The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
A gray model and regression model based middle and long term load forecasting method using variable weight combination model is proposed. In view of the shortcomings of grey prediction model is not very suitable for middle and long term load forecasting, the equivalent dimensions additional data processing technology is adopted to build the equivalent dimensions additional grey model to improve the...
This study uses data envelopment analysis (DEA) to evaluate the operational efficiency of 50 Chinese open-end funds, and makes a comparative analysis of selected fundspsila operational efficiency according to the fund size, investment type and investment style from the perspective of the overall and division. The result showed that bond funds had the maximum and stable average efficiency, hybrid funds...
Based on the maximum entropy theory, this paper presents a new model for solving the large scale portfolio problem. Unlike Markowitzpsilas model, this new model is not based upon any probabilistic assumption on the distribution of stock data in the market, so it is more suitable for the solution of real problem. By some simplification, we derive a convex program model. It is with separable variables...
The theory of quadratic variation suggests that, realized volatility is an unbiased and highly efficient estimator of return volatility under suitable conditions. In this article, we compare the realized logarithmic volatilities models VAR-RV and AR-RV computed from high-frequency intra-period data with the traditional daily return evaluation models VAR-R and Daily-GARCH in China A-stock market. The...
The use of neural networks (NNs) for financial applications is quite common because of their excellent performances of treating non-linear data with self-learning capability. Often arises the problem of a black-box approach,i.e. after having trained neural networks for a particular problem, it is almost impossible to analyse them for how they work. The Fuzzy Neural Networks(FNN) allow to add rules...
In order to implement the multiple factors and multi-target assessment of real estate investment risk, a model of real estate investment risk evaluation based on fuzzy DEA method was put forward by using the relatively effective evaluation characteristic of Data Envelopment Analysis (DEA). And the feasibility of this method was verified through an example. This study offers a more rational basis for...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.