Peer group analysis for introducing weather derivatives for a city
暂无分享,去创建一个
[1] R. Lark,et al. Classification as a first step in the interpretation of temporal and spatial variation of crop yield , 1997 .
[2] Shmuel S. Oren,et al. A multi-period equilibrium pricing model of weather derivatives , 2008 .
[3] So Young Sohn,et al. Stock fraud detection using peer group analysis , 2012, Expert Syst. Appl..
[4] Alexandros Agapitos,et al. Evolving Seasonal Forecasting Models with Genetic Programming in the Context of Pricing Weather-Derivatives , 2012, EvoApplications.
[5] Niall M. Adams,et al. Plastic card fraud detection using peer group analysis , 2008, Adv. Data Anal. Classif..
[6] Achilleas Zapranis,et al. Modeling and forecasting cumulative average temperature and heating degree day indices for weather derivative pricing , 2011, Neural Computing and Applications.
[7] Wolfgang Härdle,et al. Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity , 2012 .
[8] Marvin D. Troutt,et al. The potential use of DEA for credit applicant acceptance systems , 1996, Comput. Oper. Res..
[9] Sean D. Campbell,et al. Weather Forecasting for Weather Derivatives , 2002 .
[10] Jhareswar Maiti,et al. Development of a hybrid methodology for dimensionality reduction in Mahalanobis-Taguchi system using Mahalanobis distance and binary particle swarm optimization , 2010, Expert Syst. Appl..
[11] Mu-Chun Su,et al. A Rule Extraction Based Approach in Predicting Derivative Use for Financial Risk Hedging in Construction Companies , 2011, 2011 International Conference on Information Management, Innovation Management and Industrial Engineering.
[12] Sungbin Cho,et al. A hybrid approach based on the combination of variable selection using decision trees and case-based reasoning using the Mahalanobis distance: For bankruptcy prediction , 2010, Expert Syst. Appl..
[13] Pricing weather derivatives for the Chardonnay cultivar in Wellington using a credit default swap methodology , 2011 .
[14] Fred Espen Benth,et al. A critical view on temperature modelling for application in weather derivatives markets , 2012 .
[15] Chi-Hyuck Jun,et al. A Biclustering Method for Time Series Analysis , 2010 .
[16] Ales Ahcan. Statistical Analysis of Model Risk Concerning Temperature Residuals and its Impact on Pricing Weather Derivatives , 2010 .
[17] Young-Chan Lee,et al. A practical approach to credit scoring , 2008, Expert Syst. Appl..
[18] Fu-Ding Xie,et al. Image segmentation using PSO and PCM with Mahalanobis distance , 2011, Expert Syst. Appl..
[19] Steven T. Knick,et al. Limitations to mapping habitat-use areas in changing landscapes using the Mahalanobis distance statistic , 1998 .
[20] Luis A. Moncayo-Martínez,et al. Binary ant colony optimization applied to variable screening in the Mahalanobis-Taguchi System , 2013, Expert Syst. Appl..
[21] Shmuel S. Oren,et al. An equilibrium pricing model for weather derivatives in a multi-commodity setting , 2007 .
[22] Ki Hoon Kwon,et al. DDoS attack detection method using cluster analysis , 2008, Expert Syst. Appl..
[23] D. Hand,et al. Unsupervised Profiling Methods for Fraud Detection , 2002 .
[24] D. Massart,et al. The Mahalanobis distance , 2000 .