Advances in Decision Sciences最新文献

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Review on Behavioral Finance with Empirical Evidence 行为金融学的实证研究述评
Advances in Decision Sciences Pub Date : 2021-01-01 DOI: 10.47654/v25y2021i3p92-118
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引用次数: 6
Inflation and Economic Growth in Kenya: An Empirical Examination 通货膨胀与肯尼亚经济增长:一个实证检验
Advances in Decision Sciences Pub Date : 2021-01-01 DOI: 10.47654/v25y2021i3p1-25
{"title":"Inflation and Economic Growth in Kenya: An Empirical Examination","authors":"","doi":"10.47654/v25y2021i3p1-25","DOIUrl":"https://doi.org/10.47654/v25y2021i3p1-25","url":null,"abstract":"","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70851880","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 16
Tail Behaviour of the Nifty-50 Stocks during Crises Periods 50只股票在危机期间的尾部行为
Advances in Decision Sciences Pub Date : 2021-01-01 DOI: 10.47654/v25y2021i4p115-151
G. Srilakshminarayana
{"title":"Tail Behaviour of the Nifty-50 Stocks during Crises Periods","authors":"G. Srilakshminarayana","doi":"10.47654/v25y2021i4p115-151","DOIUrl":"https://doi.org/10.47654/v25y2021i4p115-151","url":null,"abstract":"The study also recommends estimating the tail index and then deciding upon any other methodology for analyzing the stock market prices. According to the history, price of stocks and other assets are an important part of economic activity and can act as an indicator of social mood. Modelling the stock market prices is an age-old problem, and for many years researchers have modelled the stock prices using a normal model. The presence of the extremes increases the volatility of the stock price random variable and affects its symmetric nature at the tails.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70851821","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations 从测试和州人口预测美国的COVID-19病例和死亡
Advances in Decision Sciences Pub Date : 2021-01-01 DOI: 10.47654/V25Y2021I2P1-27
D. Allena, M. McAleer
{"title":"Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations","authors":"D. Allena, M. McAleer","doi":"10.47654/V25Y2021I2P1-27","DOIUrl":"https://doi.org/10.47654/V25Y2021I2P1-27","url":null,"abstract":"School of Mathematics and Statistics, University of Sydney, Department of Finance, Asia University, Taiwan,The paper presents a novel analysis of the US spread of the SARS-CoV-2 causes the COVID-19 disease across 50 States and 2 Territories. Simple cross-sectional regressions are able to predict quite accurately both the total number of cases and deaths, which cast doubt on measures aimed at controlling the disease via lockdowns. Population density appears to play a significant role in transmission. This throws in sharp relief the relative e_ectiveness of the at-tempts to risk manage the spread of the virus by flattening the curve' (aka planking the curve) of the speed of transmission, and the effcacy of lockdowns in terms of the spread of the disease and death rates. The algorithmic tech-niques, results and analysis presented in the paper should prove useful to the medical and health professions, science advisers, and risk management and deficision making of healthcare by state, regional and national governments in all countries. © 2021 Hindawi Limited. All rights reserved.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70851029","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Existence of Cointegration between the Public and Private Bank Index: Evidence from Indian Capital Market 公私银行指数协整的存在性:来自印度资本市场的证据
Advances in Decision Sciences Pub Date : 2021-01-01 DOI: 10.47654/v25y2021i4p152-172
{"title":"Existence of Cointegration between the Public and Private Bank Index: Evidence from Indian Capital Market","authors":"","doi":"10.47654/v25y2021i4p152-172","DOIUrl":"https://doi.org/10.47654/v25y2021i4p152-172","url":null,"abstract":"","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70852434","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks 美国货币和财政政策不确定性冲击的全球影响比较评估
Advances in Decision Sciences Pub Date : 2021-01-01 DOI: 10.47654/v25y2021i4p89-114
{"title":"A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks","authors":"","doi":"10.47654/v25y2021i4p89-114","DOIUrl":"https://doi.org/10.47654/v25y2021i4p89-114","url":null,"abstract":"","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70851981","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Comments on Recent COVID-19 Research in JAMA 《美国医学会杂志》新冠肺炎近期研究述评
Advances in Decision Sciences Pub Date : 2020-09-01 DOI: 10.47654/v24y2020i3p63-83
M. McAleer
{"title":"Comments on Recent COVID-19 Research in JAMA","authors":"M. McAleer","doi":"10.47654/v24y2020i3p63-83","DOIUrl":"https://doi.org/10.47654/v24y2020i3p63-83","url":null,"abstract":"The SARS-CoV-2 that causes the COVID-19 disease is a one-in-a-century disaster that has led to profound structural change in every conceivable aspect of the worldwide community. The COVID-19 pandemic is the most topical subject in the academic community across all disciplines, but especially in the medical and biomedical research disciplines, where attempts to discover a safe, effective, timely, inexpensive, and accessible vaccine is at the top of everyone’s wish list. There is a substantial amount of confusion, ambiguity, and misinformation in the academic community, and far more so in social mass media. Leading medical journals, such as the Journal of the American Medical Association (JAMA), The Lancet, and the New England Journal of Medicine, have published informative case studies that seek to provide guidance on COVID-19 at the earliest possible opportunity.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"24 1","pages":"1-20"},"PeriodicalIF":0.0,"publicationDate":"2020-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46176725","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Measurement Error in a First-order Autoregression 一阶自回归的测量误差
Advances in Decision Sciences Pub Date : 2020-06-01 DOI: 10.47654/v24y2020i2p1-14
P. Franses
{"title":"Measurement Error in a First-order Autoregression","authors":"P. Franses","doi":"10.47654/v24y2020i2p1-14","DOIUrl":"https://doi.org/10.47654/v24y2020i2p1-14","url":null,"abstract":"The Ordinary Least Squares (OLS) estimator for the slope parameter in a first-order autoregressive model is biased when the variable is measured with error. Such an error may occur with revisions of macroeconomic data. This paper illustrates and proposes a simple procedure to alleviate the bias, and is based on Total Least Squares (TLS). TLS is, in general, consistent, and also works well in small samples. Simulation experiments and an empirical example show the usefulness of this method.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"24 1","pages":"1-14"},"PeriodicalIF":0.0,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42787789","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Analysing Maximum Monthly Temperatures in South Africa for 45 years Using Functional Data Analysis 用功能数据分析法分析南非45年来月最高气温
Advances in Decision Sciences Pub Date : 2020-01-01 DOI: 10.47654/v24y2020i3p1-27
Mapitsi Rangata, Sonali Das, Montaz Ali
{"title":"Analysing Maximum Monthly Temperatures in South Africa for 45 years Using Functional Data Analysis","authors":"Mapitsi Rangata, Sonali Das, Montaz Ali","doi":"10.47654/v24y2020i3p1-27","DOIUrl":"https://doi.org/10.47654/v24y2020i3p1-27","url":null,"abstract":"The paper uses Functional Data Analysis (FDA) to explore space and time variation of monthly maximum temperature data of 16 locations in South Africa for the period 1965 - 2010 at intervals of 5 years. We explore monthly maximum temperature variation by first representing data using the B-spline basis functions. Thereafter registration of the smooth temperature curves was performed. This data was then subjected to analysis using phase-plane plots which revealed the constant shifting of energy over the years analysed. We next applied functional Principal Component Analysis (fPCA) to reduce the dimension of maximum temperature curves by identifying the maximum variation without loss of relevant information, which revealed that the first functional PCA explains mostly summer variation while the second functional PCA explains winter variation. We next explored the functional data using functional clustering using K-means to reveal the spatial location of maximum temperature clusters across the country, which revealed that maximum temperature clusters were not consistent over the 45 years of data analysed, and that the cluster points within a cluster were not necessarily always spatially adjacent. The overall analysis has displayed that maximum temperature clusters have not been static across the country over time. To the best of our knowledge, this the first instance of performing in-depth analysis of maximum temperature data for 16 locations in South Africa using various FDA methods.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"24 1","pages":"1-27"},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70849521","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Foreign Tourism in Andalusia: A Dynamic Panel Data Analysis 安达卢西亚的外国旅游:动态面板数据分析
Advances in Decision Sciences Pub Date : 2020-01-01 DOI: 10.47654/v24y2020i3p110-141
Adrián Mendieta-Aragón, Teresa Garín-Muñoz
{"title":"Foreign Tourism in Andalusia: A Dynamic Panel Data Analysis","authors":"Adrián Mendieta-Aragón, Teresa Garín-Muñoz","doi":"10.47654/v24y2020i3p110-141","DOIUrl":"https://doi.org/10.47654/v24y2020i3p110-141","url":null,"abstract":"This paper studies the main determinants of the inbound international tourism in Andalusia and quantify its incidence. Based on the classical theoretical framework for tourism demand, we incorporate dynamics into the model by adding the lagged dependent variable as an explanatory variable, along with the per capita income of the tourist's country of origin, the relative prices between the origin and destination countries and the cost of travel. The empirical model is applied to a panel data set consisting of 21 countries of origin of the tourists for the period 2008–2018. Data were collected from the Hotel Occupancy Survey (HOS), published by the National Statistics Institute of Spain (INE). The results have been obtained using the GMM DIFF estimator of Arellano and Bond. The parameters estimated reflect a high level of consumer loyalty and the importance of the word-of-mouth effect. Moreover, the income elasticity indicates that the demand for tourism in Andalusia may be considered as a luxury good. Prices have a negative relationship with tourism demand. The cost of travel, which has a negative effect, is statistically significant to explain the number of tourists' arrivals and, however, it is not significant for the overnight stays model.","PeriodicalId":38875,"journal":{"name":"Advances in Decision Sciences","volume":"24 1","pages":"110-141"},"PeriodicalIF":0.0,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70849599","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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