Last Thursday (Feb 28th) Tesla introduced their highly expected $35k Model 3! The Standard Range Model 3 has 220 miles of range, a top speed of 130 mph, and 0-60 mph acceleration of 5.6. At the same time, they introduced the Standard Range Plus, revisited a bunch of prices and announ...
The filtering of the residuals from the Great Inflation model through the fitted Great Moderation model represents an alternative view of the economy within a broader historical simulation, filtering, and forecasting framework. For example, although the analysis in this example uses GDP, the analysis ...
This caused a dive in oil demand and a historical low spot price was recorded (below USD 20 per barrel). Since then (from mid 2020 to 2022), oil prices have seen an increasing trend due to many factors, but most importantly, OPEC’s reduction of crude supply and the Russian invasion ...
In this phase, historical annual climate data from land locations is compared to critical temperature values for crops to see if the required temperatures for each crop are present over its whole cultivation period, and hence its suitability for cultivation. The third stage is optimization phase, ...
The model was developed by Nobel laureates Eugene Fama and his colleague Kenneth French in the 1990s. The model is essentially the result of an econometric regression of historical stock prices. Investopedia / Joules Garcia Understanding the Fama and French Three Factor Model ...
Econometrics methods estimate economic relationships based on historical data and assume that future relationships can be derived, drawing on these estimates (i.e. non-ergodicity does not apply). Deep uncertainty is represented to the extent that model agents do not possess perfect information on the...
An ARCH (autoregressive conditionally heteroskedastic) model is a statistical model used to analyze historical volatility in order to predict future volatility.5The GARCH model is an extension of the ARCH model that also allows for variance in the error term.2 ...
The historical simulation method’s important premise is that history will repeat itself. The data used to measure VaR is historical data. When the financial market experiences extreme volatility, this method cannot precisely measure the risks faced by banks in the future. To obtain an accurate ...
Because of high land rent and strict regulations for areas near cultural heritages, the land was mainly used for historical exposition (Dahua, 1935), cultural exchange (Daming Palace National Heritage Park), commercial (Wanda Plaza) and transportation (Xi’an railway station) rather than residence....
Plot the historical spot prices and deterministic trend, all forecasted paths, the Monte Carlo statistics, and the forecasted deterministic trend. Get figure hHSP = plot(DataTimeTable.Date,DataTimeTable.SpotPrice); hold on hHDT = plot(DataTimeTable.Date,exp(DataTimeTable.DeterministicTrend...