This research proposes the application of the dragonfly and fruit fly algorithms to enhance estimates generated by the Fama-MacBeth model and compares their performance in this context for the first time. To specifically improve the dragonfly algorithm's effectiveness, three parameter tuning approaches are investigated: manual parameter tuning (MPT), adaptive tuning by methodology (ATY), and a novel technique called adaptive tuning by performance (APT). Additionally, the study evaluates the estimation performance using kernel weighted regression (KWR) and explores how the dragonfly and fruit fly algorithms can be employed to enhance KWR. All methods are tested using data from the Iraq Stock Exchange, based on the Fama-French three-factor model. The results show that the dragonfly algorithm, particularly when using MPT and APT, demonstrates superior performance in improving the accuracy of Fama-MacBeth estimates and enhancing the effectiveness of the KWR approach.
In this research, the focus was on estimating the parameters on (min- Gumbel distribution), using the maximum likelihood method and the Bayes method. The genetic algorithmmethod was employed in estimating the parameters of the maximum likelihood method as well as the Bayes method. The comparison was made using the mean error squares (MSE), where the best estimator is the one who has the least mean squared error. It was noted that the best estimator was (BLG_GE).
Abstract:
This research aims to compare Bayesian Method and Full Maximum Likelihood to estimate hierarchical Poisson regression model.
The comparison was done by simulation using different sample sizes (n = 30, 60, 120) and different Frequencies (r = 1000, 5000) for the experiments as was the adoption of the Mean Square Error to compare the preference estimation methods and then choose the best way to appreciate model and concluded that hierarchical Poisson regression model that has been appreciated Full Maximum Likelihood Full Maximum Likelihood with sample size (n = 30) is the best to represent the maternal mortality data after it has been reliance value param
... Show MoreConditional logistic regression is often used to study the relationship between event outcomes and specific prognostic factors in order to application of logistic regression and utilizing its predictive capabilities into environmental studies. This research seeks to demonstrate a novel approach of implementing conditional logistic regression in environmental research through inference methods predicated on longitudinal data. Thus, statistical analysis of longitudinal data requires methods that can properly take into account the interdependence within-subjects for the response measurements. If this correlation ignored then inferences such as statistical tests and confidence intervals can be invalid largely.
The current paper proposes a new estimator for the linear regression model parameters under Big Data circumstances. From the diversity of Big Data variables comes many challenges that can be interesting to the researchers who try their best to find new and novel methods to estimate the parameters of linear regression model. Data has been collected by Central Statistical Organization IRAQ, and the child labor in Iraq has been chosen as data. Child labor is the most vital phenomena that both society and education are suffering from and it affects the future of our next generation. Two methods have been selected to estimate the parameter
... Show MoreThe consumption of dried bananas has increased because they contain essential nutrients. In order to preserve bananas for a longer period, a drying process is carried out, which makes them a light snack that does not spoil quickly. On the other hand, machine learning algorithms can be used to predict the sweetness of dried bananas. The article aimed to study the effect of different drying times (6, 8, and 10 hours) using an air dryer on some physical and chemical characteristics of bananas, including CIE-L*a*b, water content, carbohydrates, and sweetness. Also predicting the sweetness of dried bananas based on the CIE-L*a*b ratios using machine learn- ing algorithms RF, SVM, LDA, KNN, and CART. The results showed that increasing the drying
... Show MoreArtificial Intelligence Algorithms have been used in recent years in many scientific fields. We suggest employing artificial TABU algorithm to find the best estimate of the semi-parametric regression function with measurement errors in the explanatory variables and the dependent variable, where measurement errors appear frequently in fields such as sport, chemistry, biological sciences, medicine, and epidemiological studies, rather than an exact measurement.
In this paper, the maximum likelihood estimates for parameter ( ) of two parameter's Weibull are studied, as well as white estimators and (Bain & Antle) estimators, also Bayes estimator for scale parameter ( ), the simulation procedures are used to find the estimators and comparing between them using MSE. Also the application is done on the data for 20 patients suffering from a headache disease.