Results 291 to 300 of about 6,191,539 (362)

Non‐Hydrostatic Model for Simulating Moving Bottom‐Generated Waves: A Shallow Water Extension With Quadratic Vertical Pressure Profile

International Journal for Numerical Methods in Fluids, EarlyView.
In this article, we derive a non‐hydrostatic extension to the SWE to solve bottom‐generated waves along with its pressure relation. This relation is built on a linear vertical velocity assumption, leading us to a quadratic pressure profile, where we alternatively write it so that we can solve it by a projection method without ambiguity due to the ...
Kemal Firdaus, Jörn Behrens
wiley   +1 more source

Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels. [PDF]

Stat Pap (Berl)
Genest C, Ouimet F.
europepmc   +1 more source

Description and Convergence Order Analysis of the Finite Element‐Volume Spatial Discretization Method

International Journal for Numerical Methods in Fluids, EarlyView.
This article presents the principles of Finite Element‐Volume discretization and conducts an analysis of its properties and convergence orders. The discretization ensures local mass conservation, second‐order convergence for velocity, and first‐order convergence for pressure.
Maria Adela Puscas, Pierre‐Emmanuel Angeli, Nathalie Nouaime, Erell Jamelot   +3 more
wiley   +1 more source

Incompletely Observed Nonparametric Factorial Designs With Repeated Measurements: A Wild Bootstrap Approach. [PDF]

Biom J
Amro L, Konietschke F, Pauly M.
europepmc   +1 more source

Asymptotic behavior of solutions of the functional differential equation x′(t) = Ax(λt) + Bx(t), λ>0

, 1976
Eng-Bin Lim
openalex   +1 more source

Modeling and Forecasting the CBOE VIX With the TVP‐HAR Model

Journal of Forecasting, EarlyView.
ABSTRACT This study proposes the use of a heterogeneous autoregressive model with time‐varying parameters (TVP‐HAR) to model and forecast the Chicago Board Options Exchange (CBOE) volatility index (VIX). To demonstrate the superiority of the TVP‐HAR model, we consider six variations of the model with different bandwidths and smoothing variables and ...
Wen Xu, Pakorn Aschakulporn, Jin E. Zhang   +2 more
wiley   +1 more source

Asymptotic Properties of Matthews Correlation Coefficient. [PDF]

Stat Med
Itaya Y, Tamura J, Hayashi K, Yamamoto K.   +3 more
europepmc   +1 more source

Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach

Journal of Forecasting, EarlyView.
ABSTRACT Based on a joint quantile and expected shortfall semiparametric methodology, we propose a novel approach to forecasting market risk conditioned to transition risk exposure. This method allows us to forecast two climate‐related financial risk measures called CoClimateVaR$$ CoClimateVaR $$ and CoClimateES$$ CoClimateES $$, being jointly ...
Laura Garcia‐Jorcano, Lidia Sanchis‐Marco   +1 more
wiley   +1 more source

Sufficient dimension reduction on partially nonlinear index models with applications to medical costs analysis. [PDF]

PLoS One
Zhao X, Xia Y, Xu X.
europepmc   +1 more source

Fundamentals Models Versus Random Walk: Evidence From an Emerging Economy

Journal of Forecasting, EarlyView.
ABSTRACT We analyze the predictive power of fundamentals versus random walk models for horizons from 1 to 24 months in an emerging market. Specifically, we investigate what fundamentals models outperform random walk during periods of appreciation and depreciation of the exchange rate.
Helder Ferreira de Mendonça, Luciano Vereda, Luan Mateus Matos de Araújo   +2 more
wiley   +1 more source