Statistical Models Commons^™

Process Optimization In Freight Forwarding Industry, Xiaohua Shi

World Maritime University Dissertations

No abstract provided.

An Investigation Of Shipping Derivatives Based On Risk Evaluation, Sheng Yang

World Maritime University Dissertations

No abstract provided.

Arima Models For Bank Failures: Prediction And Comparison, Fangjin Cui

UNLV Theses, Dissertations, Professional Papers, and Capstones

The number of bank failures has increased dramatically over the last twenty-two years. A common notion in economics is that some banks can become "too big to fail." Is this still a true statement? What is the relationship, if any, between bank sizes and bank failures? In this thesis, the proposed modeling techniques are applied to real bank failure data from the FDIC. In particular, quarterly data from 1989:Q1 to 2010:Q4 are used in the data analysis, which includes three major parts: 1) pairwise bank failure rate comparisons using the conditional test (Przyborowski and Wilenski, 1940); 2) development of the …

Examining The Student Investment Roundtable's Funds, David Hernandez, Uriel Luna

Undergraduate Research Conference

To what extent are the factors of the Fama-French-Factor Asset Pricing Model related to rates of returns of the Stephen F. Austin State University Student Investment Roundtable Fund?

The Fama-French Model is believed to be a major improvement over the ever-popular Capital Asset Pricing Model, CAPM. The Capital Asset Pricing Model uses a single factor beta to compare the excess returns of a portfolio with the excess returns of the market as a whole, but is said to oversimplify the complex market. On the other hand, the Fama-French Model three-factor adds additional factors to the original CAPM equation. The Fama-French …

Addressing The Problem Of Non-Response And Response Bias, Fabian C. Okafor

CBN Journal of Applied Statistics (JAS)

Survey planners and analysts in Nigeria have devoted much more attention to sampling errors at the expense of nonsampling errors (non-response and response errors). Sampling error is the degree to which the sample estimate differs from the average value of the characteristic due to chance. The present discussion will be centered on non-sampling error, which may present serious deficiencies in the statistics and render the survey useless. According to Platek and Gray (1986), “Non-response has been generally recognized as important measure of the quality of data since it affects the estimates by introducing a possible bias in the estimates and …

The Location Decisions Of Foreign Investors In China: Untangling The Effect Of Wages Using A Control Function Approach, Xuepeng Liu, Mary E. Lovely, Jan Ondrich

Faculty Articles

There is almost no support for the proposition that capital is attracted to low wages from firm-level studies. We examine the location choices of 2,884 firms investing in China between 1993 and 1996 to offer two main contributions. First, we find that the location of labor-intensive activities is highly elastic to provincial wage differences. Generally, investors' wage sensitivity declines as the skill intensity of the industry increases. Second, we find that unobserved location-specific attributes exert a downward bias on estimated wage sensitivity. Using a control function approach, we estimate a downward bias of 50% to 90% in wage coefficients estimated …

Economic Risk Assessment Using The Fractal Market Hypothesis, Jonathan Blackledge, Marek Rebow

Conference papers

This paper considers the Fractal Market Hypothesi (FMH) for assessing the risk(s) in developing a financial portfolio based on data that is available through the Internet from an increasing number of sources. Most financial risk management systems are still based on the Efficient Market Hypothesis which often fails due to the inaccuracies of the statistical models that underpin the hypothesis, in particular, that financial data are based on stationary Gaussian processes. The FMH considered in this paper assumes that financial data are non-stationary and statistically self-affine so that a risk analysis can, in principal, be applied at any time scale …

A Practical Solution To The Reference Class Problem, Edward K. Cheng

Vanderbilt Law School Faculty Publications

The "reference class problem" is a serious challenge to the use of statistical evidence that arguably arises every day in wide variety of cases, including toxic torts, property valuation, and even drug smuggling. At its core, it observes that statistical inferences depend critically on how people, events, or things are classified. As there is (purportedly) no principle for privileging certain categories over others, statistics become manipulable, undermining the very objectivity and certainty that make statistical evidence valuable and attractive to legal actors. In this paper, I propose a practical solution to the reference class problem by drawing on model selection …

A Study On Opmtimizing The Cold Chain Logistic System In China, Huizhong Chen

World Maritime University Dissertations

No abstract provided.

The Research On Optimization Of Liner Route Between China To Middle East, Tingyi Chen

World Maritime University Dissertations

No abstract provided.

Research On Value-At-Risk In International Crude Oil Shipping Market, Xiaoyin Cui

World Maritime University Dissertations

No abstract provided.

Research On Decision-Making On Take-Back Models In Reverse Logistics For End-Of-Life Electronic Products, Yiwei Wang

World Maritime University Dissertations

No abstract provided.

Research On The Status Quo And Operational Modes Of Chinese Petrochemical Logistics, Jiajie Hou

World Maritime University Dissertations

No abstract provided.

Research Of Be550 Rigs Transportation Projects, Lifeng Shi

World Maritime University Dissertations

No abstract provided.

The Logistics Supplier Selection Of Sgm With Ahp Method, Jian Wang

World Maritime University Dissertations

No abstract provided.

Research On Competitiveness Of Dalian Port, Zhaobo Xu

World Maritime University Dissertations

No abstract provided.

Effects Of Tactical Responses And Risk Aversion On Farm Wheat Supply, Ross S. Kingwell

Natural Resources Research Articles

A discrete stochastic programming model of the farming system of the eastern wheatbelt of Western Australia is used to examine the effect of tactical responses and risk aversion on wheat supply. Including within-season tactical changes to wheat areas decreases the own-price elasticity of supply. By contrast, introducing risk aversion has no consistent effect on the own-price elasticity of supply. The implications for supply models are discussed.

Mathematical Programming Model Of Western Australian Dairy Farms, G R. Olney, D A. Falconer

Animal production and livestock research reports

A profit maximising mathematical programming dairy farm model has been developed which determines the most profitable management strategies for the full year. This model was initially an extension of the one used in the Western Australian Dairy Feed Management Service (DFMS) which determines the most profitable ration to feed for a specific period, the milk yield per cow and the number of cows to milk. The DFMS is useful for formulating a ration for a specific period, particularly during summer on non-irrigated farms in Western Australia when complete hand feeding is required, but it cannot be used to determine optimum …