1,721,006 research outputs found
La progettazione della qualità attraverso l’analisi di strutture informative differenti
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An Integrated Approach for the Analysis of the Term Frequency - Inverse Document Frequency Matrix
No full textForecasting human development with an improved Theta method based on forecast combination
No full textForecasting human development is important for tracking sustainable growth and societal progress. However, this task presents statistical challenges. The primary difficulty is the limited nature of the available data, which is a typical problem encountered in forecasting many social time series. In this paper, we propose a novel approach for forecasting short time series based on the Theta method. The classical Theta method decomposes the time series into trend and short-run components. We propose an improved version of the Theta method, called θ-comb, based on the combination of alternative forecasts for the short-run component. We apply the proposed method to forecast worldwide human development, measured with the Human Development Index, from 1990 to 2022. The results show that the θ-comb method significantly improves the out-of-sample accuracy in comparison to existing approaches
Time series clustering for high-dimensional portfolio selection: a comparative study
No full textIn high-dimensional portfolio selection, traditional asset allocation techniques often yield suboptimal results out-of-sample, while equally weighted portfolios have shown better performances in such scenarios. To leverage the advantages of diversification while addressing the curse of dimensionality, we turn to clustering techniques. Specifically, we explore the application of k-means clustering for time series, which offers a clear financial interpretation as the prototype of each cluster represents an equally weighted portfolio of the assets within the cluster. In this paper, we conduct a comprehensive comparison of various time series clustering techniques in the context of portfolio performance. By evaluating the out-of-sample performance of portfolios constructed using different clustering approaches, we aim to identify the most effective method for investment purposes
A New Technique for Dealing with Complex Stimuli in Conjoint Analysis
Full text linkThis paper deals with the problem of a large number of multi-attributes stimuli in Conjoint Analysis. The aim of this paper is to critically discuss some specific aspects of the bridging technique originally proposed by Bretton and Clark and to propose an innovative approach based on the same philosophy but on a different estimation method. The new technique is based on several estimation steps. It is able to make the most of the orthogonality properties related to the experimental designs. Furthermore, a validation procedure for the bridging results has been proposed. This procedure allows answering to the general question on the reliability of performing a bridging technique
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