|
(2008, 12 300 words)
The dissertation investigates whether the volatility models used for the forecasting of two foreign exchange (FX) rates (Euro/USD and USD/JPY) can be applied to risk management. The literature review covers the studies of 16 different models used for FX volatility forecasts including GARCH, SV, VaR, NNR, etc. The models are applied to the analysis of the FX data for the periods of 1998 to 2002 and 2002 to 2003. Conclusions are made about the combination approaches with relation to risk management and forecasting accuracy.
(2008, 2300 words)
The paper presents a forecast Dow Jones Industrial Average index performance. The forecast is based on the macroeconomic variables such as the price of gold and oil, and GDP. The OLS regression is used as a base model for forecasting.
(2007, 3000 words)
This report analyses the processes by which information is collected and managed in an online travel company. The report looks into the specific test case of short-term demand forecasting. The report begins with the description of the objective, and a brief description of the company and its operations to set the scene. Then all relevant sources of information required to aid in decision making for short term demand forecasting is identified and justification is given as to why that information is required, or why information that is deemed required is not included. The types of information gathering techniques used to identify the information required for short term demand forecasting is explained and a sample data set of the information that would be used for short term demand forecasting us collected. Different analytical techniques are used for knowledge discovery from the sample data set. The information that has been gathered is stored in relevant formats and displayed using software packages to achieve different formats of the information. Finally, an assessment of the information requirements of different audiences who will use the information is conducted a method of dissemination is suggested.
(2007, 2000 words)
The following research is devoted to forecasting Dow Jones Industrial Average index performance. The forecast is based on the macroeconomic variables and OLS regression.
(2006, 1800 words)
The analysis of company's financial statements is essential to see the development of company over time, to forecast future potential and to facilitate investors' decision making. However, the analysis has to be presented in the light of internal and external conditions taking place within a business. An application of statistical methods is needed to provide an accuracy of forecast.
(2006, 4700 words)
This paper develops ARIMA, GARCH, EGARCH and the cross product models to forecast Russian Interbank 30 day and 90 day interest rates. The relative performance of the first differenced for stationarity purposes interest rates is then compared using a short-term out of sample forecast. On the basis of forecasting performance ARMA(1,1)-GARCH(1,2) for the 30 day maturity interest rate and AR(1)-GARCH(0,1) for the 90 day maturity are selected.
(2006, 500 words)
The following research provides an example of the seasonal time series data adjustment and implementation of exponential smoothing model that is used for forecasting. The analysis is based on disposable household income in UK.
(2006, 1500 words)
The paper looks at the concept of volatility reviewing theoretical opinions about its importance and examining volatility in the stock market index of Standard & Poor’s (S&P) 500 for daily and weekly data from January 1990 to December 2004.
(2006, 2300 words)
The following research paper is devoted to analysis of the volatility on the financial markets. The analysis is based on univariate time series properties of the Nasdaq Financial Sector index. The data sample for research covers the period from 12/1992 to 12/2005. The research employs ARMA, and GARCH family models and discusses implication of the asymmetric volatility in the financial data, particular focus is given to feedback trading analysis. The step-by-step process of model selection is fully described, which make this paper particular useful for students interested in econometrics.
(2006, 1000 words)
The paper offers a critique of Keynesian theory reviewing the theory of rational expectations (RE) by Muth which claims that by learning the patterns of economic activity one can anticipate and adapt to economic changes avoiding forecasting errors. Implications of the RE model for the government policy are examined; positive and negative aspects of the theory are outlined.
(2005, 3000 words)
The paper analyses the factors behind inflation identifying the main determinants of the UK short run fluctuations in inflation over the past 25 years. Economic theories of inflation are reviewed highlighting the variables of unit wage cost, employment levels, and interest rates and analyzing their correlation and influence on UK inflation rates.
(2003, 3500 words)
The paper investigates the models behind the monthly increase in the number of domestic passengers flying with UK airlines over 1988 – 2001 discussing the autocorrelation functions of stationary and non-stationary models with respect to statistically significant trends (e.g. seasonal differencing). A hypothesis test is conducted to compare the forecast and the actual number of passengers in 2002.
(2005, 1700 words)
Initial data contains the price and the volume share of some product over 26 sequential four-week sales periods. The aim of the work is to predict the sales for the next 4 sales periods by analyzing the given data using the multiplicative time-series decomposition. Descriptive statistics of the initial data is presented, linear trend is defined, and the multiplicative model is fitted to the data resolving the seasonal variations. Precision of the forecast is assessed and the applicability of the methods of forecasting is discussed.
(2004, 2500 words)
The purpose of this assignment is to build a model to forecast changes in 3-month US Treasury bills using ARMA class models. We will produce an estimate of forecasting power using several coefficients. Our analysis will then be extended to incorporating GARCH process into ARMA class models. Following the same procedure we will choose the best performing model. Finally, we will compare between one of the models from ARMA family and another from GARCH incorporated ARMA models.
(2004, 2000 words)
This paper analyses the concept of music piracy, evaluates current state of music piracy and attempts to identify and evaluate future trends in music piracy using forecasting techniques.
(2001, 3000 words)
This report covers: FORECASTING ADVANTAGES, FORECASTING DISADVANTAGES, FORECASTING IN BUSINESSES, FORECASTING IN INTERNATIONAL BUSINESSES, EVALUATION OF THE FORECASTING AND FORECASTING ERRORS. Conclusion: forecasting is important even in a very small business, because it always has to choose the best-suited decision for every situation, only then profit can be obtained. The number of risks nationally working company has are enormous, they include macro and microeconomic factors. When organisation operates on the multination scale the number of uncertainties is even higher, and losses that can occur are of much greater extent. Hence it cannot possibly survive without predicting and having the best knowledge of the future in all the courtiers where it has its businesses.
(2003, 500 words)
Page 2>
|
