Results 111 to 120 of about 6,560 (255)
Risk bubbles and market instability [PDF]
, 2006 We discuss a simple model of correlated assets capturing the feedback effects induced by portfolio investment in the covariance dynamics. This model predicts an instability when the volume of investment exceeds a critical value.
Marsili, Matteo, Raffaelli, G.
core
Investigation on tunnel stability considering pipe‐roof support with transparent soil technology
Deep Underground Science and Engineering, EarlyView.This study integrates transparent soil technology, 3D reconstruction and numerical simulation to captures the full‐field deformation of shield tunnel instability. Results demonstrate that pipe‐roof support enhances stability via the “soil‐arching barrier effect,” effectively restraining failure wedge development by extending stress transfer paths ...
Zhi Jia +4 more
wiley +1 more source
Moment bounds and central limit theorem for functions of Gaussian vectors
In this note, bounds for moments of functions of Gaussian vectors are proved, generalizing earlier results by Taqqu (Z. Wahrscheinlichkeitstheorie verw. Gebite 40 (1977) 203) and Arcones (Ann. probab. 15 (4) (1994) 2243).
Soulier, Philippe
core
Transaction taxes, traders’ behavior and exchange rate risks [PDF]
, 2006 We propose a new model of chartist-fundamentalist-interaction in which both groups of traders are allowed to select endogenously between different forecasting models and different investment horizons.
Demary, Markus
core
Deep Underground Science and Engineering, EarlyView.The graphical abstract illustrates a reconstructed in situ thermo‐hydro‐mechanical (THM) framework in which porosity serves as the central variable linking stress, pore pressure, and temperature to evolving mechanical properties of rocks. Under burial conditions, in situ stress, pore pressure, and temperature jointly govern volumetric strain and ...
Mingyuan Lu +5 more
wiley +1 more source
A heterogenous agents model usable for the analysis of currency transaction taxes [PDF]
, 2007 We extend the model by DeGrauwe and Grimaldi (2006, EER) by currency transaction taxes. This model explains the exchange rate behavior by the interaction of heterogeneous traders who display either trend chasing behavior or rely on a return of the ...
Demary, Markus
core
Functional central limit theorems in $L^{2}(0,1)$ for logarithmic combinatorial assemblies
, 2018 Koji Tsukuda
semanticscholar +1 more source
Earthquake Engineering &Structural Dynamics, EarlyView.ABSTRACT Nonstructural components (NSCs) installed in large‐span reticular structures were frequently severely damaged during earthquakes, even when the primary structure remained intact. Existing seismic design specifications for NSCs were predominantly developed for upright structures such as multi‐storey buildings and offer no guidance for reticular
Xudong Zhi +6 more
wiley +1 more source
Who do currency transaction taxes harm more: short-term speculators or long-term investors? [PDF]
, 2007 We propose a new model of chartist-fundamentalist-interaction in which both groups of traders are allowed to select endogenously between different forecasting models and different investment horizons.
Demary, Markus
core
Intraday Functional PCA Forecasting of Cryptocurrency Returns
Journal of Forecasting, EarlyView.ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source