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Evaluating The Volatility Forecasting Performance Of Best Fitting Garch Models In Emerging Asian Stock Markets, Chaiwat Kosapattarapim, Yan-Xia Lin, Michael Mccrae
Evaluating The Volatility Forecasting Performance Of Best Fitting Garch Models In Emerging Asian Stock Markets, Chaiwat Kosapattarapim, Yan-Xia Lin, Michael Mccrae
Faculty of Informatics - Papers (Archive)
While modeling the volatility of returns is essential for many areas of finance, it is well known that financial return series exhibit many non-normal characteristics that cannot be captured by the standard GARCH model with a normal error distribution. But which GARCH model and which error distribution to use is still open to question, especially where the model that best fits the in-sample data may not give the most effective out-of-sample volatility forecasting ability. Approach: In this study, six simulated studies in GARCH(p,q) with six different error distributions are carried out. In each case, we determine the best fitting GARCH …
An Eigenvalue Approach To Evaluating Minors For Weighing Matrices W(N,N-1), Anna Karapiperi, Marilena Mitrouli, Michael G. Neubauer, Jennifer Seberry
An Eigenvalue Approach To Evaluating Minors For Weighing Matrices W(N,N-1), Anna Karapiperi, Marilena Mitrouli, Michael G. Neubauer, Jennifer Seberry
Faculty of Informatics - Papers (Archive)
In the present paper we concentrate our study on the evaluation of minors for weighing matrices W(n,n-1). Theoretical proofs concerning their minors up to the order of (n-4) x (n-4) are derived introducing an eigenvalue approach. A general theorem specifying the analytical form of any (n-l) x (n-l) minor is developed. An application to the growth problem for weighing matrices is given.
Evaluating Usage Of Wsmo And Owl-S In Semantic Web Services, Lina Azleny Kamaruddin, Jun Shen, Ghassan Beydoun
Evaluating Usage Of Wsmo And Owl-S In Semantic Web Services, Lina Azleny Kamaruddin, Jun Shen, Ghassan Beydoun
Faculty of Informatics - Papers (Archive)
Applying ontologies is the most promising approach to semantically enrich Web services. To facilitate this, two efforts contributed the most in enabling the creation of ontologies: OWL-S from the US and WSMO in Europe. These two compete and promote their ontologies from the design perspective, reflecting their inventors’ bias but not offering much help to Web service developers using them. To bypass existing biases and enable evaluation of ontologies expressed in these two languages, this paper provides a study of the two important facilitators, OWL-S and WSMO, surveying their usage in several SWS Projects and identifying their respective and outstanding …