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COVID‑19 and tourism sector stock price in Spain:medium‑term relationship through dynamic regression models 被引量:1
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作者 Isabel Carrillo‑Hidalgo Juan Ignacio Pulido‑Fernández +1 位作者 JoséLuis Durán‑Román Jairo Casado‑Montilla 《Financial Innovation》 2023年第1期257-280,共24页
The global pandemic,coronavirus disease 2019(COVID-19),has significantly affected tourism,especially in Spain,as it was among the first countries to be affected by the pandemic and is among the world’s biggest touris... The global pandemic,coronavirus disease 2019(COVID-19),has significantly affected tourism,especially in Spain,as it was among the first countries to be affected by the pandemic and is among the world’s biggest tourist destinations.Stock market values are responding to the evolution of the pandemic,especially in the case of tourist companies.Therefore,being able to quantify this relationship allows us to predict the effect of the pandemic on shares in the tourism sector,thereby improving the response to the crisis by policymakers and investors.Accordingly,a dynamic regression model was developed to predict the behavior of shares in the Spanish tourism sector according to the evolution of the COVID-19 pandemic in the medium term.It has been confirmed that both the number of deaths and cases are good predictors of abnormal stock prices in the tourism sector. 展开更多
关键词 COVID-19 Stock exchange Tourism stock dynamic regression models Spain
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Dynamic soft sensor development based on Gaussian mixture regression for fermentation processes 被引量:10
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作者 Congli Mei Yong Su +2 位作者 Guohai Liu Yuhan Ding Zhiling Liao 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2017年第1期116-122,共7页
The dynamic soft sensor based on a single Gaussian process regression(GPR) model has been developed in fermentation processes.However,limitations of single regression models,for multiphase/multimode fermentation proce... The dynamic soft sensor based on a single Gaussian process regression(GPR) model has been developed in fermentation processes.However,limitations of single regression models,for multiphase/multimode fermentation processes,may result in large prediction errors and complexity of the soft sensor.Therefore,a dynamic soft sensor based on Gaussian mixture regression(GMR) was proposed to overcome the problems.Two structure parameters,the number of Gaussian components and the order of the model,are crucial to the soft sensor model.To achieve a simple and effective soft sensor,an iterative strategy was proposed to optimize the two structure parameters synchronously.For the aim of comparisons,the proposed dynamic GMR soft sensor and the existing dynamic GPR soft sensor were both investigated to estimate biomass concentration in a Penicillin simulation process and an industrial Erythromycin fermentation process.Results show that the proposed dynamic GMR soft sensor has higher prediction accuracy and is more suitable for dynamic multiphase/multimode fermentation processes. 展开更多
关键词 dynamic modeling Process systems Instrumentation Gaussian mixture regression Fermentation processes
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