Now showing items 1-10 of 23
Self-efficacy and job satisfaction as antecedents of citizenship behaviour in private schools
(Inderscience Publishers, 2018-10-03)
This study evaluates the citizenship behaviour of customers and employees from a private school and aims to identify if variables like teachers' self-efficacy and job satisfaction precede such a behaviour. The study was ...
A nonlinear empirical analysis of oil price co-movements
Nonlinear co-movements are analyzed for the daily returns calculated for Brent and West Texas Intermediate (WTI) crude oil prices. The sample period includes data for the pre-2008 price increases and the post-2014 price ...
Design of experiments and response surface methodology to tune machine learning hyperparameters, with a random forest case-study
(Elsevier Ltd, 2018)
Most machine learning algorithms possess hyperparameters. For example, an artificial neural network requires the determination of the number of hidden layers, nodes, and many other parameters related to the model fitting ...
Dynamics of project-driven production systems in construction : productivity function
(American Society of Civil Engineers, 2017)
The study of the movements of microscopic phase objects, as biological cells, is of high interest in the scientific community. Digital Holographic Microscopy (DHM) is a technique widely used for analysis of phase objects. ...
Eficiencia adaptativa de la bolsa mexicana de valores
Purpose: The purpose of this paper is to analyse the adaptive market efficiency in the price–volume (P–V) relationship of the stocks listed in the Mexican Stock Exchange. The period under study goes from 1982 to 2015. In ...
Adaptive market hypothesis : evidence from the mexican stock exchange index
(Spiru Haret University, 2017)
This paper is aimed at studying the Adaptive Market Hypothesis (AMH) of the Mexican Stock Exchange Index (IPC, for its acronym in Spanish). To do this, we apply: 1) unit-root tests, 2) nonlinear tests, and 3) episodic ...
Synchronization and changes in volatilities in the Latin American's stock exchange markets
(Academic Publications Ltd., 2017)
Causality patterns for Brent, WTI, and Argus oil prices
Causality patterns are analysed for daily Brent, West Texas Intermediate (WTI), and Argus Sour Crude Index (Argus) oil prices, Argus is the reference price for exports from Saudi Arabia, Kuwait and Iraq. Nonparametric ...
An empirical analysis of the relationship between crude oil, gold and stock markets
(International Association of energy economics, 2018)
Oil and gold are used as investment assets and so they are closely related to the evolution of stock market indices, given that any influence on decisions about investment portfolios can afect stock market returns. ...
A Bayesian approach to model changes in volatility in the mexican stock exchange index
(Taylor & Francis, 2017)
We model the changes in volatility in the Mexican Stock Exchange Index using a Bayesian approach. We study the time series with a wide set of models characterized by a Markov switching heterogeneity. The advantage of this ...