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Vehicle delay is used to assess the level of service for intersections. The impact of non-stationary arrival flow rates has only partly been included in calculation methods. Empirical data is used to show that traffic volume during the peak hour can be distributed in very different forms. A microscopic traffic simulation study is carried out in order to assess their impact on the delay. As a result a new factor is proposed to include non-stationarity more precisely in the calculation of delay.
non-stationarity --- delay --- Lichtsignalanlage --- traffic signal --- Kapazität --- Wartezeit --- Instationarität --- Verkehr --- traffic --- capacity
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Many empirical studies to date paint a picture of the economy as having a consistent form at every single time-series. Contrary to that view, we have seen financial markets undergo lots of movements and some of these unpredictable. These fluctuations can range from local disturbances to yearlong tendencies. This thesis demonstrates empirically the effects of considering different business cycles on the accuracy of traditional (multi-)factor models, especially in the European Monetary Union. Indeed, when a market shifts to another state, factor sensitivities and factor premiums do not remain static. Therefore, statistical proof is put forward to support the fact that for some specific cycles conditional versions have better explanatory power in the cross-section of stock returns. Next to this, some market anomalies showed to still be present in certain states. Before considering the integration of new factors, the developed conditional model aims to improve the predictability of future stock returns. Regarding this, some leading indicators have been attributed key roles in the final model.
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This eBook is a collection of articles from a Frontiers Research Topic. Frontiers Research Topics are very popular trademarks of the Frontiers Journals Series: they are collections of at least ten articles, all centered on a particular subject. With their unique mix of varied contributions from Original Research to Review Articles, Frontiers Research Topics unify the most influential researchers, the latest key findings and historical advances in a hot research area! Find out more on how to host your own Frontiers Research Topic or contribute to one as an author by contacting the Frontiers Editorial Office: frontiersin.org/about/contact
Science: general issues --- Physiology --- complexity --- fractality --- non-stationarity --- fractional calculus --- homeostasis --- smart medical devices --- critical phenomena and its implications --- emergence --- self-organization --- robustness --- physiological resiliency --- quality-of-life physiological control --- cyber-physical systems --- complexity --- fractality --- non-stationarity --- fractional calculus --- homeostasis --- smart medical devices --- critical phenomena and its implications --- emergence --- self-organization --- robustness --- physiological resiliency --- quality-of-life physiological control --- cyber-physical systems
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This eBook is a collection of articles from a Frontiers Research Topic. Frontiers Research Topics are very popular trademarks of the Frontiers Journals Series: they are collections of at least ten articles, all centered on a particular subject. With their unique mix of varied contributions from Original Research to Review Articles, Frontiers Research Topics unify the most influential researchers, the latest key findings and historical advances in a hot research area! Find out more on how to host your own Frontiers Research Topic or contribute to one as an author by contacting the Frontiers Editorial Office: frontiersin.org/about/contact
Science: general issues --- Physiology --- complexity --- fractality --- non-stationarity --- fractional calculus --- homeostasis --- smart medical devices --- critical phenomena and its implications --- emergence --- self-organization --- robustness --- physiological resiliency --- quality-of-life physiological control --- cyber-physical systems
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This eBook is a collection of articles from a Frontiers Research Topic. Frontiers Research Topics are very popular trademarks of the Frontiers Journals Series: they are collections of at least ten articles, all centered on a particular subject. With their unique mix of varied contributions from Original Research to Review Articles, Frontiers Research Topics unify the most influential researchers, the latest key findings and historical advances in a hot research area! Find out more on how to host your own Frontiers Research Topic or contribute to one as an author by contacting the Frontiers Editorial Office: frontiersin.org/about/contact
complexity --- fractality --- non-stationarity --- fractional calculus --- homeostasis --- smart medical devices --- critical phenomena and its implications --- emergence --- self-organization --- robustness --- physiological resiliency --- quality-of-life physiological control --- cyber-physical systems
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Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The availability of good data promotes research in this area, specially aided by online data and high-frequency data. These two characteristics of financial data also create challenges for researchers that are different from classical macro-econometric and micro-econometric problems. This Special Issue is dedicated to research topics that are relevant for analyzing financial data. We have gathered six articles under this theme.
tuning parameter choice --- Markov process --- model averaging --- n/a --- steady state distributions --- realized volatility --- threshold --- risk prices --- threshold auto-regression --- bond risk premia --- linear programming estimator --- volatility forecasting --- Bayesian inference --- asset price bubbles --- stationarity --- deviance information criterion --- model selection --- probability integral transform --- forecast comparisons --- Markov-Chain Monte Carlo --- explosive regimes --- multivariate nonlinear time series --- Tukey’s power transformation --- affine term structure models --- Mallows criterion --- nonlinear nonnegative autoregression --- TVAR models --- stochastic conditional duration --- shrinkage --- Tukey's power transformation
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At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.
growth optimal portfolio --- Wishart model --- conditional Value-at-Risk (CoVaR) --- systemic risk --- utility functions --- current drawdown --- risk measure --- risk-based portfolios --- capital market pricing model --- systemic risk measures --- Big Data --- International Financial Reporting Standard 9 --- cartography --- stock prices --- copula models --- CoVaR --- quantitative risk management --- auto-regressive --- fractional Kelly allocation --- independence assumption --- deep learning --- structural models --- financial regulation --- data science --- efficient frontier --- weighted logistic regression --- estimation error --- financial markets --- capital allocation --- multi-step ahead forecasts --- target matrix --- value at risk --- random matrices --- credit risk --- portfolio theory --- convex programming --- admissible convex risk measures --- non-stationarity --- financial mathematics --- quantile regression --- Markowitz portfolio theory --- shrinkage --- loss given default --- ordered probit
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Flood/drought, risk management, and policy: decision-making under uncertainty. Hydrometeorological extremes and their impact on human–environment systems. Regional and nonstationary frequency analysis of extreme events. Detection and prediction of hydrometeorological extremes with observational and model-based approaches. Vulnerability and impact assessment for adaptation to climate change.
Technology: general issues --- History of engineering & technology --- spatial downscaling --- MODIS chlorophyll-a --- sentinel-2A MSI --- multiple polynomial regression --- genetic programming --- rainfall variability --- Indian Ocean Dipole (IOD) --- El Niño–Southern Oscillation (ENSO) --- intentional statistical simulation --- satellite-based precipitation --- hydrological modeling --- error propagation --- monsoon-climate watershed --- typhoon-induced rainfall --- prediction --- statistical model --- fuzzy C-means clustering --- China --- remote sensing --- integrated drought monitoring --- meteorological drought --- hydrological drought --- agricultural drought --- Bayesian principal component analysis (BPCA) --- statistical simulation --- extreme precipitation index --- PERSIANN-CDR --- KGE --- linear trend --- Huai River Basin --- Indian Ocean Dipole mode --- El Niño–Southern Oscillation --- singular spectrum analysis --- mutual information --- non-stationarity of seasonal precipitation
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In response to the increasing urbanization, advances in the science of urban hydrology have improved urban water system management, creating more livable cities in which public safety and health, as well as the environment, are protected. The ultimate goal of urban water management is to mimic the hydrological cycle prior to urbanization. On top of urbanization, climate change, which has been demonstrated to alter the hydrological cycle in all respects, has introduced additional challenges to managing urban water systems. To mitigate and adapt to urbanization under a changing climate, understanding key hydrologic components should expand to include complex issues brought forth by climate change. Thus, effective and efficient measures can be formulated. This Special Issue of Water presents a variety of research papers that span a range of spatial and temporal scales of relevance in different societies’ efforts in adapting to the eminent changes in climate and the continuous changes in the landscape. From mitigating water quality in permeable pavements and bioretention swales to understanding changes in groundwater recharge in large regions, this Special Issue examines the state-of-the-art in sustainable urban design for adaptation and resiliency.
Technology: general issues --- permeable asphalt --- heavy metal --- leaching behavior --- MSWI-BAA --- stormwater --- low impact development --- sustainable urban drainage systems --- stormwater modelling --- urban development --- GIS --- SAW --- decision-making --- strategic planning --- spatial analysis --- stormwater quality --- fecal coliforms --- Vancouver Island --- nearshore areas --- bacteria loading --- multinomial logistic regression --- periodicity analysis --- land use impacts --- climate impacts --- green roof --- energy performance --- heat island effect --- bio-retention --- green infrastructure --- runoff control performance --- storm inlet hydraulics --- flow distribution hydraulics --- climate change --- urbanization --- urban runoff --- Toronto --- Montreal --- Vancouver --- flooding --- geospatial modeling --- groundwater level --- trends --- non-stationarity --- climate variability --- land use/land cover change --- developing cities --- n/a
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The purpose of the Special Issue “Quantitative Methods in Economics and Finance” of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange rates in the international context. This book can be used as a reference for academicians and researchers who would like to discuss and introduce new developments in the field of quantitative methods in economics and finance and explore applications of quantitative methods in other business areas.
omnichannel (omni-channel) sales --- sales funnel --- cost of sales --- customer relationship management (CRM), Big Data --- robo-advisor --- financial innovations --- diffusion --- exchange traded funds --- stock index futures --- stock index options --- stock market indexes --- business finance --- earnings management --- EBIT --- financial modelling --- homogeneity --- stationarity --- time series methods --- unit root --- loan pricing --- RAROC --- loan origination --- exchange-rate risk --- long-range dependency --- wavelets --- multi-frequency analysis --- AUD–USD exchange rate --- π-option --- American-type option --- optimal stopping --- Monte Carlo simulation --- economic security of companies --- valuation of intangible assets and intellectual property --- International Valuation Standards (IVS) --- legal disputes over intellectual rights --- time series --- prediction --- exchange rate --- artificial neural networks --- radial basis function --- multi-layer perceptron --- seasonal fluctuations --- global economy
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