A Closer Look at the Modeling of Economics Data - Trang 100-112 - 2019
Nguyen, Hung T., Thach, Nguyen Ngoc
By taking a closer look at the traditional way we used to proceed to conduct
empirical research in economics, especially in using “traditional” proposed
models for economical dynamics, we elaborate on current efforts to improve its
research methodology....
Quantum Ideas in Economics Beyond Quantum Econometrics - Trang 146-151 - 2018
Kreinovich, Vladik, Nguyen, Hung T., Sriboonchitta, Songsak
It is known that computational methods developed for solving equations of
quantum physics can be successfully applied to solve economic problems; there is
a whole related research area called quantum econometrics. Current quantum
econometrics techniques are based on...
The Replacement for Hypothesis Testing - Trang 3-17 - 2019
Briggs, William M., Nguyen, Hung T., Trafimow, David
Classical hypothesis testing, whether with p-values or Bayes factors, leads to
over-certainty, and produces the false idea that causes have been identified via
statistical methods. The limitations and abuses of in particular p-values are so
well known and by now so...
The Seasonal Affective Disorder Cycle on the Vietnam’s Stock Market - Trang 873-885 - 2019
Thach, Nguyen Ngoc, Van Le, Nguyen, Van Diep, Nguyen
In this study, the authors used the TGARCH(1,1) model according to three
different distribution patterns: normal distribution (Gaussian distribution),
Student-t distribution, and generalized error distribution (GED) to analyze the
effect of Seasonal Affective...
Modeling Extremal Events Is Not Easy: Why the Extreme Value Theorem Cannot Be As General As the Central Limit Theorem - Trang 123-133 - 2017
Kreinovich, Vladik, Nguyen, Hung T., Sriboonchitta, Songsak, Kosheleva, Olga
In many real-life situations, a random quantity is a joint result of several
independent factors, i.e., a sum of many independent random variables. The
description of such sums is facilitated by the Central Limit Theorem, according
to which, under reasonable...
Mercury Retrograde and Stock Market Returns in Vietnam - Trang 303-313 - 2019
Thach, Nguyen Ngoc, Van Diep, Nguyen
The article analyses the impact of the phenomenon of Mercury retrograde on
Vietnam stock market returns. With the data as daily closing price of VN-Index
collected by Ho Chi Minh City Stock Exchange (HOSE) for the 2002–2017 period,
the authors estimate...
Macroeconomic Forecasting Based on LSTM-Conditioned Normalizing Flows - Trang 658-669 - 2022
Nguyen, Hien T., Nguyen, Duc Trung, Nguyen, Ngoc Thach, Nguyen, Hai M., Nguyen, Vu H., Tan, Nguyen Ngoc, Nguyen, Hung M. V., Truong, Hoang N., Linh, Nguyen Tran Xuan
Macroeconomic forecasting is a key task of developing the outlook for economy of
a country and supporting decision making. In this paper we present a novel
approach to macroeconomic forecasting based on LSTM-based encoder-decoder and
conditional normalizing flows....