STOCHASTIC MODELING OF THE OPTIMAL CREDIT STRATEGY FOR THE ENTERPRISE WITH INCOME LIMITATIONS

Artículos similares

A Day-Ahead Photovoltaic Power Prediction via Transfer Learning and Deep Neural Networks

Acceso

Seyed Mahdi Miraftabzadeh, Cristian Giovanni Colombo, Michela Longo and Federica Foiadelli

Climate change and global warming drive many governments and scientists to investigate new renewable and green energy sources. Special attention is on solar panel technology, since solar energy is considered one of the primary renewable sources and solar... ver más

Revista: Forecasting

Prevalence and Economic Costs of Absenteeism in an Aging Population?A Quasi-Stochastic Projection for Germany

Acceso

Patrizio Vanella, Christina Benita Wilke and Doris Söhnlein

Demographic change is leading to the aging of German society. As long as the baby boom cohorts are still of working age, the working population will also age?and decline as soon as this baby boom generation gradually reaches retirement age. At the same t... ver más

Revista: Forecasting

Event-Based Evaluation of Electricity Price Ensemble Forecasts

Acceso

Arne Vogler and Florian Ziel

The present paper considers the problem of choosing among a collection of competing electricity price forecasting models to address a stochastic decision-making problem. We propose an event-based evaluation framework applicable to any optimization proble... ver más

Revista: Forecasting

Bootstrapping Time-Varying Uncertainty Intervals for Extreme Daily Return Periods

Acceso

Katleho Makatjane and Tshepiso Tsoku

This study aims to overcome the problem of dimensionality, accurate estimation, and forecasting Value-at-Risk (VaR) and Expected Shortfall (ES) uncertainty intervals in high frequency data. A Bayesian bootstrapping and backtest density forecasts, which a... ver más

Revista: International Journal of Financial Studies

Coupling a Neural Network with a Spatial Downscaling Procedure to Improve Probabilistic Nowcast for Urban Rain Radars

Acceso

Marino Marrocu and Luca Massidda

Rainfall forecasting plays a key role in mitigating environmental risks in urban areas, which are subject to increasing hydrogeological risk due to transformations in the urban landscape. We present a new technique for probabilistic precipitation nowcast... ver más

Revista: Forecasting

Artículos similares

Revistas destacadas