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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
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Identifying historical financial crisis: Bayesian stochastic search variable selection in logistic regressionHo, Chi-San 2009 August 1900 (has links)
This work investigates the factors that contribute to financial crises. We first study the Dow Jones index performance by grouping the daily adjusted closing value into a two-month window and finding several critical quantiles in each window. Then, we identify severe downturn in these quantiles and find that the 5th quantile is the best to identify financial crises. We then matched these quantiles with historical financial crises and gave a basic explanation about them. Next, we introduced all exogenous factors that could be related to the crises. Then, we applied a rapid Bayesian variable selection technique - Stochastic Search Variable Selection (SSVS) using a Bayesian logistic regression model. Finally, we analyzed the result of SSVS, leading to the conclusion that that the dummy variable we created for disastrous hurricane, crude oil price and gold price (GOLD) should be included in the model. / text
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Bayesian and Semi-Bayesian regression applied to manufacturing wooden productsTseng, Shih-Hsien 08 January 2008 (has links)
No description available.
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Real time course of transmitter release of SSVs and LDCVs; SNARE function analysed in synaptobrevin2 and cellubrevin knock out mice / Real time course of transmitter release of SSVs and LDCVs; SNARE function analysed in synaptobrevin2 and cellubrevin knock out mice / Analyse des wahren Zeitverlaufs der Neurotransmitterfreisetzung aus SSVs und LDCVs; Analyse der SNARE-Funktion in Synaptobrevin2- und Cellubrevin-defizienten Mäusen / Analyse des wahren Zeitverlaufs der Neurotransmitterfreisetzung aus SSVs und LDCVs; Analyse der SNARE-Funktion in Synaptobrevin2- und Cellubrevin-defizienten MäusenZhao, Ying 06 November 2003 (has links)
No description available.
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