The purpose of this paper is to predict the lending interest rate and deposit Bangladesh using Autoregressive Integrated Moving Average (ARIMA) model by Box Jenkins. It has been found that ARIMA (1, 0, 1) appropriate in predicting both rates from 2022 2026 data presented World Bank Open Data 1976 2021. To test goodness fit, AIC (Akaike Information Criterion) BIC (Bayesian index values have calc...

The growth of wireless communication technologies has been producing the intense demand for high-speed, efficient, reliable voice & data communication. As a result, third generation partnership project (3GPP) has implemented next generation wireless communication technology long term evolution (LTE) which is designed to increase the capacity and speed of existing mobile telephone & data network...

Enabling linear minimum-mean square error (LMMSE) based estimation of random time-selective channels, Pilot Symbol Assisted Modulation (PSAM) has well documented merits as a fading countermeasure capable of improving bit error rate performance. In this paper, we establish average-rate optimality of PSAM by showing that the insertion of equi-powered and equi-spaced pilot symbols in PSAM transmis...

Wojciech Szpankowski'" Department of Computer Science Purdue University W. Lafayette, IN 47907 U.S.A. It was conjectured that the average redundancy rate, Tnl for the Lempel-Ziv code (LZ78) is 0(loglognflogn) where n is the length of the database sequence. However, it was also known that for infinitely many n the redundancy Tn is bounded from the below by 2/ log n. In this paper we settle the a...

MARCH 1995 Hedging interest rate risk has become one of the most common and important types of a financial manager's risk management activities. A classic example is for a firm to hedge its cost of funds by using an interest rate cap to place an upper bound on its borrowing costs. The hedge typically consists of a sequence of individual call options on the interest rate, with option expiration ...

The average rate of change (ARC) is a concept that has been misunderstood in the applied longitudinal data analysis literature, where the slope from the straight-line change model is often thought of as though it were the ARC. The present article clarifies the concept of ARC and shows unequivocally the mathematical definition and meaning of ARC when measurement is continuous across time. It is ...

The average rate of change is a concept that has been misunderstood in the literature. This article attempts to clarify the concept and show unequivocally the mathematical definition and meaning of the average rate of change in longitudinal models. The slope from the straight-line change model has at times been interpreted as if it were always the average rate of change. It is shown, however, t...

This article studies the valuation of options written on the average level of a Markov process. The general properties of such options are examined. We propose a closed-form characterization in which the option payo is contingent on cumulative catastrophe losses. In our framework, the loss rate is a mean-reverting Markov process, with no continuous martingale component. The model supposes that ...