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Activity Details

165 * Mon, 7/31/2017, 10:30 AM - 12:20 PM CC-349
Statistics for Business and Financial Markets — Contributed Papers
Business and Economic Statistics Section
Chair(s): Meng-Chen Hsieh, Rider University
10:35 AM Validating a Time Series Model for Supply Chain Inventory Data Morris Morgan, Hampton University ; Carolyn Bradshaw Morgan, MECK Limited,LLC ; Eric Abram Morgan, St. Michael's Inc. ; Kristin Morgan, University of Connecticut
10:50 AM Circulant SSA: a New Automated Procedure for Signal Extraction with Applications to Business Cycle Eva Senra, University of Alcala ; Juan Bógalo, Universidad de Alcalá ; Pilar Poncela, European Commission, Joint Research Centre (JRC)
11:05 AM Automatic Forecasting of Hourly Electricity Demand with a Computationally Efficient Semiparametric Time Series Model Jun Liu, Georgia Southern University
11:20 AM A Temporal Appraisal of Profitability in the Fortune 500: 1955 - 2016 Leo Upchurch, Tuskegee University (CBIS) ; Fan University Wu, Tuskegee University (CBIS)
11:35 AM Estimating Chinese Treasury Yield Curves with Bayesian Smoothing Splines Zhuoqiong He ; Xiaojun Tong, China Securities Index Co., Ltd ; Dongchu Sun, University of Missouri
11:50 AM Tobacco Consumption in Thailand: a Study of the Nonlinear Relationships Between Tobacco, Alcohol, Gambling, and Demographic Factors Pannapa Changpetch, Bentley University ; Dominique Haughton, Bentley University
12:05 PM Regime Switching Asymmetric-GARCH Models for Estimating Financial Risk in the Nigerian Stock Index Mary Akinyemi, University of Lagos ; Georgi Boshnakov, University of Manchester
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