Bayesian Inference for Flexible Parametric Multivariate Econometric Modelling
Bayesian Inference for Flexible Parametric Multivariate Econometric Modelling
批准号:
DP0985505
负责人:
Prof Richard Gerlach
金额:
$10.26万
依托单位:
依托单位国家:
澳大利亚
项目类别:
Discovery Projects
财政年份:
2009
资助国家:
澳大利亚
项目状态:
已结题
起止时间:
2009-09-24 至 2012-09-23
中文摘要
预期成果包括开发增强的多元计量经济模型和创新的计算密集型估算方法。这些模型被用于大量不同的数据密集型应用程序中,更完整的模型将大大增强基于数据的决策。其成果包括改进了电力批发市场、金融市场投资决策以及评估互联网广告影响的信息使用。
英文摘要
The anticipated outcomes include the development of enhanced multivariate econometric models and innovative computationally intensive methods for their estimation. These models are used in numerous and diverse applications which are data-intensive and where more complete models will greatly enhance data-based decision-making. Results include improved information use in the wholesale electricity markets, in financial market investment decision-making and for the assessment of the impact of internet advertising.
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