14th WCCM-ECCOMAS Congress 2020

Advantages and Disadvantages of Various Uncertainty Assessment Methods in Material and Technological Predictive Models

Abstract

This article reviews known approaches to determining the uncertainty of predictive models: probabilistic analytical, probabilistic simulation and fuzzy. The main elements determining the specificity of a given approach are shown. The advantages and disadvantages are compared. Finally, [...]
RUSSIAN PRESIDENTIAL ACADEMY OF NATIONAL ECONOMY AND PUBLIC ADMINISTRATION

Explosive Bubble Testing: An Overview

Abstract

This paper provides an overview of methods of testing for explosive bubbles in time series. Various issues associated with the inclusion of constants in regression, the problem of initial condition and the problem of possible non-stationary volatility in the dynamics of a time [...]