Risk and Volatility: Econometric Models and Financial Practice

CFA Digest ◽  
2005 ◽  
Vol 35 (1) ◽  
pp. 82-83
Author(s):  
Frank T. Magiera
Keyword(s):  
Econometric Models

Current Situation of the Efficiency of the National Budget Allocation in Vietnam

2019 ◽  
Vol 35 (3) ◽  
Author(s):  
Nguyen Trong Vinh ◽  
Nguyen Cam Nhung
Keyword(s):  
Budget Allocation ◽  
Current Situation ◽  
Econometric Models ◽  
The State ◽  
Policy Implications ◽  
State Budget ◽  
National Budget ◽  
Near Future ◽  
Positive Results

This research evaluates the efficiency of the state budget allocation in Vietnam in the period 2007-2016 by using econometric models of OLS, FEM, REM and FGLS. The estimated results from the model, together with the evaluation of the state budget allocation show that the budget allocation has achieved positive results, but the efficiency of budget allocation is still not high. Following this, the article gives some policy implications for Vietnam to effectively allocate the state budget in the near future.

Spatial Effect of Crime on Peer-to-Peer Lodging Performance

2021 ◽  
pp. 004728752110082
Author(s):  
Yu-Hua Xu ◽  
Lori Pennington-Gray ◽  
Jinwon Kim
Keyword(s):  
Peer To Peer ◽  
Spatial Effect ◽  
Econometric Models ◽  
Spatial Econometric ◽  
Community Based ◽  
Negatively Associated ◽  
Business Operations ◽  
Spatial Econometric Models ◽  
Crime Types ◽  
Social Uncertainty

Safety is a major factor impacting consumers’ participation in peer-to-peer (P2P) economies. Using spatial econometric models, this study examined crime effects on the performance (RevPAR) of P2P lodgings at three spatial ranges: property, community, and destination level. The performance of P2P lodgings is negatively associated with crime densities, while the degree of the association varies by crime types and room types. Crime can “spill over” to the neighborhood and have the strongest impact at the community level, followed by the destination level and the property level. The study provides a way to understand tourism risks using criminology theories and the concept of social uncertainty. Empirically, the study provides implications to the governance of community-based lodging business. We suggest that the effect of crime on P2P lodging performance was more conditioned by the safety environment in its neighborhood and the whole destination, rather than individual business operations.

scholarly journals A comparison of optimisation algorithms for high-dimensional particle and astrophysics applications

2021 ◽  
Vol 2021 (5) ◽  
Author(s):  
Csaba Balázs ◽  
◽  
Melissa van Beekveld ◽  
Sascha Caron ◽  
Barry M. Dillon ◽  
...  
Keyword(s):  
Random Sampling ◽  
Detailed Comparison ◽  
Global Optimisation ◽  
Adaptive Memory ◽  
Test Functions ◽  
Bee Colony ◽  
Covariance Matrix Adaptation ◽  
Global Fit ◽  
Adaptation Evolution ◽  
Optimisation Algorithms

Abstract Optimisation problems are ubiquitous in particle and astrophysics, and involve locating the optimum of a complicated function of many parameters that may be computationally expensive to evaluate. We describe a number of global optimisation algorithms that are not yet widely used in particle astrophysics, benchmark them against random sampling and existing techniques, and perform a detailed comparison of their performance on a range of test functions. These include four analytic test functions of varying dimensionality, and a realistic example derived from a recent global fit of weak-scale supersymmetry. Although the best algorithm to use depends on the function being investigated, we are able to present general conclusions about the relative merits of random sampling, Differential Evolution, Particle Swarm Optimisation, the Covariance Matrix Adaptation Evolution Strategy, Bayesian Optimisation, Grey Wolf Optimisation, and the PyGMO Artificial Bee Colony, Gaussian Particle Filter and Adaptive Memory Programming for Global Optimisation algorithms.

Energy consumption flow and econometric models of two plum cultivars productions in Tehran province of Iran

Energy ◽  
2012 ◽  
Vol 44 (1) ◽  
pp. 211-216 ◽  
Author(s):  
Seyed Mohammad Hossein Tabatabaie ◽  
Shahin Rafiee ◽  
Alireza Keyhani
Keyword(s):  
Energy Consumption ◽  
Econometric Models ◽  
Tehran Province
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