A simple linear regression is commonly used as a practical predictive model on a used car
price. It is a useful model which carry smaller prediction errors around its central mean …

A simple linear regression is commonly used as a practical predictive pricing model of used
cars. The concept of maximum predictive pricing or efficient frontier model is a popular …

This research employs a vector autoregression (VAR) analysis to explore the volatility and
dynamic interactions between stock, commodity, and cryptocurrency markets. It focuses on …

The purpose of this study is to investigate the linear and nonlinear response of stock market
segments to gold, currency and oil price movements. The statistical population of the study is …

A common method to study the dynamic behavior of macroeconomic variables is using
linear time series models; however, they are unable to explain nonlinear behavior of the …

One of the most important problems in portfolio selection models is the ability to provide the
optimal number of each share. Therefore, in some cases, it interferes with portfolio …

In this paper we intend to examine the application of Kullback-Leibler, Hellinger and LINEX
loss function in Dynamic Linear Model using the real price of oil for 106 years of data from …

بسیاری از مشکلات بهینه سازی سبد سرمایه گذاری با تخصیص دارایی هایی که قیمت نسبتاً
بالایی در بازار دارند، درگیر هستند. بنابراین، هنگام مواجهه با مسائل بهینه سازی پرتفوی، باید …‎