Results 111 to 120 of about 1,805 (213)
Coherent Forecasting of Realized Volatility
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles
ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann +1 more
wiley +1 more source
Effective computation of base points of two-dimensional ideals
This works focus on computational aspects of the theory of singularities of plane algebraic curves. We show how to use the Puiseux factorization of a curve, computed through the Newton-Puiseux algorithm, to study the equisingularity type of a curve.
Blanco Fernández, Guillem
core
Interactive 3-D spatial analysis in a virtual reality environment
Includes bibliographical references.The emergence of virtual reality and related tools enables the fundamental infrastructure to begin building virtual cities, which can provide an interactive simulation and analysis environment for planning and ...
Bhunu, Solomon Tichaona
core
ABSTRACT Limit analysis and yield design provide a well‐defined mathematical framework for upscaling the strength properties of heterogeneous materials. These techniques can be incorporated into an FFT‐based computational micromechanics framework to evaluate the strength of heterogeneous materials, based on images of their microstructure.
Elodie Donval, Matti Schneider
wiley +1 more source
Zeolite films supported on inert material are a novel type of catalyst that could provide interesting activity and selectivity properties. Such materials will see application in catalytic distillation as reactive packings and in novel low pressure drop ...
Msimang, Velaphi Zakhele
core
A numerical model resulting from irreversible thermodynamics for describing transport processes is introduced, focusing on thermodynamic activity gradients as the actual driving force for diffusion. Implemented in CUDA C++ and using CalPhaD methods for determining the necessary activity data, the model accurately simulates interdiffusion in aluminum ...
Ulrich Holländer +3 more
wiley +1 more source
Solid Mechanics Segregated Solver Acceleration With Jacobian‐Free Newton‐Krylov
ABSTRACT The segregated algorithm is a common approach for finite volumes solvers in solid mechanics, providing a memory‐efficient and straightforward implementation. Due to the inter‐coupling of the components through the source terms, it suffers from a slow convergence behavior in specific scenarios, such as geometries with significantly uneven ...
Andry Monlon +5 more
wiley +1 more source
CAP: Commutative algebra prediction of protein-nucleic acid binding affinities. [PDF]
Zia M +5 more
europepmc +1 more source
The Importance of Local Variations of Axial Dispersion Coefficients
A variable axial dispersion model was implemented and compared with classical axial dispersion models, highlighting the impact of the local variations and demonstrating its importance when surface reaction mechanisms occur. ABSTRACT A variable axial dispersion model (VADM), accounting for local variations in the axial dispersion coefficient, was ...
Luca Mastroianni +6 more
wiley +1 more source

