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Concurrent

CS4e: Understanding of Economic and Financial Data

Thu, Nov 13, 2:30 PM - 4:00 PM Virtual Conference

3 Presentations

Long-Range Dependence in Economic Time Series: Improved Estimation and Forecasting of CPI Using a Modified GPH Method

2:30 PM - 4:00 PM

Co-authors: Changzhi Ma (The College of Wooster), Changzhi Ma (The College of Wooster)

Long-Range Dependence (LRD)Stationary Increments Modified GPH Method Exponential Smoothing

Robust Estimation Under Model Uncertainty: Model Averaging for Left-Truncated Insurance Data

2:30 PM - 4:00 PM

Co-authors: Tatjana Miljkovic (Miami University), Tatjana Miljkovic (Miami University)

model averaging premium insurance

Shocks, Bubbles and Crashes in Cryptocurrency Market

2:30 PM - 4:00 PM

Co-authors: Min Shu (Central Michigan University), Min Shu (Central Michigan University)

Cryptocurrency Market log-periodic power law singularity drawdown and drawup methodology Lagrange regularization bubble and crash Bitcoin

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