Browsing Miljkovic,Tatjana by Title
Now showing items 18-24 of 24
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A new analysis of VIX using mixture of regressions: Examination and short-term forecasting for the S & P 500 market
A novel approach to the analysis of S & P 500 market fluctuations is proposed using a K‐component mixture of regressions model. The Barndorff‐Nielsen and Shephard stochastic model is employed where the estimates of jumps ... -
A new computational approach for estimation of the Gini index based on grouped data
Many government agencies still rely on the grouped data as the main source of infor- mation for calculation of the Gini index. Previous research showed that the Gini index based on the grouped data suffers the first and ... -
On Two Mixture-Based Clustering Approaches Used in Modeling an Insurance Portfolio
We review two complementary mixture-based clustering approaches for modeling unobserved heterogeneity in an insurance portfolio: the generalized linear mixed cluster-weighted model (CWM) and mixture-based clustering for ... -
Redefining standards for body mass index of the US population based on BRFSS data using mixtures
Using body mass index (BMI) data from 2012 Behavioral Risk Factor Surveillance System, we test a spectrum of single parametric skewed distributions as well as Gaussian mixture densities to determine best distributional ... -
Using Model Averaging to Determine Suitable Risk Measure Estimates
Recent research in loss modeling resulted in a growing number of classes of statistical models as well as additional models being proposed within each class. Empirical results indicate that a range of models within or ... -
UTILIZATION OF MODIFIED WHEAT AND TAPIOCA STARCHES AS FAT REPLACEMENTS IN BREAD FORMULATION
Using fat in bread production is expensive, and from the diet point of view, it counts as high caloric food. Since obesity is a significant problem in the USA and many other countries, food industries are turning to the ...