搜索结果: 1-9 共查到“经济学 R-Tree”相关记录9条 . 查询时间(0.188 秒)
On Stock Market Dynamics through Ultrametricity of Minimum Spanning Tree
ultrametricity minimum spanning tree liquidity Jakarta Stock Exchange
2015/7/31
We analyze the evolving price °uctuations by using ultrametric distance of minimally spanning ˉnancial tree of stocks traded in Jakarta Stock Exchange 2000-2004. Ultrametricity is derived from transfo...
This 8-page publication in the Agricultural Alternative series discusses Christmas tree production, an enterprise that many small or part-time farmers often consider as an option for their unused, ope...
Binomial Tree Model for Convertible Bond Pricing within Equity to Credit Risk Framework
Binomial Tree Model Bond Pricing Credit Risk
2012/9/14
In the present paper we fill an essential gap in the Convertible Bonds pricing world by deriving a Binary Tree based model for valuation subject to credit risk. This model belongs to the framework kno...
Data envelopment analysis with classification and regression tree – a case of banking efficiency
banking efficiency bootstrapping classification and regression data envelopment analysis
2011/9/26
Data envelopment analysis (DEA) is a non-parametric method for measuring the efficiency and productivity of decision-making units (DMUs). On the other hand data mining techniques allow DMUs to explore...
Will the US Economy Recover in 2010? A Minimal Spanning Tree Study
US economic sectors macroeconomic cycle financial crisis
2010/10/21
Based on the temporal distributions of clustered segments in the time series of the ten Dow Jones US (DJUS) economic sector indices, we calculated their cross correlations over the period February 20...
On Some Properties of Cost Allocation Rules in Minimum Cost Spanning Tree Problems
Minimum cost spanning tree properties
2009/7/17
We consider four cost allocation rules in minimum cost spanning tree problems. These rules were introduced by Bird (1976), Dutta and Kar (2004), Kar (2002), and Feltkamp, Tijs and Muto (1994), respec...
The effect of a market factor on information flow between stocks using minimal spanning tree
market factor stocks minimal spanning tree
2010/11/1
We empirically investigated the effects of market factors on the information flow created from
N(N −1)/2 linkage relationships among stocks. We also examined the possibility of employing the mi...
Evolutionary multi-stage financial scenario tree generation
Optimization under uncertainty scenario generation scenario optimization financial decision theory risk management
2010/11/3
Multi-stage financial decision optimization under uncertainty depends on a careful numerical approximation of the underlying stochastic process, which describes the future returns of the selected asse...
The analytic hierarchy process for the decision tree with multiple criteria
decision process Multiple Criteria Decision Tree Analytic Hierarchy Process cardinal and ordinal input data.
2014/3/24
For choosing the best decision in daily agricultural practice, it is very important to formalize the decision process using systems analysis and mathematical methods. Theory of the decision-making und...