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We utilize the mixed exponential power asymmetric GARCH model where each component exhibits asymmetric conditional heteroskedasticity to model Shanghai Stock Exchange Composite Index daily returns. Thanks to extra component-specific shape parameters, it can better capture the tail behavior and match the stylized facts of high frequency financial time series precisely and parsimoniously. The application...
To solve the problem in risk evaluation method for project risk, this paper proposes a fuzzy theory model for project risk evaluation based on the project risk factor pool. The model solves, to some extent, the problem of how to analyze and deal with the widely existing fuzzy in risk evaluation, so as to provide a quantitative basis for correct risk assessment and to provide the decision makers with...
Project investment decision-making system is a typical grey system which has the characteristics of some information uncertainty. This thesis tries to combine organically grey system theory with AHP. It computes judgement matrix and builds model through weighted grey relevancy degree, which provide an efficient decision making pathway. Grey relevancy analysis method is used to handle with power project...
To overcome the shortcoming of the methods of the real estate investment risk assessment used today, which usually fail to solve the high-dimension data, an improved PPC model was proposed. By using the Projection Pursuit based on real-coded genetic algorithm, the method evaluates the merits of the investment programs. The real-coded genetic algorithm was applied to finish the global optimization...
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