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ECONVN 2018: Ho Chi Minh City, Vietnam
- Ly Hoang Anh, Le Si Dong, Vladik Kreinovich, Nguyen Ngoc Thach:
Econometrics for Financial Applications, ECONVN 2018, International Econometric Conference of Vietnam, Ho Chi Minh, Vietnam, 15-16 January, 2018. Studies in Computational Intelligence 760, Springer 2018, ISBN 978-3-319-73149-0
General Theory
- William M. Briggs:
Testing, Prediction, and Cause in Econometric Models. 3-19 - Genshiro Kitagawa:
Information Criteria for Statistical Modeling in Data-Rich Era. 20-43 - Hung T. Nguyen, Le Si Dong:
An Invitation to Quantum Econometrics. 44-62 - Charles Andoh, Lord Mensah, Francis Atsu:
GL^+ G L + and GL^- G L - Regressions. 63-77 - Michael Beer, Zitong Gong, Ingo Neumann, Songsak Sriboonchitta, Vladik Kreinovich:
What If We Do Not Know Correlations? 78-85 - Thongchai Dumrongpokaphan, Vladik Kreinovich:
Markowitz Portfolio Theory Helps Decrease Medicines' Side Effect and Speed up Machine Learning. 86-93 - Darunee Hunwisai, Poom Kumam, Wiyada Kumam:
A Method for Optimal Solution of Intuitionistic Fuzzy Transportation Problems via Centroid. 94-114 - Wachirapong Jirakitpuwapat, Poom Kumam:
The Generalized Diffie-Hellman Key Exchange Protocol on Groups. 115-119 - Radim Jirousek, Prakash P. Shenoy:
Combination and Composition in Probabilistic Models. 120-133 - Vladik Kreinovich, Anh Hoang Ly, Olga Kosheleva, Songsak Sriboonchitta:
Efficient Parameter-Estimating Algorithms for Symmetry-Motivated Models: Econometrics and Beyond. 134-145 - Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta:
Quantum Ideas in Economics Beyond Quantum Econometrics. 146-151 - Anh Hoang Ly, Michael Zakharevich, Olga Kosheleva, Vladik Kreinovich:
An Ancient Bankruptcy Solution Makes Economic Sense. 152-160 - Patcharee Maneerat, Sa-Aat Niwitpong, Suparat Niwitpong:
Confidence Intervals for the Ratio of Means of Delta-Lognormal Distribution. 161-174 - Akira Namatame:
Modeling and Simulation of Financial Risks. 175-185 - Thach Ngoc Nguyen, Olga Kosheleva, Vladik Kreinovich:
Maximum Entropy Beyond Selecting Probability Distributions. 186-195 - Sa-Aat Niwitpong:
Confidence Intervals for Functions of Signal-to-Noise Ratios of Normal Distributions. 196-212 - Vilém Novák:
Fuzzy vs. Probabilistic Techniques in Time Series Analysis. 213-234 - Martha Osegueda Escobar, Vladik Kreinovich, Thach Ngoc Nguyen:
Is It Legitimate Statistics or Is It Sexism: Why Discrimination Is Not Rational. 235-242 - Irina Perfilieva:
Dimensionality Reduction by Fuzzy Transforms with Applications to Mathematical Finance. 243-254 - Luckhana Saothayanun, Warisa Thangjai:
Confidence Intervals for the Signal to Noise Ratio of Two-Parameter Exponential Distribution. 255-265 - Stephen Schön, Gaël Kermarrec, Boris Kargoll, Ingo Neumann, Olga Kosheleva, Vladik Kreinovich:
Why Student Distributions? Why Matern's Covariance Model? A Symmetry-Based Explanation. 266-275 - Narudee Smithpreecha, Sa-Aat Niwitpong, Suparat Niwitpong:
Confidence Intervals for Common Mean of Lognormal Distributions. 276-289 - Apirak Sombat, Teerapol Saleewong, Poom Kumam:
Perspectives and Experiments of Hybrid Particle Swarm Optimization and Genetic Algorithms to Solve Optimization Problems. 290-297 - Warisa Thangjai, Sa-Aat Niwitpong, Suparat Niwitpong:
Simultaneous Confidence Intervals for All Differences of Means of Two-Parameter Exponential Distributions. 298-308 - Claudia Yeap, S. T. Boris Choy, S. Simon Kwok:
The Skew-t Option Pricing Model. 309-326 - Noppadon Yosboonruang, Sa-Aat Niwitpong, Suparat Niwitpong:
Confidence Intervals for the Coefficient of Variation of the Delta-Lognormal Distribution. 327-337
Fixed-Point Theory
- Muhammad Usman Ali, Arslan Hojat Ansari, Konrawut Khammahawong, Poom Kumam:
Best Proximity Point Theorems for Generalized \alpha α - \psi ψ -Proximal Contractions. 341-352 - Muhammad Usman Ali, Khanitin Muangchoo-in, Poom Kumam:
Zeroes and Fixed Points of Different Functions via Contraction Type Conditions. 353-359 - Umar Yusuf Batsari, Poom Kumam:
A Globally Stable Fixed Point in an Ordered Partial Metric Space. 360-368 - Aziz Khan, Kamal Shah, Poom Kumam, Wudthichai Onsod:
An (\alpha , \vartheta ) ( α , ϑ ) -admissibility and Theorems for Fixed Points of Self-maps. 369-380 - Nuttapol Pakkaranang, Phanuphan Kewdee, Poom Kumam, Piyachat Borisut:
The Modified Multi-step Iteration Process for Pairwise Generalized Nonexpansive Mappings in CAT(0) Spaces. 381-393
Applications
- Anh T. M. Vu, Thong P. Le, Thanh D. X. Duong, Tai T. Nguyen:
Interbank Contagion: An Agent-Based Model for Vietnam Banking System. 397-420 - Bui Hoang Ngoc, Dang Bac Hai, Truong Hoang Chinh:
Assessment of the Should be Effects of Corruption Perception Index on Foreign Direct Investment in ASEAN Countries by Spatial Regression Method. 421-429 - Bui Huy Khoi, Ngo Van Tuan:
Using SmartPLS 3.0 to Analyse Internet Service Quality in Vietnam. 430-439 - Somsak Chanaim, Chatchai Khiewngamdee, Songsak Sriboonchitta, Chongkolnee Rungruang:
A Convex Combination Method for Quantile Regression with Interval Data. 440-449 - Hai Huu Do, Minh Hai Nguyen, Nguyen Van Tien:
The Influence of Corporate Culture on Employee Commitment. 450-465 - Dung Tien Nguyen, Son Phuc Nguyen, Thien Dinh Nguyen, Uyen Hoang Pham:
On a New Calibrated Mixture Model for a Density Forecast of the VN30 Index. 466-473 - Ha Che-Ngoc, Tai Vo-Van, Quoc-Chanh Huynh-Le, Vu Ho, Thao Nguyen-Trang, Minh-Tuyet Chu-Thi:
An Improved Fuzzy Time Series Forecasting Model. 474-490 - Le Hoang Phong, Ho Hoang Gia Bao, Dang Thi Bach Van:
Testing J-Curve Phenomenon in Vietnam: An Autoregressive Distributed Lag (ARDL) Approach. 491-503 - Hieu T. Nguyen, Phuong N. U. Tran, Quang Nguyen:
An Analysis of Eigenvectors of a Stock Market Cross-Correlation Matrix. 504-513 - Ly Hoang Anh, Tran Quoc Thinh:
Factors Impacting Tax Revenue of Southeast Asian Countries. 514-530 - Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta:
Mixed-Copulas Approach in Examining the Relationship Between Oil Prices and ASEAN's Stock Markets. 531-541 - Ngoc Kim Khanh Nguyen, Quang Nguyen:
Resilience of Stock Cross-Correlation Network to Random Breakdown and Intentional Attack. 553-561 - Nguyen Chi Duc, Ho Thuy Ai:
Constructing a Financial Stress Index for Vietnam: An Application of Autoregressive Conditional Heteroskedastic Models. 562-583 - Tuyen L. Nguyen, Anh H. Le, Dao M. Tran:
Bank Competition and Financial Stability: Empirical Evidence in Vietnam. 584-596 - Minh Hai Nguyen, Hai Huu Do, Nguyen Manh Hung:
Analysing the Effects of the Exporting on Economic Growth in Vietnam. 597-610 - Nguyen Ngoc Thach, Nguyen Van Diep:
The Impact of Supermoon on Stock Market Returns in Vietnam. 611-623 - Nguyen Ngoc Thach, Tran Thi Kim Oanh:
Capital Structure of the Firms in Vietnam During Economic Recession and Economic Recovery: Panel Vector Auto-regression (PVER) Approach. 624-638 - Phung T. K. Nguyen, Hac D. Le, Hang T. T. Hoang:
The Efficient Sterilization of Central Bank: Suitable Estimation Method. 639-647 - Nguyen Thi Loan, Le Dinh Hac, Nguyen Viet Hong Anh:
Application of Statistical Methods for Tax Inspection of Enterprises: A Case Study in Vietnam. 648-655 - Nguyen Thi Loan, Nguyen Viet Hong Anh, Pham Phu Quoc:
Detecting Corporate Income Tax Non-compliance from Financial Statements: A Case Study of Vietnam. 656-672 - Nguyen Trung Hung, Nguyen Ngoc Thach, Le Hoang Anh:
GARCH Models in Forecasting the Volatility of the World's Oil Prices. 673-683 - Natnicha Nimmonrat, Pathairat Pastpipatkul, Woraphon Yamaka, Paravee Maneejuk:
Price Transmission Mechanism for Natural Gas in Thailand. 684-697 - Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta:
Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions. 698-711 - Pham Dinh Long, Bui Quang Hien:
Determinants and Stability of Demand for Money in Vietnam. 712-726 - Pham Dinh Long, Luong Cong Hoang:
The Effects of Foreign Bank Entry, Deregulation on Bank Efficiency in Vietnam: Stochastic Frontier Analysis Approach. 727-743 - An H. Pham, Loan K. T. Vo, Cuong K. Q. Tran:
The Impact of Ownership on Net Interest Margin of Commercial Bank in Vietnam. 744-751 - Pham Quoc Hai, Truong Thuy Lan Ngoc, Bui Do Thanh Phuong:
An Alternate Internal Credit Rating System for Construction and Timber Industries Using Artificial Neural Network - Case Study of Bank for Development and Investment. 752-791 - Pham Thi Hoang Anh:
Zero Interest Rate for the US Dollar Deposit and Dollarization: The Case of Vietnam. 792-809 - Pham Thi Tuyet Trinh, Le Phan Ai Nhan:
Foreign Reserve Accumulation and Sterilization Effectiveness in Vietnam. 810-830 - Pham Van Kien, Nguyen Ngoc Thach:
A Study on Optimal Outsourcing Service Nation in the East and Southeast Asian Region: A Comparison Between AHP and Fuzzy AHP Approach. 831-858 - Varith Pipitpojanakarn, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta:
Expectile Kink Regression: An Application to Service Sector Output. 859-869 - Tanarat Rattanadamrongaksorn, Duangthip Sirikanchanarak, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Adjusting Beliefs via Transformed Fuzzy Prices. 870-889 - Bao Quoc Ta, Dong S. Le, Minh B. Ha, Xuan D. Tran:
On Characterizations of Bivariate Schur-constant Models and Applications. 890-901 - Roengchai Tansuchat, Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta:
Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model. 902-915 - Karn Thamprasert, Pathairat Pastpipatkul, Woraphon Yamaka:
Interval-Valued Estimation for the Five Largest Market Capitalization Stocks in the Stock Exchange of Thailand by Markov-Switching CAPM. 916-925 - Thanh D. Nguyen, Phuc A. Huynh:
The Roles of Perceived Risk and Trust on E-Payment Adoption. 926-940 - Thi Kim Dung Nguyen:
Modelling Exchange Rate Volatility Using GARCH Model: An Empirical Analysis for Vietnam. 941-952 - Toan Luu Duc Huynh, Sang Phu Nguyen, Duy Duong:
Pricing Assets with Higher Co-moments and Value-at-Risk by Quantile Regression Approach: Evidence from Vietnam Stock Market. 953-986 - Toan Luu Duc Huynh, Sang Phu Nguyen, Duy Duong:
Contagion Risk Measured by Return Among Cryptocurrencies. 987-998 - Tran Anh Tung, Pham Van Kien, Ho Thanh Phong:
The Effect of Macroeconomic Factors on Investor Purchase Decision: The Case Study of HOSE. 999-1013 - Tuyen H. Tran:
The Inflation-Economic Growth Relationship: Estimating the Inflation Threshold in Vietnam. 1014-1034 - Tran Quoc Thinh:
Factors Affecting the Level of Financial Information Transparency - Evidence from Top 30 Listed Companies in Singapore, Philippines, and Vietnam. 1035-1045 - Huong Thi Thanh Tran, Huyen Thanh Hoang:
Evaluating the Impact of Factors on the Shift of Economic Structure in Vietnam. 1046-1060 - M. A. Truong Thiet Ha:
Testing the Evidence of Purchasing Power Parity for Southeast Asia Countries. 1061-1077
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