Combinação de Previsões de Volatilidade: Um Estudo

A avaliação de técnicas de combinação de previsões para previsão de valores esperados de uma série é um tópico bastante difundido, com a recomendação do uso de tais técnicas para previsão. Por outro lado, não há estudos comparativos do desempenho de combinação de previsões para previsão de volatilidade condicional, em relação a modelos individuais univariados. Comparando os modelos da família GARCH, de Alisamento Exponencial e o de Volatilidade Estocástica e técnicas de combinação por média aritmética, combinação de pesos fixos proposta por Granger e Ramanathan (1984) e a técnica de combinação com pesos móvel de Terui e Dijk (2002) para Ibovespa, Dow Jones e IGP-M, concluímos que os modelos de combinação de previsão apresentam melhores resultados em termos de MSE, MAPE e Theil-U para todas as séries, com destaque para o modelo de pesos fixos via regressão e o de pesos móveis.Volatilidade Condicional, Combinação de Previsões

Magyar Mesterséges Intelligencia Bibliográfia : Válogatás az 1988-96 között (esetenként korábban) megjelent publikációkból

Tartalom: referált folyóiratokban, konferencia kiadványokban, tanulmánykötetekben megjelent dolgozatok, könyvek, tankönyvek, disszertációk referenciáit, közel 190 magyar szerző/társszerző 400 (tárgyszavazott) dolgozatát tartalmazza. Függelékében az Új ALAPLAP folyóirat Jakab Ágnes által szerkesztett TUDÁSTECHNOLÓGIA c. tematikus MI-sorozat dolgozatainak jegyzéke található. Az anyagok az NJSZT által Budapesten szervezett ECAI’96 konferenciát kísérő kiállításra készültek. A Bibliográfia és a hozzá kapcsolódó Reprint Gyűjtemény az NJSZT standján volt kiállítva, míg az OMIKK adatbázisában való keresést egy oda kihelyezett terminál biztosította. A tárgyszavazást és az adatfelvitelt Kladiva Ottmár (OMIKK) irányította

Development of AIDA v4.3b diabetes simulator: Technical upgrade to support incorporation of lispro, aspart, and glargine insulin analogues

Introduction. AIDA is an interactive educational diabetes simulator available on the Internet without charge since 1996 (accessible at: http://www.2aida.org/). Since the program’s original release, users have developed new requirements, with new operating systems coming into use and more complex insulin management regimens being adopted. The current work has aimed to design a comprehensive diabetes simulation system from both a clinical and information technology perspective. Methods. A collaborative development is taking place with a new generic model of subcutaneous insulin absorption, permitting the simulation of rapidly-acting and very long-acting insulin analogues, as well as insulin injections larger than 40 units. This novel, physiological insulin absorption model has been incorporated into AIDA v4. Technical work has also been undertaken to install and operate the AIDA software within a DOSBox emulator, to ensure compatibility with Windows XP, Vista and 7 operating systems as well as Apple Macintosh computers running Parallels PC emulation software. Results. Plasma insulin simulations are demonstrated following subcutaneous injections of a rapidly-acting insulin analogue, a short-acting insulin preparation, intermediate-acting insulin, and a very long-acting insulin analogue for injected insulin doses up to 60 units of insulin. Discussion. The current work extends the useful life of the existing AIDA v4 program.Lehmann, ED.; Tarín, C.; Bondía Company, J.; Teufel, E.; Deutsch, T. (2011). Development of AIDA v4.3b diabetes simulator: Technical upgrade to support incorporation of lispro, aspart, and glargine insulin analogues. Journal of Electrical and Computer Engineering. 2011:1-17. doi:10.1155/2011/427196S1172011Lehmann, E. D. (1996). 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