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This Special Issue comprises 11 papers that outline the advances in research on various aspects of climate change impacts on hydrologic extremes, including both drivers (temperature, precipitation, and snow) and effects (peak flow, low flow, and water temperature). These studies cover a broad range of topics on hydrological extremes, including hydro-climatic controls, trends, homogeneity, nonstationarity, compound events and associated uncertainties, for both historical and future climates.
Research & information: general --- Geography --- regional flood frequency analysis --- flood-related attribute --- region of influence --- flood region revision process --- Canadian annual maximum flow --- extreme precipitation --- LARS-WG --- CMIP5 --- spatiotemporal changes --- climate change --- climatic controls --- multiple linear regression --- permafrost region --- streamflow extremes --- trend analysis --- variable importance analysis --- extreme events --- hydrology --- concurrent --- Colorado River basin --- heatwaves --- drought --- flooding --- low flows --- multi-purpose reservoir --- functional volume --- uncertainties --- Monte Carlo method --- hydrological extremes --- simulation-optimization model --- optimal storage volume --- simulation model --- retention volume --- transformation of flood discharges --- CMIP6 --- extreme --- SWAT --- flood --- IHA --- global warming --- Malaysia --- Kelantan --- peak flows --- predictor --- predictand --- snow water equivalent --- annual maximum flow --- western Canada --- uncertainty --- riverine flooding --- coastal flooding --- compound flooding --- projected IDF curves --- design storm --- Stephenville Crossing --- snow --- trends --- Yakima River basin --- cascade reservoirs --- design flood --- nonstationary conditions --- equivalent reliability --- most likely regional composition --- dependence structure --- glacier ablation --- North Cascade Range --- salmon --- glacier mass balance --- heat wave --- n/a
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This Special Issue comprises 11 papers that outline the advances in research on various aspects of climate change impacts on hydrologic extremes, including both drivers (temperature, precipitation, and snow) and effects (peak flow, low flow, and water temperature). These studies cover a broad range of topics on hydrological extremes, including hydro-climatic controls, trends, homogeneity, nonstationarity, compound events and associated uncertainties, for both historical and future climates.
regional flood frequency analysis --- flood-related attribute --- region of influence --- flood region revision process --- Canadian annual maximum flow --- extreme precipitation --- LARS-WG --- CMIP5 --- spatiotemporal changes --- climate change --- climatic controls --- multiple linear regression --- permafrost region --- streamflow extremes --- trend analysis --- variable importance analysis --- extreme events --- hydrology --- concurrent --- Colorado River basin --- heatwaves --- drought --- flooding --- low flows --- multi-purpose reservoir --- functional volume --- uncertainties --- Monte Carlo method --- hydrological extremes --- simulation-optimization model --- optimal storage volume --- simulation model --- retention volume --- transformation of flood discharges --- CMIP6 --- extreme --- SWAT --- flood --- IHA --- global warming --- Malaysia --- Kelantan --- peak flows --- predictor --- predictand --- snow water equivalent --- annual maximum flow --- western Canada --- uncertainty --- riverine flooding --- coastal flooding --- compound flooding --- projected IDF curves --- design storm --- Stephenville Crossing --- snow --- trends --- Yakima River basin --- cascade reservoirs --- design flood --- nonstationary conditions --- equivalent reliability --- most likely regional composition --- dependence structure --- glacier ablation --- North Cascade Range --- salmon --- glacier mass balance --- heat wave --- n/a
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This Special Issue comprises 11 papers that outline the advances in research on various aspects of climate change impacts on hydrologic extremes, including both drivers (temperature, precipitation, and snow) and effects (peak flow, low flow, and water temperature). These studies cover a broad range of topics on hydrological extremes, including hydro-climatic controls, trends, homogeneity, nonstationarity, compound events and associated uncertainties, for both historical and future climates.
Research & information: general --- Geography --- regional flood frequency analysis --- flood-related attribute --- region of influence --- flood region revision process --- Canadian annual maximum flow --- extreme precipitation --- LARS-WG --- CMIP5 --- spatiotemporal changes --- climate change --- climatic controls --- multiple linear regression --- permafrost region --- streamflow extremes --- trend analysis --- variable importance analysis --- extreme events --- hydrology --- concurrent --- Colorado River basin --- heatwaves --- drought --- flooding --- low flows --- multi-purpose reservoir --- functional volume --- uncertainties --- Monte Carlo method --- hydrological extremes --- simulation-optimization model --- optimal storage volume --- simulation model --- retention volume --- transformation of flood discharges --- CMIP6 --- extreme --- SWAT --- flood --- IHA --- global warming --- Malaysia --- Kelantan --- peak flows --- predictor --- predictand --- snow water equivalent --- annual maximum flow --- western Canada --- uncertainty --- riverine flooding --- coastal flooding --- compound flooding --- projected IDF curves --- design storm --- Stephenville Crossing --- snow --- trends --- Yakima River basin --- cascade reservoirs --- design flood --- nonstationary conditions --- equivalent reliability --- most likely regional composition --- dependence structure --- glacier ablation --- North Cascade Range --- salmon --- glacier mass balance --- heat wave --- regional flood frequency analysis --- flood-related attribute --- region of influence --- flood region revision process --- Canadian annual maximum flow --- extreme precipitation --- LARS-WG --- CMIP5 --- spatiotemporal changes --- climate change --- climatic controls --- multiple linear regression --- permafrost region --- streamflow extremes --- trend analysis --- variable importance analysis --- extreme events --- hydrology --- concurrent --- Colorado River basin --- heatwaves --- drought --- flooding --- low flows --- multi-purpose reservoir --- functional volume --- uncertainties --- Monte Carlo method --- hydrological extremes --- simulation-optimization model --- optimal storage volume --- simulation model --- retention volume --- transformation of flood discharges --- CMIP6 --- extreme --- SWAT --- flood --- IHA --- global warming --- Malaysia --- Kelantan --- peak flows --- predictor --- predictand --- snow water equivalent --- annual maximum flow --- western Canada --- uncertainty --- riverine flooding --- coastal flooding --- compound flooding --- projected IDF curves --- design storm --- Stephenville Crossing --- snow --- trends --- Yakima River basin --- cascade reservoirs --- design flood --- nonstationary conditions --- equivalent reliability --- most likely regional composition --- dependence structure --- glacier ablation --- North Cascade Range --- salmon --- glacier mass balance --- heat wave
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There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling.
short-term forecasting --- wavelet transform --- IPO --- volatility --- US dollar --- institutional investors’ shareholdings --- neural network --- financial market stress --- market microstructure --- text similarity --- TVP-VAR model --- Japanese yen --- convolutional neural networks --- global financial crisis --- deep neural network --- cross-correlation function --- boosting --- causality-in-variance --- flight to quality --- bagging --- earnings quality --- algorithmic trading --- stop loss --- statistical arbitrage --- ensemble learning --- liquidity risk premium --- gold return --- futures market --- take profit --- currency crisis --- spark spread --- city banks --- piecewise regression model --- financial and non-financial variables --- exports --- data mining --- latency --- crude oil futures prices forecasting --- random forests --- wholesale electricity --- SVM --- random forest --- bank credit --- deep learning --- Vietnam --- inertia --- MACD --- initial public offering --- text mining --- bankruptcy prediction --- exchange rate --- asset pricing model --- LSTM --- panel data model --- structural break --- credit risk --- housing and stock markets --- copula --- ARDL --- earnings manipulation --- machine learning --- natural gas --- housing price --- asymmetric dependence --- real estate development loans --- earnings management --- cointegration --- predictive accuracy --- robust regression --- quantile regression --- dependence structure --- housing loans --- price discovery --- utility of international currency --- ATR --- short-term forecasting --- wavelet transform --- IPO --- volatility --- US dollar --- institutional investors’ shareholdings --- neural network --- financial market stress --- market microstructure --- text similarity --- TVP-VAR model --- Japanese yen --- convolutional neural networks --- global financial crisis --- deep neural network --- cross-correlation function --- boosting --- causality-in-variance --- flight to quality --- bagging --- earnings quality --- algorithmic trading --- stop loss --- statistical arbitrage --- ensemble learning --- liquidity risk premium --- gold return --- futures market --- take profit --- currency crisis --- spark spread --- city banks --- piecewise regression model --- financial and non-financial variables --- exports --- data mining --- latency --- crude oil futures prices forecasting --- random forests --- wholesale electricity --- SVM --- random forest --- bank credit --- deep learning --- Vietnam --- inertia --- MACD --- initial public offering --- text mining --- bankruptcy prediction --- exchange rate --- asset pricing model --- LSTM --- panel data model --- structural break --- credit risk --- housing and stock markets --- copula --- ARDL --- earnings manipulation --- machine learning --- natural gas --- housing price --- asymmetric dependence --- real estate development loans --- earnings management --- cointegration --- predictive accuracy --- robust regression --- quantile regression --- dependence structure --- housing loans --- price discovery --- utility of international currency --- ATR
Choose an application
There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling.
n/a --- short-term forecasting --- wavelet transform --- IPO --- volatility --- US dollar --- institutional investors’ shareholdings --- neural network --- financial market stress --- market microstructure --- text similarity --- TVP-VAR model --- Japanese yen --- convolutional neural networks --- global financial crisis --- deep neural network --- cross-correlation function --- boosting --- causality-in-variance --- flight to quality --- bagging --- earnings quality --- algorithmic trading --- stop loss --- statistical arbitrage --- ensemble learning --- liquidity risk premium --- gold return --- futures market --- take profit --- currency crisis --- spark spread --- city banks --- piecewise regression model --- financial and non-financial variables --- exports --- data mining --- latency --- crude oil futures prices forecasting --- random forests --- wholesale electricity --- SVM --- random forest --- bank credit --- deep learning --- Vietnam --- inertia --- MACD --- initial public offering --- text mining --- bankruptcy prediction --- exchange rate --- asset pricing model --- LSTM --- panel data model --- structural break --- credit risk --- housing and stock markets --- copula --- ARDL --- earnings manipulation --- machine learning --- natural gas --- housing price --- asymmetric dependence --- real estate development loans --- earnings management --- cointegration --- predictive accuracy --- robust regression --- quantile regression --- dependence structure --- housing loans --- price discovery --- utility of international currency --- ATR
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