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Book
Einfluss von Instationarität auf die Wartezeit an Knotenpunkten mit und ohne Lichtsignalanlage
Author:
ISBN: 1000069797 3731506750 Year: 2017 Publisher: KIT Scientific Publishing

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Abstract

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.


Dissertation
The impact of business cycles on multi-factor models
Authors: --- --- ---
Year: 2017 Publisher: Liège Université de Liège (ULiège)

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Abstract

Many empirical studies to date paint a picture of the economy as having a consistent form at&#13;every single time-series. Contrary to that view, we have seen financial markets undergo lots&#13;of movements and some of these unpredictable. These fluctuations can range from local&#13;disturbances to yearlong tendencies.&#13;&#13;This thesis demonstrates empirically the effects of considering different business cycles on&#13;the accuracy of traditional (multi-)factor models, especially in the European Monetary Union.&#13;Indeed, when a market shifts to another state, factor sensitivities and factor premiums do not&#13;remain static. Therefore, statistical proof is put forward to support the fact that for some&#13;specific cycles conditional versions have better explanatory power in the cross-section of&#13;stock returns. Next to this, some market anomalies showed to still be present in certain states.&#13;&#13;Before considering the integration of new factors, the developed conditional model aims to&#13;improve the predictability of future stock returns. Regarding this, some leading indicators&#13;have been attributed key roles in the final model.


Book
Fractal and Multifractal Facets in the Structure and Dynamics of Physiological Systems and Applications to Homeostatic Control, Disease Diagnosis and Integrated Cyber-Physical Platforms
Authors: --- ---
Year: 2020 Publisher: Frontiers Media SA

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Abstract

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


Book
Fractal and Multifractal Facets in the Structure and Dynamics of Physiological Systems and Applications to Homeostatic Control, Disease Diagnosis and Integrated Cyber-Physical Platforms
Authors: --- ---
Year: 2020 Publisher: Frontiers Media SA

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Abstract

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


Book
Fractal and Multifractal Facets in the Structure and Dynamics of Physiological Systems and Applications to Homeostatic Control, Disease Diagnosis and Integrated Cyber-Physical Platforms
Authors: --- ---
Year: 2020 Publisher: Frontiers Media SA

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Abstract

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


Book
Financial Econometrics
Author:
ISBN: 3039216279 3039216260 Year: 2019 Publisher: MDPI - Multidisciplinary Digital Publishing Institute

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Abstract

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.


Book
Computational Methods for Risk Management in Economics and Finance
Author:
ISBN: 3039284991 3039284983 Year: 2020 Publisher: MDPI - Multidisciplinary Digital Publishing Institute

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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.


Book
Remote Sensing of Hydro-Meteorology
Authors: --- --- ---
Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

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Abstract

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.


Book
Urbanization under a Changing Climate : Impacts on Urban Hydrology
Authors: --- ---
Year: 2021 Publisher: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute

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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.


Book
Quantitative Methods in Economics and Finance
Authors: --- ---
Year: 2021 Publisher: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute

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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.

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