Proceedings of the 2017 International Conference on Economics, Finance and Statistics (ICEFS 2017)

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87 articles
Chia-Lin Chang, Michael McAleer
An early development in testing for causality (technically, Granger non-causality) in the conditional variance (or volatility) associated with financial returns, was the portmanteau statistic for non-causality in variance of Cheng and Ng (1996). A subsequent development was the Lagrange Multiplier...
Phatcharasak Phawanaphinyo, Narongdech Keeratipranon, Chaiyaporn Khemapatapan
The Smart Grid (SG) has widely supported the electric power from the Distributed Generation (DG). It becomes a practical standard to generate the electric power from a renewable energy into the distribution system to compensate for the power demand, especially in the peak time. However, the advancement...
Roengchai Tansuchat
This paper applies ultra-high frequency data particularly tick-by-tick data from three precious metals, namely gold, silver and platinum to estimate realized volatility, and model HAR-RV models evaluate Value-at-Risk. The tick-by-tick data from January 1, 2011 to December 8, 2016 covering 2, 070,...
Shiyong Zheng, Zhao Li, Biqing Li
In this paper, we are going to discuss as well as analysis about the security issue of campus network, promoting different security strategy for dealing with different security threatens, carrying on effective and approachable security checking, making rootly elimilating any threaten come true, so that...
Biqing Li, Zhao Li
Based on improved algorithm of DCT(discrete cosine transform), the Audio Digital Watermarks is embeded and detected in this paper.The watermark embedding process is simulated by MATLAB was described in this paper. The experimental results shows that the watermarks by this algorithm has good stability...
Anurak Choeichum, Narongdech Keeratipranon, Chaiyaporn Khemapatapan
This paper presents solution of optimal multi fuels allocation for electric power generation planning problem via a genetic algorithm (GA). The objective is to maximize the electric power energy output and minimize the fuels cost. This is a considerably difficult problem because of its data variation....
Aolei Zhang
To provide reference for market participants and policy makers, this paper introduced the present situation of art auction market, summarized the main methods of Chinese artwork pricing, analyzed the existing problems of artwork pricing in China and put forward suggestions to perfect present pricing...
Joerg Osterrieder
Cryptocurrencies became popular with the emergence of Bitcoin and have shown an unprecedented growth over the last few years. As of November 2016, more than 720 cryptocurrencies exist, with Bitcoin still being the most popular one. We show the statistical properties of the most important cryptocurrencies....
Yang Liu
As one of the economic means of environmental policy, the emission trading system can effectively reduce the environmental load and achieve the purpose of preserving the environment. In China, it`s urgent to improve the problem of environmental pollution by establishing a sound emissions trading system....
Renu Sukharomana
This paper examines that the demand for narcotic drugs based on Becker (1968) is one kind of rational behavior of human beings. The results from sampling surveys in eight provinces representing nationwide drug user/addicted in Thailand in 2014 shows that demand for narcotics (amphetamine, ice drug and...