Financial End Economic Time Series
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Recent papers in Financial End Economic Time Series
This study examines the determinants of manufacturing sector growth in Nigeria within the time frame of 1981-2016. The main objective of this study is to identify the determinants of the manufacturing sector growth in Nigeria. A model was... more
We backtest 59 instruments and investigate the predictability of daily returns using Bayesian variable selection methods. Through these models we show the importance of variable selection and reduction of over tting. We also visualize how... more
On the job training has always been viewed as an avenue to improve the production and productivity of companies. In the dynamic world that we live in on the job training and skill upgradation has become very important for all the... more
Archetypal analysis approximates data by means of mixtures of actual extreme cases (archetypoids) or archetypes, which are a convex combination of cases in the data set. Archetypes lie on the boundary of the convex hull. This makes the... more
Dalam tugas ini ditunjukkan simulasi AR (1), AR (2) , MA(1), dan MA(2) dengan parameter yang berbeda beda, dan akhirnya menarik kesimpulan bahwa model2 tersebut adalah proses stasioner
In this article we describe a new approach for detecting changes in rapidly evolving large-scale graphs. The key notion involved is local alertness: nodes monitor change within their neighborhoods at each time step. Here we propose a... more
This study investigates the existence of chaos on the Johannesburg Stock Exchange (JSE) and studies three indices namely the FTSE/JSE All Share, FTSE/JSE Top 40 and FTSE/JSE Small Cap. Building upon the Fractal Market Hypothesis to... more
In this article we describe a new approach for detecting changes in rapidly evolving large-scale graphs. The key notion involved is local alertness: nodes monitor change within their neighborhoods at each time step. Here we propose a... more
This study investigates the existence of chaos on the Johannesburg Stock Exchange (JSE) and studies three indices namely the FTSE/JSE All Share, FTSE/JSE Top 40 and FTSE/JSE Small Cap. Building upon the Fractal Market Hypothesis to... more
This paper describe the empirical study based on financial time series modelling with special application to modelling inflation data for Kenya. Specifically the theory of time series is modelled and applied to the inflation data spanning... more