This study utilized two forecasting methods including ARFIMA （p, d, q）-GARCH （p, d, q）, and extreme value techniques. One of the puzzling questions raised by evolutionary econometric theory is how two-way behavior...This study utilized two forecasting methods including ARFIMA （p, d, q）-GARCH （p, d, q）, and extreme value techniques. One of the puzzling questions raised by evolutionary econometric theory is how two-way behavior is evaluated in two ways, which benefits the investors of the securities, traded on a stock exchange. For the purpose of this study, intra-day secondary data during period of 1997-2010 of the stock-market returns of Bangkok SET （Stock Exchange of Thailand） Index （Thailand） and Kuala Lumpur Composite Index （Malaysia） were collected. For the new perspective framework, the expected values were conducted using ARFIMA （p, d, q）-GARCH （p, q） forecasting method and Generalize Extreme Value （GEV） to confirm the final solutions. The Value-at-Risk （VaR） of those stock-market returns was tested. The new perspective framework of expected value confirmed that ARFIMA （1, 0.29, 1）-GARCH （1, 1） was the best forecasting method for VaR in case of the Kuala Lumpur Composite stock-market returns based on MAPE （%）. And the perspective based on extreme case confirmed that Generalize Extreme Value （GEV） as F= （x,μ,σ,ξ）： F = （x, 0.00616, 0.00573, 0.36900） was the best forecasting method for VaR in case of the Bangkok SET stock-market returns based on MAPE （%）.展开更多
Objective: The aim of this study was to explore the modified physiological and operative severity score for the enumeration of mortality and morbidity (POSSUM) scoring system and the relationship between predicted dat...Objective: The aim of this study was to explore the modified physiological and operative severity score for the enumeration of mortality and morbidity (POSSUM) scoring system and the relationship between predicted data and actual data of complication and surgical mortality of lung cancer radical surgery made by such score system. Methods: Retrospective analysis on the 86 cases of the clinical materials of patients with primary lung cancer radical surgery for thoracic surgery of line lung cancer in the 81st Hospital of PLA from October 2010 to October 2011 and using the POSSUM scoring system to predict the cases of postoperative complication and death toll, then making a comparison with the actual cases. Results: The POSSUM scoring system predicting 29 cases of postoperative complications, but 32 cases of practical complications, the difference between them has no statistical significance (P﹥0.05), 8 cases of predicted postoperative deaths, 2 cases of practical deaths, by comparison, there was statistical significance (P﹤0.05). Conclusion: The modified POSSUM scoring system can be used to predict the postoperative complication of lung surgery patients, but sometimes overestimates the postoperative death cases.展开更多
文摘This study utilized two forecasting methods including ARFIMA （p, d, q）-GARCH （p, d, q）, and extreme value techniques. One of the puzzling questions raised by evolutionary econometric theory is how two-way behavior is evaluated in two ways, which benefits the investors of the securities, traded on a stock exchange. For the purpose of this study, intra-day secondary data during period of 1997-2010 of the stock-market returns of Bangkok SET （Stock Exchange of Thailand） Index （Thailand） and Kuala Lumpur Composite Index （Malaysia） were collected. For the new perspective framework, the expected values were conducted using ARFIMA （p, d, q）-GARCH （p, q） forecasting method and Generalize Extreme Value （GEV） to confirm the final solutions. The Value-at-Risk （VaR） of those stock-market returns was tested. The new perspective framework of expected value confirmed that ARFIMA （1, 0.29, 1）-GARCH （1, 1） was the best forecasting method for VaR in case of the Kuala Lumpur Composite stock-market returns based on MAPE （%）. And the perspective based on extreme case confirmed that Generalize Extreme Value （GEV） as F= （x,μ,σ,ξ）： F = （x, 0.00616, 0.00573, 0.36900） was the best forecasting method for VaR in case of the Bangkok SET stock-market returns based on MAPE （%）.
文摘Objective: The aim of this study was to explore the modified physiological and operative severity score for the enumeration of mortality and morbidity (POSSUM) scoring system and the relationship between predicted data and actual data of complication and surgical mortality of lung cancer radical surgery made by such score system. Methods: Retrospective analysis on the 86 cases of the clinical materials of patients with primary lung cancer radical surgery for thoracic surgery of line lung cancer in the 81st Hospital of PLA from October 2010 to October 2011 and using the POSSUM scoring system to predict the cases of postoperative complication and death toll, then making a comparison with the actual cases. Results: The POSSUM scoring system predicting 29 cases of postoperative complications, but 32 cases of practical complications, the difference between them has no statistical significance (P﹥0.05), 8 cases of predicted postoperative deaths, 2 cases of practical deaths, by comparison, there was statistical significance (P﹤0.05). Conclusion: The modified POSSUM scoring system can be used to predict the postoperative complication of lung surgery patients, but sometimes overestimates the postoperative death cases.
