Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Results found: 2

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  trend estimation
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1
Publication available in full text mode
Content available

Analysis of the Private Security Sector Trend in Romania

100%
Carutasu V., Carutasu D., Virca I., Giurgiu L.
Security Dimensions: International & National Studies
|
2017
|
vol. 22(22)
56-77
EN
This paper aims to make an analysis of the private security sector evolution in Romania. The analysis is conducted for the period 2005‒2015 and it aims at a number of core indicators for this sector, such as the average gross monthly income, number of companies, number of employees and turnover. Other important indicators for the sector could have been analyzed, but due to the lack of official information about them, they were not considered. The objectives pursued by this study refer to the trend estimation for the mentioned indicators and building a more accurate picture of this sector in Romania and its future. The problem of determining the trend of a particular statistical indicator is not simple, certain functions available in Excel being used in this study.
2
Publication available in full text mode
Content available

FILTRACJA FINANSOWYCH SZEREGÓW CZASOWYCH METODAMI NIEUJEMNEJ FAKTORYZACJI MACIERZY

75%
Szupiluk R., Rubach P.
Metody Ilościowe w Badaniach Ekonomicznych
|
2018
|
vol. 19
|
issue 3
284-292
PL
W niniejszym artykule przedstawimy metodę wielowy¬miarowej filtracji do eliminacji szumów oraz estymacji trendów z finansowych szeregów czasowych. Jednym z istotnych elementów procesu filtracji będzie dekompozycja szeregów czasowych przy wykorzystaniu nieujemnej faktoryzacji macierzy. Prezentowana metoda może być wykorzystana w wielu praktycznych obszarach finansów i zarządzania jak analiza techniczna rynków, systemy inwestycyjne czy modele ryzyka.
EN
In this paper, we will present a method of multivariate filtration that may be used to eliminate noise and estimate trends in financial time-series. A significant element of the filtration process is the decomposition of time-series using nonnegative matrix factorization. The presented method may be applied in many practical aspects of finance and management, in particular for use in technical analysis of financial markets, trading systems or risk models.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.