Beklentilerin Ekonomi Uzerine Etkileri: MS-VAR Yaklasimi

Calismanin temel amaci, coklu denge baglaminda beklentinin, belirsizligin ve inancin ekonomi uzerindeki etkisini olcmektir. Bu cercevede, Hamilton (1989) tarafindan gelistirilen, ekonometrik uygulamalarda yaygin olarak kullanilan ve rejim degisim modeli olarak bilinen Markov degisim modeline iliskin kuramsal cercevenin incelenmesi ve soz konusu dogrusal olmayan zaman serisi modelinin Krolzig (1997) tarafindan gelistirilen cok degiskenli versiyonunun (MS-VAR) Turkiye icin uygulanmasini icermektedir. Beklentinin ekonomi uzerindeki etkisini test etmek icin Sanayi Uretim Endeksi (SUE), Reel Kesim Guven Endeksi (RKGE) ve Istanbul Menkul Kiymetler Borsasi Ulusal 100 Endeksinden (IMKB) hareket edilecektir. Oncelikle degiskenlere derinlik, diklik ve keskinlik asimetrileri uygulanacaktir. Daha sonra ise MS-VAR modeli baglaminda iki ayrý model kullanilarak, beklentinin ve inancin ekonomi uzerindeki etkisi analiz edilecektir.MS-VAR, Beklentiler

Primjena statističkih metoda u optimizaciji marketinških aktivnosti u maloprodaji

Marketinške aktivnosti u maloprodaji bitna su komponenta i veći dio troška marketinške strategije poduzeća. Vrlo je korisno imati sustave koji bi mogli pomoći pri procjeni učinkovitosti specifične marketinške aktivnosti. U ovom radu ostvaren je model za predviđanje ishoda (zarade) uzevši u obzir karakteristike marketinške aktivnosti. Dan je osvrt na dvije metode iz područja matematičke statistike i strojnog učenja. Opisan je model linearne regresije i aditivnih stabala te je za svaki opisana metoda učenja. Dana je i usporedba između više inačica ostvarenih modela te je naposljetku vrednovana korisnost najbolje inačice.Marketing activities in retail are an important component and major cost in marketing strategy of a company. It is very useful to have systems which are capable of estimating the outcome of a specific marketing activity. This thesis describes the model for predicting the outcome (yield) of a marketing activity by taking all of its characteristics into account. Two methods from the field of mathematical statistics and machine learning are described. Linear regression and additive trees models are covered and for each a description of learning methods is given. Comparison between several implemented models is given and evaluation of usefulness is done for the best model

INFORMATICS SUBJECTS’ CONNECTION WITH TEACHABLE SPECIALTY IN LATVIA AND WORLD

The question is solved in the article what to evaluate connection with specialty of the subjects of informatics. The course descriptions are given in the internet. The authors offer variant what evaluate course descriptions by 3 score system. The lecturers’ produced materials show more demonstrative connection with specialty. The authors show what we need regard evaluating and offer evaluation methodic by 5 score system. The criterions are offered what to evaluate if methodic works right. The viewpoint based with research between students

The Relationship Between Stock Prices and Exchange Rates: An Empirical Study on Emerging Markets

This study aims to determine whether the traditional or portfolio approach is relevant for developing countries, by using the relationship between stock prices and exchange rates. For this purpose, cointegration (Pesaran et al., 2001) and causality tests (Toda Yamamoto, 1995) are used to examine the relationship between stock prices and exchange rates using monthly data from 13 developing countries. There is a negative relationship between the variables in the long-run, in 6 countries. There is a casual relationship in 8 countries, for 5 countries there is uni-directional causality running from stock prices to exchange rate, for 3 countries there is bi-directional causality between the variables. These findings can be interpreted as the relevance of the portfolio approach in the developing countries examinedExchange Rates, Stock Prices, Bounds Test, Toda Yamamoto Causality

A Componential Analysis of Gender Differences in Scientific Creativity

In this study, an investigation was carried out to explore if there were any gender differences in scientific creativity and its components. Par-ticipants included 704 sixth grade students who applied to the Education Programs for Talented Students (EPTS) at Anadolu University in the City of Eskişehir in Turkey. Of the total sam-ple, 345 were female and 359 were male. Stu-dents’ scientific creativity was measured using the Creative Scientific Ability Test (C-SAT). It measures fluency, flexibility and creativity and hypothesis generation, hypothesis testing and evidence evaluation. The analysis showed that male students scored significantly higher on fluency and creativity and hypothesis genera-tion components of scientific creativity. Alt-hough male students had higher scores on flex-ibility, hypothesis testing and evidence evalua-tion components too, the differences between the groups were not significant. The findings shows that gender differences in scientific crea-tivity in childhood and adolescence might re-sult from differences in some particular pro-cesses

Primjena statističkih metoda na analizu utjecaja demografskih varijabli u maloprodaji

Prvi cilj ovoga rada je teorijski predstaviti model višestruke linearne regresije kao i metode odabira podskupa i metode sažimanja koje se koriste za njegovo poboljšanje. Kako bismo to napravili, rad smo započeli s teorijskom obradom modela jednostruke linearne regresije. Drugi je cilj pokušati statistički opisati vezu između godišnje prodaje određenog proizvoda i demografskih čimbenika. U tu smo svrhu koristili metodu višestruke linearne regresije koju smo prethodno teorijski obradili. Podaci su prvo prilagođeni, a nakon toga je provedena opisna statistika, modeliranje podataka i analiza modela. Na kraju rada iskazan je zaključak o optimalnosti korištenja modela linearne regresije za dane podatke.The first goal of this paper is to theoretically present the multiple linear regression model as well as the subset selection methods and the shrinkage methods that are used for its improvement. In order to do so, we have started the paper with theoretical analysis of a univariate linear regression model. The second goal is to try to describe the relationship between annual sales of a particular product and demographic factors. For this purpose, we used the method of multiple liner regression which we have previously theoretically presented. Data was first adjusted, and then descriptive statistics, data modeling, and model analysis were performed. At the end of the paper, a conclusion was reached on the optimum utilization of linear regression model for given data

Liquidity and Market Microstructure Noise: Evidence from the Pekao Data

The availability of ultra-high frequency data justifies the use of a continuous-time approach in stock prices modeling. However, this data contain, apart from the information about the price process, a microstructure noise causing a bias in the realized volatility. This noise is connected with all the reality of trade. In the paper we separate the microstructure noise from the price process and determine the noise to signal ratio for the estimates of the realized volatility in the case of the shares of the Polish company Pekao S.A. The results are used to discover the optimal sampling frequency for the realized volatility calculation. Moreover, we check the linkages between the noise and some liquidity measures.market microstructure, volatility, realized variance, liquidity, stock market, trading volume, high frequency data

Pikosekunžu precizitātes laika intervālu mērīšanas un analīzes skaitlisko metožu izstrāde satelītu lāzerlokācijā pielietojumam

Lāzerlokācijas metožu izmantošana zinātniskās programmās, kuras saistītas ar globālās ģeocentrisko koordinātu sistēmas definēšanu, Zemes rotācijas tekošo parametru noteikšanu, Zemes polu kustības mērījumiem, kontinentu dreifa noteikšanu, iespējamo zemestrīču prognozēšanu, prasa ļoti augstas precizitātes (0.5-2 cm) satelītu attālumu mērījumu rezultātus. Eksistējošie lāzeru tālmēri, daudzos gadījumos, nepilnīgi atbilst šīm prasībām, dodot precizitāti ap 4 cm. Risinot minētos lokācijas uzdevumus, liela loma ir laika intervālu analizatoru augstai izšķiršanas spējai. Satelītu lokācijā laika intervāla atsevišķa mērījuma vidējā kvadrātiskā kļūda nedrīkst pārsniegt dažus desmitus pikosekunžu, pie intervālu garuma no dažiem desmitiem līdz simtiem milisekunžu. Promocijas darbā izstrādātas un izpētītas signālu apstrādes un analīzes skaitliskās metodes, kuras ļauj uzlabot lāzerlokācijas sistēmu precizitāti un izšķiršanas spēju. ABSTRACT: Laser ranging methods and svstems, used for observation of artificial geodetic satellites or for early prediction of earthquakes, have to satisfy high accuracy requirements. The root-mean-square errors in distance measurements of this kind actually should not exceed 0.5-2 cm. The problem is that the existing laser range-finders do not meet these requirements. Their errors usually are approximately 4 cm. It is shown that to resolve the mentioned laser ranging problem, the time interval measurements have to carried out with a very high resolution and precision. For the satellite laser ranging, the root-mean-square error of single-shot measurements should not exceed tens of picoseconds in a range of time intervāls measured in tens and hundreds of milliseconds. These thesis are dedicated to development and investigation of digital methods for processing and analysis of laser ranging signāls in order to increase the precision and resolution of the considered laser ranging systems