Statistics, optimization & information computing最新文献_第4页

Nonconvex Energy Minimization with Unsupervised Line Process Classifier for Efficient Piecewise Constant Signals Reconstruction 基于无监督线性过程分类器的非凸能量最小化算法用于高效分段常量信号重构

Statistics, optimization & information computing Pub Date : 2021-01-30 DOI: 10.19139/SOIC-2310-5070-994

A. Belcaid, M. Douimi

引用次数: 0

The Impact of International Trade on Central Bank Efficiency: An Application of DEA and Tobit Regression Analysis 国际贸易对央行效率的影响:基于DEA和Tobit回归分析的应用

Statistics, optimization & information computing Pub Date : 2021-01-22 DOI: 10.19139/SOIC-2310-5070-1077

Q. Dar, Young-Hyo Ahn, Gulbadin Farooq Dar

{"title":"The Impact of International Trade on Central Bank Efficiency: An Application of DEA and Tobit Regression Analysis","authors":"Q. Dar, Young-Hyo Ahn, Gulbadin Farooq Dar","doi":"10.19139/SOIC-2310-5070-1077","DOIUrl":"https://doi.org/10.19139/SOIC-2310-5070-1077","url":null,"abstract":"The purpose of this study is to introduces a novel methodology to measure the central bank efficiency. The data envelopment analysis (DEA) applies in the combination of three input and two output variables characterizing the economic balance in international trade. Super-efficiency DEA model is applied for ranking & comparing the efficiency of different central banks. In contrast, the Malmquist productivity index (MPI) is used to measure the productivity change over the period of time. Further, the study is extended to quantify the impact of international trade dimension on the efficiency of the central bank by using Tobit regression analysis. Finally, based on our data analysis, we reported that the efficiency changes over the period of time and the total productivity changes significantly due to the technology shift as compared to efficiency change. Additionally, it is also observed that the central bank efficiency is impacted dramatically by the export level of the country as compared to import level, average exchange rate and GDP. It implies that the export level of the country significantly influences the performances of the central bank.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"9 1","pages":"223-240"},"PeriodicalIF":0.0,"publicationDate":"2021-01-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43253340","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

System Maintenance Using Several Imperfect Repairs Before a Perfect Repair 在完全修复之前使用多个不完全修复的系统维护

Statistics, optimization & information computing Pub Date : 2021-01-22 DOI: 10.19139/SOIC-2310-5070-861

H. Smithson, J. Sarkar

引用次数: 2

Hierarchical Forecasting of the Zimbabwe International Tourist Arrivals 津巴布韦国际游客入境人数的分层预测

Statistics, optimization & information computing Pub Date : 2021-01-20 DOI: 10.19139/SOIC-2310-5070-959

T. Makoni, D. Chikobvu, C. Sigauke

{"title":"Hierarchical Forecasting of the Zimbabwe International Tourist Arrivals","authors":"T. Makoni, D. Chikobvu, C. Sigauke","doi":"10.19139/SOIC-2310-5070-959","DOIUrl":"https://doi.org/10.19139/SOIC-2310-5070-959","url":null,"abstract":"The objectives of the paper is to: (1) adopt the hierarchical forecasting methods in modelling and forecasting international tourist arrivals in Zimbabwe;and (2) coming up with Zimbabwe international tourist arrivals Prediction Intervals (PIs) in Quantile Regression Averaging (QRA) to hierarchical tourism forecasts The unavailability of statistical models for Zimbabwe international tourist arrivals that cater for disaggregated tourism data and account for uncertainty due to parameter estimation methods, has resulted in poor marketing strategies, infrastructure and policies targeting wrong tourism groups Furthermore, the country is failing to attract significant Foreign Direct Investment for particular tourist arrivals Zimbabwe’s monthly international tourist arrivals data from January 2002 to December 2018 was used The data set was disaggregated according to the purpose of the visit Three hierarchical forecasting approaches, namely top-down, bottom-up and optimal combination approaches were applied to the data The results showed the superiority of the bottom-up approach over both the top-down and optimal combination approaches Forecasts indicate a general increase in aggregate series The combined methods provide a new insight into modelling tourist arrivals The approach is useful to the government, tourism stakeholders, and investors among others, for decision-making, resource mobilisation and allocation The Zimbabwe Tourism Authority (ZTA) could adopt the forecasting techniques to produce informative and precise tourism forecasts The data set used is before the COVID-19 pandemic and the models indicate what could happen outside the pandemic During the pandemic the country was under lockdown with no tourist arrivals to report on The models are useful for planning purposes beyond the COVID-19 pandemic Copyright © 2021 International Academic Press","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"9 1","pages":"137-156"},"PeriodicalIF":0.0,"publicationDate":"2021-01-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47701700","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: 4

Testing the Number of Components in a Birnbaum-Saunders Mixture Model under a Random Censoring Scheme 随机滤波下Birnbaum-Saunders混合模型的分量数检验

Statistics, optimization & information computing Pub Date : 2021-01-15 DOI: 10.19139/SOIC-2310-5070-919

Walaa A. El-Sharkawy, M. Ismail

引用次数: 1

A New Generalized Cauchy Distribution with an Application to Annual One Day Maximum Rainfall Data 一种新的广义柯西分布及其在年一日最大降雨量数据中的应用

Statistics, optimization & information computing Pub Date : 2021-01-09 DOI: 10.19139/SOIC-2310-5070-1000

Cory Ball, Binod Rimal, Sher B. Chhetri

引用次数: 5

A Full Nesterov-Todd Step Infeasible Interior-point Method for Symmetric Optimization in the Wider Neighborhood of the Central Path. 中心路径宽邻域对称优化的全Nesterov-Todd步不可行的内点法。

Statistics, optimization & information computing Pub Date : 2021-01-01 DOI: 10.19139/soic-2310-5070-1175

G Lesaja, G Q Wang, A Oganian

引用次数: 0

Applications of Some Rating Methods to Solve Multicriteria Decision-Making Problems 若干评价方法在多准则决策问题中的应用

Statistics, optimization & information computing Pub Date : 2020-12-24 DOI: 10.19139/SOIC-2310-5070-750

Joseph Gogodze

引用次数: 0

Modelling Crude Oil Returns Using the NRIG Distribution 用NRIG分布模拟原油收益

Statistics, optimization & information computing Pub Date : 2020-12-24 DOI: 10.19139/SOIC-2310-5070-1025

Knowledge Chinhamu, Nompilo Mabaso, R. Chifurira

{"title":"Modelling Crude Oil Returns Using the NRIG Distribution","authors":"Knowledge Chinhamu, Nompilo Mabaso, R. Chifurira","doi":"10.19139/SOIC-2310-5070-1025","DOIUrl":"https://doi.org/10.19139/SOIC-2310-5070-1025","url":null,"abstract":"Over the past decade, crude oil prices have risen dramatically, making the oil market very volatile and risky; hence, implementing an efficient risk management tool against market risk is crucial. Value-at-risk (VaR) has become the most common tool in this context to quantify market risk. Financial data typically have certain features such as volatility clustering, asymmetry, and heavy and semi-heavy tails, making it hard, if not impossible, to model them by using a normal distribution. In this paper, we propose the subclasses of the generalised hyperbolic distributions (GHDs), as appropriate models for capturing these characteristics for the crude oil and gasoline returns. We also introduce the new subclass of GHDs, namely normal reciprocal inverse Gaussian distribution (NRIG), in evaluating the VaR for the crude oil and gasoline market. Furthermore, VaR estimation and backtesting procedures using the Kupiec likelihood ratio test are conducted to test the extreme tails of these models. The main findings from the Kupiec likelihood test statistics suggest that the best GHD model should be chosen at various VaR levels. Thus, the final results of this research allow risk managers, financial analysts, and energy market academics to be flexible in choosing a robust risk quantification model for crude oil and gasoline returns at their specific VaR levels of interest. Particularly for NRIG, the results suggest that a better VaR estimation is provided at the long positions.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"27 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-12-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83567372","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

Study of Quantile-Based Cumulative Renyi Information Measure 基于分位数的累积人艺信息测度研究

Statistics, optimization & information computing Pub Date : 2020-12-08 DOI: 10.19139/soic-2310-5070-1034

Rekha, Vikas Kumar

引用次数: 0