Die Wirtschaftsnachrichten der Website Mashable.com werden mit einer Clusteranalyse, Faktorenanalyse und Hauptkomponentenanalyse untersucht.

Numerous reasearch attempts in predicting business failures and or bankruptcy are well documented in corporate finance. Attempts to develop bankruptcy prediction continues since commercial banks, public accounting firms, ...

This master thesis discusses selected topics of Functional Data Analysis (FDA). FDA deals with the random variables (and process) with realizations in the (smooth) functional space. The first part of this thesis introduces ...

Dynamic Semiparametric Factor Model (DSFM) is a convenient tool for analysis of implied volatility surfice (IVS). It offers dimension reduction of the IVS and can be therefore applied in hedging, prediction or risk mangement. ...

This work presents a time series model for daily average temperatures. The data is modeled by flexible low-order autoregressive terms, seasonality components and a deterministic volatility capturing the heteroscedasticity ...