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Social and Behavioral Sciences Commons™
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- Asia (1)
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- Information navigation (1)
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- Social tagging (1)
- Structural break (1)
- Technical analysis (1)
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Articles 1 - 4 of 4
Full-Text Articles in Social and Behavioral Sciences
Predictive Modeling For Navigating Social Media, Meiqun Hu
Predictive Modeling For Navigating Social Media, Meiqun Hu
Dissertations and Theses Collection (Open Access)
Social media changes the way people use the Web. It has transformed ordinary Web users from information consumers to content contributors. One popular form of content contribution is social tagging, in which users assign tags to Web resources. By the collective efforts of the social tagging community, a new information space has been created for information navigation. Navigation allows serendipitous discovery of information by examining the information objects linked to one another in the social tagging space. In this dissertation, we study prediction tasks that facilitate navigation in social tagging systems. For social tagging systems to meet complex navigation needs …
Forecasting Inflation In Asian Economies, Freddy Chian Fatt Liew
Forecasting Inflation In Asian Economies, Freddy Chian Fatt Liew
Dissertations and Theses Collection (Open Access)
This paper surveys the recent literature on inflation forecasting and conducts an extensive empirical analysis on forecasting inflation in Singapore, Japan, South Korea and Hong Kong paying particular attention to whether the inflation-markup theory can help to forecast inflation. We first review the relative performance of different predictors in forecasting h-quarter ahead inflation using single equations. These models include the autoregressive model and bivariate Philips curve models. The predictors are selected from business activity, financial activity, trade activity, labour market, interest rate market, money market, exchange rate market and global commodity market variables. We then evaluate a vector autoregressive inflation-markup …
Three Econometric Essays On Continuous Time Models, Xiaohu Wang
Three Econometric Essays On Continuous Time Models, Xiaohu Wang
Dissertations and Theses Collection (Open Access)
Multivariate continuous time models are now widely used in economics and finance. Empirical applications typically rely on some process of discretization so that the system may be estimated with discrete data. The Chapter 2 introduces a framework for discretizing linear multivariate continuous time systems that includes the commonly used Euler and trapezoidal approximations as special cases and leads to a general class of estimators for the mean reversion matrix. Asymptotic distributions and bias formulae are obtained for estimates of the mean reversion parameter. Explicit expressions are given for the discretization bias and its relationship to estimation bias in both multivariate …
Technical Analysis: An Asian Perspective, Siqin Liaw
Technical Analysis: An Asian Perspective, Siqin Liaw
Dissertations and Theses Collection (Open Access)
Technical analysis, namely the moving average rule and the channel rule, is applied to the currency of an Asian managed floating exchange rate regime (USD/SGD) to see if opportunities for profitable trading exist. Instead of using only daily or monthly data, higher frequency time frames of 10, 15, 30 and 60 minutes are analyzed. Profitable strategies (if any) will be broken down and analyzed within smaller time frames to see if the profits are specifically in sample.