Results 51 to 60 of about 30,999 (254)

Is Bitcoin’s Carbon Footprint Persistent? Multifractal Evidence and Policy Implications

Entropy, 2022
The Bitcoin mining process is energy intensive, which can hamper the much-desired ecological balance. Given that the persistence of high levels of energy consumption of Bitcoin could have permanent policy implications, we examine the presence of long ...
Bikramaditya Ghosh, Elie Bouri
doaj   +1 more source

Application of geospatial analysis for mapping the distribution of severe maternal morbidities in eastern Ethiopia: The case of the Ethiopian obstetric surveillance system

International Journal of Gynecology &Obstetrics, EarlyView.
Abstract Introduction The disparity in maternal mortality and severe morbidity between high‐ and low‐income countries is well established. Previously, we highlighted within‐country disparities in Ethiopia using demographic and health survey data. This study used enhanced obstetric surveillance data to detect subnational hotspot areas and factors ...
Sisay Mulugeta Alemu, Gerd Weitkamp, Marian Knight, Sagni Girma, Mohammed Yuya, Jelle Stekelenburg, Thomas van den Akker, Regien Biesma, Abera Kenay Tura   +8 more
wiley   +1 more source

Option pricing and perfect hedging on correlated stocks

, 2001
We develop a theory for option pricing with perfect hedging in an inefficient market model where the underlying price variations are autocorrelated over a time tau. This is accomplished by assuming that the underlying noise in the system is derived by an
Arnold, Aurell, Bergman, Black, Bouchaud, Breen, Campbell, Cornalba, Cox, Doob, Fama, Fama, Figlewski, Gardiner, Gihman, Goldstein, Grossman, Harrison, Jaume Masoliver, Josep Perelló, Lighthill, Lo, Markowitz, Masoliver, Merton, Merton, Mynt-U, Perelló, Perelló, Perelló, Perelló, Scott, Sharpe, Stein, Stratonovich, Uhlenbeck, Wilmott   +36 more
core   +1 more source

Is AI an Algorithm by Any Other Name? Behavioral Reactions to AI‐ and Model‐Based Demand Planning Algorithms

Journal of Operations Management, EarlyView.
ABSTRACT With the ongoing deployment of AI algorithms, managers do not know whether existing demand planning processes account for possible differences in human behavior when using AI‐based systems in comparison to legacy model‐based systems. This study examines how human behavior may differ when performing demand forecasting tasks due to the ...
Finnegan McKinley, Rebekah Brau, John Aloysius, Adriana Rossiter Hofer   +3 more
wiley   +1 more source

MAX-EWMA CHART FOR AUTOCORRELATED PROCESSES (MEWMAP CHART)

South African Journal of Industrial Engineering, 2012
<p>ENGLISH ABSTRACT: This paper proposes an exponentially weighted moving average (EWMA) control chart that is capable of detecting changes in both process mean and standard deviation for autocorrelated data (referred to as the Maximum ...
K. Thaga, V.S.S. Yadavalli
doaj  

Statistical analysis of the blast furnace process output parameter using arima control chart with proposed methodology of control limits setting [PDF]

Metalurgija, 2009
The paper deals with the statistical analysis of the selected parameter of the blast furnace process. It was proved that analyzed measurements have been autocorrelated.
D. Noskievičová
doaj  

On the Autocorrelation Properties of Long‐Memory GARCH Processes [PDF]

Journal of Time Series Analysis, 2004
Abstract.  This paper derives the autocorrelation function of the squared values of long‐memory GARCH processes. Such processes are of much interest as they can produce the long‐memory conditional heteroskedasticity that many high‐frequency financial time series exhibit.
Karanasos M, Psaradakis Z, Sola M
openaire   +2 more sources

Persistence in us interest rates: Is it stable over time? [PDF]

, 2008
This paper analyses persistence in US interest rates. It focuses on the Federal Funds effective rate, whose degree of persistence is modelled using fractional integration, monthly from July 1954 through March 2008.
Caporale, GM, Gil-Alana, LA
core   +1 more source

Co‐occurring daily minority stressors and dissociation among trauma‐exposed sexual minority women, transgender, and nonbinary people

Journal of Traumatic Stress, EarlyView.
Abstract Sexual minority women, transgender people, and nonbinary (SMW/TNB) people experience disproportionately high rates of traumatic stressors (e.g., child abuse, sexual violence), which are associated with adverse trauma‐related mental health outcomes, such as dissociation.
Kriti Behari, Emily C. Helminen, Michelle J. Zaso, Jillian R. Scheer   +3 more
wiley   +1 more source

Monitoring multistage processes with autocorrelated observations

International Journal of Production Research, 2016
In multistage manufacturing processes, autocorrelations within stages over time are prevalent and the classical control charts are often ineffective in monitoring such processes. In this paper, we derive a linear state space model of an autocorrelated multistage process as a vector autoregressive process, and construct novel multivariate control charts,
Kim, Jinho, Jeong, Myong K., Elsayed, Elsayed A.   +2 more
openaire   +3 more sources