundamental monetary tools. A Bayesian approach for …

[图书][B] Optimization in Time Series Modeling and Portfolio Design

R Zhou - 2021 - search.proquest.com
In the traditional time series modeling and portfolio design, the data is usually conveniently
assumed to follow the multivariate Gaussian distribution. But it has been empirically …