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Wyszukujesz frazę "Thalassinos, Eleftherios" wg kryterium: Autor


Wyświetlanie 1-2 z 2
Tytuł:
Deterministic chaos and forecasting in Amazon?s share prices
Autorzy:
Hanias, Michael
Tsakonas, Stefanos
Magafas, Lykourgos
Thalassinos, Eleftherios I.
Zachilas, Loukas
Powiązania:
https://bibliotekanauki.pl/articles/22444422.pdf
Data publikacji:
2020
Wydawca:
Instytut Badań Gospodarczych
Tematy:
time series
chaos theory
econophysics
forecasting
Opis:
Research background: The application of non-linear analysis and chaos theory modelling on financial time series in the discipline of Econophysics. Purpose of the article: The main aim of the article is to identify the deterministic chaotic behavior of stock prices with reference to Amazon using daily data from Nasdaq-100. Methods: The paper uses nonlinear methods, in particular chaos theory modelling, in a case study exploring and forecasting the daily Amazon stock price. Findings & Value added: The results suggest that the Amazon stock price time series is a deterministic chaotic series with a lot of noise. We calculated the invariant parameters such as the maxi-mum Lyapunov exponent as well as the correlation dimension, managed a two-days-ahead forecast through phase space reconstruction and a grouped data handling method.
Źródło:
Equilibrium. Quarterly Journal of Economics and Economic Policy; 2020, 15, 2; 253-273
1689-765X
2353-3293
Pojawia się w:
Equilibrium. Quarterly Journal of Economics and Economic Policy
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Measuring active ageing within the European Union: implications on economic development
Autorzy:
Thalassinos, Eleftherios
Cristea, Mirela
Noja, Gratiela Georgiana
Powiązania:
https://bibliotekanauki.pl/articles/22446397.pdf
Data publikacji:
2019
Wydawca:
Instytut Badań Gospodarczych
Tematy:
Active Ageing Index
European Union
economic development
labour market
macro-econometric modelling
Opis:
Research background: The ageing phenomenon undermines the stability and equilibrium of the labour market and it affects the economic development of countries, as well as the welfare of older people aged over 65 years. Purpose of the article: Against this background, our research is conducted to assess the specific ways in which active ageing (measured through the active ageing index ? AAI), correlated with other economic and labour market credentials, would impact the economic development of EU Member States. Methods: The research methodology consists of two econometric procedures, namely (i) cluster analysis performed on EU?28 countries to configure congruent groups according to similar features of the active ageing (measured through the Active Ageing Index ? AAI) and Gross Domestic Product (GDP) levels, respectively (ii) panel data analysis, applied distinctly on two panels, EU?15 (old) and EU?13 (new), relying on four macro-econometric models (robust regression, panel corrected standard errors, spatial lag and spatial error), in order to test the direct influences of AAI and other economic and social selected variables on economic development. The analysis is made for the 2010?2018 lapse of time, by capturing all the available data for the AAI as reported by the European Commission. Findings & Value added: The results highlight important dissimilarities between the EU countries that require a rethinking of policies for the active ageing population support. Thereby, constant policy rethinking, adequate strategies, measures and tools for the active ageing population support become outlier keystones that entail a successful integration of the older people within all life dimensions.
Źródło:
Equilibrium. Quarterly Journal of Economics and Economic Policy; 2019, 14, 4; 591-609
1689-765X
2353-3293
Pojawia się w:
Equilibrium. Quarterly Journal of Economics and Economic Policy
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-2 z 2

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