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Keyword: Volatility
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Open AccessArticle
8 Pages, 382 KB Download PDF

Markov Regime Switching Analysis for COVID-19 Outbreak Situations and their Dynamic Linkages of German Market

Advances in Science, Technology and Engineering Systems Journal, Volume 8, Issue 3, Page # 11–18, 2023; DOI: 10.25046/aj080302
Abstract:

This paper deals with the analysis of the dynamic linkage, co-movement between COVID-19 out- break situations and German stock market. Firstly, Markov Regime Switching Analysis(MRSA) is proposed and employed to investigate the situations in the pandemic, as to catch the dynamics of how the daily number of the newly-infected changes, and also to assess the…

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(This article belongs to the SP14 (Special Issue on Computing, Engineering and Multidisciplinary Sciences 2022-23) & Section Finance (FIN))
Open AccessArticle
9 Pages, 1,367 KB Download PDF

Forecasting Gold Price in Rupiah using Multivariate Analysis with LSTM and GRU Neural Networks

Advances in Science, Technology and Engineering Systems Journal, Volume 6, Issue 2, Page # 245–253, 2021; DOI: 10.25046/aj060227
Abstract:

Forecasting the gold price movement’s volatility has essential applications in areas such as risk management, options pricing, and asset allocation. The multivariate model is expected to generate more accurate forecasts than univariate models in time series data like gold prices. Multivariate analysis is based on observation and analysis of more than one statistical variable at…

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(This article belongs to Section Artificial Intelligence in Computer Science (CAI))
Open AccessArticle
5 Pages, 722 KB Download PDF

The Impact of COVID-19 Pandemic and Commodities Prices on Booking.com Share Price

Advances in Science, Technology and Engineering Systems Journal, Volume 6, Issue 2, Page # 185–189, 2021; DOI: 10.25046/aj060221
Abstract:

This paper examines the impacts of the COVID-19 pandemic and selected commodity variables on Booking.com share price using the Markov-switching approach. Daily data spans from January 2017 through July 2020 are utilized in this study. Empirical evidence showed that COVID-19, international crude oil price, and gold price affected the Booking.com share price significantly. A positive…

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(This article belongs to the sp-covid19 (Special Issue on the Economic Impact of COVID-19 on Companies and Consumers 2020-21) & Section Operations Research & Management Science (ORM))
Open AccessArticle
14 Pages, 1,405 KB Download PDF

Method of Modelling Prices for R&D Products in the Case of their Transfer from Engineering Universities to the Business

Advances in Science, Technology and Engineering Systems Journal, Volume 5, Issue 5, Page # 80–93, 2020; DOI: 10.25046/aj050512
Abstract:

Global changes caused by the IV Industrial revolution and globalization processes resulted in a redistribution of roles of participants in innovative infrastructures of countries. Universities are leading both in terms of generating R&D products and in terms of developing business activities. Now there is a problem of insufficient methodological support of technological universities for pricing…

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(This article belongs to the SP9 (Special Issue on Multidisciplinary Innovation in Engineering Science & Technology 2020) & Section Engineering Management (EMM))
Open AccessArticle
8 Pages, 958 KB Download PDF

A Framework for Measuring Workforce Agility: Fuzzy Logic Approach Applied in a Moroccan Manufacturing Company

Advances in Science, Technology and Engineering Systems Journal, Volume 5, Issue 3, Page # 411–418, 2020; DOI: 10.25046/aj050352
Abstract:

In today’s Moroccan business environment, companies need to implement organization agility by developing an agile workforce that is able to deal with the environment volatility. Thus, the agile workforce concept has been appeared as a necessary and sufficient condition to achieve agility. Focusing on agile enablers influencing workforce agility is an important area but currently…

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(This article belongs to the SP9 (Special Issue on Multidisciplinary Innovation in Engineering Science & Technology 2020) & Section Interdisciplinary Applications of Computer Science (CSI))
Open AccessArticle
7 Pages, 671 KB Download PDF

Analysis of Local Rainfall Characteristics as a Mitigation Strategy for Hydrometeorology Disaster in Rain-fed Reservoirs Area

Advances in Science, Technology and Engineering Systems Journal, Volume 5, Issue 3, Page # 299–305, 2020; DOI: 10.25046/aj050339
Abstract:

The Gembong reservoir in Pati Regency, Java, Indonesia is a rain-fed reservoir, which experiences a depletion of it carrying capacity. The characteristic of local rainfall is one of the important factors in assessing the potential of hydrometeorology disasters in its area. Sedimentation in watersheds and reservoirs has covered water sources, so local rainfall determines the…

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(This article belongs to Section Environmental Sciences (ENS))
Open AccessArticle
9 Pages, 768 KB Download PDF

A Study on the Efficiency of Hybrid Models in Forecasting Precipitations and Water Inflow Albania Case Study

Advances in Science, Technology and Engineering Systems Journal, Volume 4, Issue 1, Page # 302–310, 2019; DOI: 10.25046/aj040129
Abstract:

Climatic changes have a significant impact on many real life processes. Climacteric position of Albania makes precipitations and water inflows in HPP the main variables influencing the amount of electric energy produced in the country. Taking into account their volatility it has considerably increased the need of using hybrid models to improve the quality of…

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(This article belongs to Section Applied Mathematics (MAP))

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