Hierarchies in communities of UK stock market from the perspective of Brexit [0.03%]
英国股票市场社区的层级结构——以脱欧视角研究
Mehmet Ali Balcı,Ömer Akgüller,Serdar Can Güzel
Mehmet Ali Balcı
Nowadays, increase of analyzing stock markets as complex systems lead graph theory to play a key role. For instance, detecting graph communities is an important task in the analysis of stocks, and as planar maximally filtered graphs let us ...
Bükre Yıldırım Külekci,A Sevtap Selcuk-Kestel
Bükre Yıldırım Külekci
To correctly measure the effect of mortality rates on the stability of insurance and pension provider's financial risk, longevity risk should be considered. This paper aims to investigate the future mortality and longevity risk with differe...
Esmat Jamshidi Eini,Hamid Khaloozadeh
Esmat Jamshidi Eini
Substantial changes in the financial markets and insurance companies have needed the development of the structure of the risk benchmark, which is the challenge addressed in this paper. We propose a theorem that expands the tail conditional ...
Restricted calibration and weight trimming approaches for estimation of the population total in business statistics [0.03%]
有限制的校准与加权调整方法在业务统计总体总量估计中的应用研究
Cenker Burak Metin,Sinem Tuğba Şahin Tekin,Yaprak Arzu Özdemir
Cenker Burak Metin
Some adjustments are made to design weights to reduce the negative effects of non-response and out-of-scope problems. The calibration approach is a weighting process that agrees with the known population values by using auxiliary informatio...
Adnan Karaibrahimoglu,Seren Ayhan,Mustafa Karaagac et al.
Adnan Karaibrahimoglu et al.
Dates have great importance in cancer diseases. However, the date variables themselves are not analyzed. This study aims to evaluate the descriptive statistics of diagnosis, operation, and last examination dates in gastric carcinoma patient...
A new alternative estimation method for Liu-type logistic estimator via particle swarm optimization: an application to data of collapse of Turkish commercial banks during the Asian financial crisis [0.03%]
基于粒子群优化的Liu型逻辑估计的新替代估计方法:应用于亚洲金融危机期间土耳其商业银行崩溃的数据
Nuriye Sancar,Deniz Inan
Nuriye Sancar
In the existence of multicollinearity problem in the logistic model, some important problems may occur in the analysis of the model, such as unstable maximum likelihood estimator with very high standard errors, false inferences. The Liu-typ...
Hao Chen,Minguang Zhang,Lanshan Han et al.
Hao Chen et al.
Marketing mix models (MMMs) are statistical models for measuring the effectiveness of various marketing activities such as promotion, media advertisement, etc. In this research, we propose a comprehensive marketing mix model that captures t...
Adrien Ehrhardt,Christophe Biernacki,Vincent Vandewalle et al.
Adrien Ehrhardt et al.
The granting process is based on the probability that the applicant will refund his/her loan given his/her characteristics. This probability, also called score, is learnt based on a dataset in which rejected applicants are excluded. Thus, t...
A new robust ridge parameter estimator based on search method for linear regression model [0.03%]
一种基于搜索方法的线性回归模型鲁棒岭参数估计器
Atila Göktaş,Özge Akkuş,Aykut Kuvat
Atila Göktaş
A large and wide variety of ridge parameter estimators proposed for linear regression models exist in the literature. Actually proposing new ridge parameter estimator lately proving its efficiency on few cases seems endless. However, so far...
Timothy E OBrien,Jack Silcox
Timothy E OBrien
The logit binomial logistic dose response model is commonly used in applied research to model binary outcomes as a function of the dose or concentration of a substance. This model is easily tailored to assess the relative potency of two sub...