Kurzfristige Prognose Von Tageszeitreihen Mit Kalendereffekten
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Kurzfristige Prognose Von Tageszeitreihen Mit Kalendereffekten
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Author : Stephan Scholze
language : de
Publisher: BoD – Books on Demand
Release Date : 2010
Kurzfristige Prognose Von Tageszeitreihen Mit Kalendereffekten written by Stephan Scholze and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Dynamic Copulas For Finance
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Author : Valentin Braun
language : en
Publisher: BoD – Books on Demand
Release Date : 2011
Dynamic Copulas For Finance written by Valentin Braun and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Business & Economics categories.
The interactions of financial securities are crucial to determine possible portfolio losses. Although this fact is well understood, two questions remain: What causes changes in the dependence structure of financial assets? How can fluctuating dependencies be measured? The most common approach to identify the amplitude of financial assets' interactions are linear correlation coefficients. However, they fail to comprise shifts in the dependence structure. Alternatively, Copulas are a more flexible dependence measurement. This book focuses on the development of Dynamic Copula frameworks by implementing stochastic parameters into Archimedian and Elliptical Copula functions. In contrast to static correlation measures, the Dynamic Copulas are able to replicate unstable financial market interactions. Various Dynamic Copulas are applied to global stock, bond, commodity and exchange rate data to calculate the correlation time paths, which explain financial market reactions to economic shocks. Furthermore, the interactions of dependencies, volatility and returns are analyzed, to determine the efficiency of portfolio diversification in regards to wealth protection. Portfolio risks are estimated through Dynamic Copulas to demonstrate their abilities to replicate financial market interactions accurately. Additionally, this analysis reveals the impact of changing dependence intensities on the magnitude of possible portfolio losses. Finally, the Dynamic Copulas are utilized to allocate higher moment optimal portfolios. This examination emphasizes the effect of inaccurate correlation estimates on the portfolio choice.
Money As A Global Phenomenon
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Author : Andreas Rees
language : en
Publisher: BoD – Books on Demand
Release Date : 2011
Money As A Global Phenomenon written by Andreas Rees and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with categories.
Prognose Von Betriebswirtschaftlichen Zeitreihen Auf Basis Von Splineregressionsmodellen
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Author : Martin Meermeyer
language : de
Publisher: BoD – Books on Demand
Release Date : 2011
Prognose Von Betriebswirtschaftlichen Zeitreihen Auf Basis Von Splineregressionsmodellen written by Martin Meermeyer and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with categories.
Multiple Tests F R Die Evaluation Von Prognosemodellen
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Author : Sue Man Fan
language : de
Publisher: BoD – Books on Demand
Release Date : 2010
Multiple Tests F R Die Evaluation Von Prognosemodellen written by Sue Man Fan and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Die Aggregation Und Analyse Von Zeitdaten Im Agenda Setting Ansatz
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Author : Sarah Kohler
language : de
Publisher: Herbert von Halem Verlag
Release Date : 2019-07-16
Die Aggregation Und Analyse Von Zeitdaten Im Agenda Setting Ansatz written by Sarah Kohler and has been published by Herbert von Halem Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-16 with Business & Economics categories.
Die Aggregation von linearen Zeitdaten ist ein Verfahren, das vor allem in der Agenda-Setting-Forschung angewandt wird. Durch die Verdichtung der Daten sind jedoch statistische Effekte plausibel, die sich möglicherweise auf die Interpretation von Ergebnissen auswirken können. Der vorliegende Band untersucht daher, welche Auswirkung die Aggregation von zeitbezogenen Daten haben kann. Dabei wird nicht nur die Zeitreihenanalyse als Methode vorgestellt, sondern auch eine theoretische Aufarbeitung des Begriffes der Zeit in der Kommunikationswissenschaft geleistet.
Management Von Softwareprojekten Klassisch Agil Lean Und Systemisch
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Author : Fahim Halamzie
language : de
Publisher: Diplomica Verlag
Release Date : 2013-04
Management Von Softwareprojekten Klassisch Agil Lean Und Systemisch written by Fahim Halamzie and has been published by Diplomica Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04 with Business & Economics categories.
Projekte und deren Management sind aus dem heutigen wirtschaftlichen Alltag nicht mehr wegzudenken. Doch die Bedeutung und die Komplexit„t des Projektmanagements, insbesondere des IT-Projektmanagements nehmen stetig zu. Die h”her zugesprochene Bedeutung, ist durch die wachsende Komplexit„t der Aufgaben in Unternehmen zu begrnden. Um dieser Komplexit„t entgegen zu wirken, herrschen in der Literatur und Praxis unterschiedliche Ans„tze. Neben dem klassischen Projektmanagement, gibt es das in letzter Zeit verst„rkt diskutierte systemische und das agile Projektmanagement. Der in regelm„áigen Abst„nden erscheinende CHAOS Report der STANDISH GROUP untersucht die Erfolgsquote von Softwareentwicklungsprojekten. Im Jahr 1994 waren 31 % der Projekte gescheitert und 53 % versp„tet, oder mit einer Budgetberschreitung verbunden. 2009 lagen die Zahlen bei 24 % fr gescheiterte Projekte und 44 % fr teilweise erfolgreiche Projekte. Die Summe an erfolgreichen Projekten lag bei 16 % (1994), 28 % (2000) und 32 % (2009). Die vorliegende Studie besch„ftigt sich weitgehend mit dieser Thematik.
Forecasting In Business And Economics
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Author : C. W. J. Granger
language : en
Publisher: Academic Press Incorporated
Release Date : 1989-04-28
Forecasting In Business And Economics written by C. W. J. Granger and has been published by Academic Press Incorporated this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989-04-28 with Business & Economics categories.
Describes the major techniques of forecasting used in economics and business. This book focuses on the forecasting of economic data and covers a range of topics, including the description of the Box-Jenkins single series modeling techniques; forecasts from purely statistical and econometric models; nonstationary and nonlinear models; and more.
Enterprise Resource Planning And Supply Chain Management
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Author : Karl E. Kurbel
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-08-23
Enterprise Resource Planning And Supply Chain Management written by Karl E. Kurbel and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-08-23 with Business & Economics categories.
This book is about running modern industrial enterprises with the help of information systems. Enterprise resource planning (ERP) is the core of business information processing. An ERP system is the backbone of most companies' information systems landscape. All major business processes are handled with the help of this system. Supply chain management (SCM) looks beyond the individual company, taking into account that enterprises are increasingly concentrating on their core competencies, leaving other activities to suppliers. With the growing dependency on the partners, effective supply chains have become as important for a company's success as efficient in-house processes. This book covers typical business processes and shows how these processes are implemented. Examples are presented using the leading systems on the market – SAP ERP and SAP SCM. In this way, the reader can understand how business processes are actually carried out "in the real world".
Multi Stage Simultaneous Lot Sizing And Scheduling
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Author : Florian Seeanner
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-05-13
Multi Stage Simultaneous Lot Sizing And Scheduling written by Florian Seeanner and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-13 with Business & Economics categories.
Due to a varying product demand (changing product mix) and different production speeds, bottlenecks may shift between the stages. In that case, a simultaneous lot-sizing and scheduling of these stages is recommendable. Hence, an improved version of the General Lot-Sizing and Scheduling Problem for Multiple production Stages (GLSPMS) was developed. Moreover, several reformulation techniques were applied to this model to solve it exactly. Besides, a new meta-heuristic which combines the principles of Variable Neighborhood Decomposition Search (VNDS) and Exchange was implemented to find good solutions, even for a real-world problem case. Finally, further model extensions, e.g., for scarce setup resources, were proposed.