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The Effects of Exchange Rate Change on the Trade Balance of Slovakia
Cointegration Exchange rate International trade J-curve Trade balance
2016/1/27
This paper empirically investigates the impact of change in exchange rate on export and import flows between Slovakia and its major trading partners. Devaluation or depreciation of a currency worsens ...
Exchange Rate Exposure and its Determinants: Evidence on Hungarian Firms
Cash flow Exchange rate exposure Stock prices
2016/1/27
This paper analyses the foreign exchange rate exposure of Hungarian firms and its determinants on the basis of corporate cash flows and stock prices. The analysis focuses on the HUF/EUR exchange rate ...
Fiscal Consolidation and the New Flat Rate Individual Income Tax in Hungary
Fiscal policy Flat rate tax Social policy Tax principles Tax system
2016/1/27
In the last two years the Hungarian people have witnessed several new measures in government’s fiscal policy. To respond to global crisis that hit Hungary hard, the Bajnai government enacted a series ...
Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices
Interest Rate Models Affine Term Structure Bond Prices Market Price of Risk Combined Estimation Parameter Estimation
2016/1/26
We consider improving estimating parameters of diffusion processes for interest rates by incorporating information in bond prices. This is designed to improve the estimation of the drift parameters, w...
Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices
Interest Rate Models Affine Term Structure Bond Prices Market Price of Risk Combined Estimation Parameter Estimation
2016/1/20
We consider improving estimating parameters of diffusion processes for interest rates by incorporating information in bond prices. This is designed to improve the estimation of the drift parameters, w...
Control of Asynchronous Dynamical Systems with Rate Constraints on Events
Asynchronous dynamical systems Lyapunov theory linear matrix inequality (LMI) bilinear matrix inequality (BMI)
2015/7/10
In this paper we consider dynamical systems which are driven by events that occur asynchronously. It is assumed that the event rates are fixed, or at least they can be bounded on any time period of le...
Simultaneous Rate and Power Control in Multirate Multimedia CDMA Systems
Simultaneous Rate Power Control Multirate Multimedia CDMA Systems
2015/7/10
We consider a wireless multimedia CDMA system, where the different mobiles transmit at different rates. We devise a method of simultaneously optimizing the power and rate at which the different termin...
Geometric Programming Duals of Channel Capacity and Rate Distortion
Channel capacity convex optimization duality
2015/7/10
We show that the Lagrange dual problems of the channel capacity problem with input cost and the rate distortion problem are simple geometric programs. Upper bounds on channel capacity and lower bounds...
Controlling the False Discovery Rate via Knockoffs
Variable selection false discovery rate (FDR) sequential hypothesis testing martingale theory permutation methods Lasso
2015/6/17
In many fields of science, we observe a response variable together with a large number of potential explanatory variables, and would like to be able to discover which variables are truly associated wi...
Monotone false discovery rate
adaptive decision rule false discovery rate empirical Bayes methods mode matching isotonic regression
2013/6/14
This paper proposes a simple procedure to obtain monotone estimates of both the local and the tail false discovery rates that arise in large-scale multiple testing. The proposed monotonization natural...
False Discovery Rate Control under Archimedean Copula
Clayton copula exchangeability Gumbel cop-ula linear step-up test multiple hypotheses testing,p-values
2013/6/14
We prove that the linear step-up procedure $\vp^{LSU}$ considered by Benjamini and Hochberg (1995) controls the false discovery rate (FDR) in the case of dependent $p$-values whose dependency structur...
Convergence rate of Markov chain methods for genomic motif discovery
Gibbs sampler DNA slow mixing spectral gap multimodal
2013/4/27
We analyze the convergence rate of a simplified version of a popular Gibbs sampling method used for statistical discovery of gene regulatory binding motifs in DNA sequences. This sampler satisfies a v...
The Convergence Rate of Majority Vote under Exchangeability
Convergence Rate Majority Vote Exchangeability
2013/4/28
Majority vote plays a fundamental role in many applications of statistics, such as ensemble classifiers, crowdsourcing, and elections. When using majority vote as a prediction rule, it is of basic int...
Interest Rate Manipulation Detection using Time Series Clustering Approach
Interest Rate Manipulation Detection Time Series Clustering Approach
2012/9/18
The Interbank Offered Rate is a vital benchmark interest rate in the financial markets of every country to which financial contracts are tied. In the light of the recent LIBOR manipulation incident, t...
Interest Rate Manipulation Detection using Time Series Clustering Approach
Interest Rate Manipulation Detection Time Series Clustering Approach
2012/9/18
The Interbank Offered Rate is a vital benchmark interest rate in the financial markets of every country to which financial contracts are tied. In the light of the recent LIBOR manipulation incident, t...