Gabriela Prelipcean

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A new metric that quantifies the predictability of financial time series is proposed. Time series predictability provides a measure of how well a time series can be modeled by a particular method, or how well a prediction can be made. This new time series predictability metric is developed based on the Kaboudan η –metric. The new metrics, based on Genetic(More)
The recent financial crisis, the growth of the frequency of extreme risk events are motivations for a new analysis of the mechanisms and processes that implies high risk and high uncertainty. The new dynamics and the severe impact of the extreme events (natural hazards, terrorism, technological accidents, and economic/financial crises), but also the(More)
The interest is to model the value loss suffered by assets in the global crisis by considering both the cross section and the time variation. The volatility of assets is given by the variations at risk premium levels. The generalized model is inspired from the common framework for stock, bonds, exchange rates (Cocharane, 1999, Gabaix, 2008) and is equipped(More)
Military decision making demands an increasing ability to understand and structure the critical information on the battlefield. As the military evolves into a networked force, decision makers should select and filter information across the battlefield in a timely and efficient manner. Human capability in analyzing all the data is not sufficient because the(More)
Financial markets represent one of the most complex environments for business and there are a lot of types of external factors which impact their dynamics. The recent financial turbulence materialized by the global financial crisis 2008-2009 and the European sovereign debt crisis (2010-2012) made serious pressure on financial markets that proved their(More)
bstract: Starting from the definition of the clusters that Michael Porter formulated in 1998 the paper investigates approaches of clusters in practice in different fields and countries inside or outside European Union, captured in the scientific literature. The aim of the investigation is to find the positive aspects and the challenges of clusters and(More)
The migration issue raises lots of questions regarding the resilience of the EU in front of such large-scale migration. This paper is the introductory part of larger research project that has in view to analyze the EU and some of the national strategic documents in order to detect when and how the migration as a security risk showed up and to clarify if it(More)
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