Results 91 to 100 of about 24,138 (305)
Brexit and Its Impact on EU Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin +3 more
wiley +1 more source
Copula–entropy theory for multivariate stochastic modeling in water engineering
Geoscience Letters, 2018 The copula–entropy theory combines the entropy theory and the copula theory. The entropy theory has been extensively applied to derive the most probable univariate distribution subject to specified constraints by applying the principle of maximum entropy.
Vijay P. Singh, Lan Zhang
doaj +1 more source
A Bayesian copula model for stochastic claims reserving [PDF]
We present a full Bayesian model for assessing the reserve requirement of multiline Non-Life insurance companies. Bayesian models for claims reserving allow to account for expert knowledge in the evaluation of Outstanding Loss Liabilities, allowing the ...
Luca Regis
core
Mathematical Methods in the Applied Sciences, EarlyView.We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés +2 more
wiley +1 more source
Bivariate postprocessing of wind vectors
Quarterly Journal of the Royal Meteorological Society, EarlyView.We introduce three novel bivariate postprocessing approaches and analyze their performance for joint postprocessing of bivariate wind‐vector components in Germany. Bivariate vine‐copula‐based models, a bivariate gradient‐boosted version of ensemble model output statistics (EMOS), and a bivariate distributional regression network (DRN) are compared with
Ferdinand Buchner +3 more
wiley +1 more source
Copula-Based Mixtures of Regression Models for Multivariate Response Data
, 2023 In recent years, the use of mixtures of regression models in clustering has gained popularity due to its ability to account for underlying heterogeneity and provide representative interpretations of covariate effects.
Cui, Claire
core
Statistical post‐processing of operational dual‐resolution wind‐speed ensemble forecasts
Quarterly Journal of the Royal Meteorological Society, EarlyView.The performance of raw and post‐processed 50‐member medium‐ and 100‐member extended‐range 10‐m wind‐speed forecasts of the European Centre for Medium‐Range Weather Forecasts and their various dual‐resolution combinations is investigated. Results show that post‐processing improves skill and reduces the differences between the various configurations ...
Sándor Baran, Mária Lakatos
wiley +1 more source
Managing Competency‐Based Resistance in Video‐Mediated L2 Peer Feedback Sessions
TESOL Quarterly, EarlyView.Abstract Though there is growing empirical evidence on managing advice resistance as an institutional work of higher status party with superior epistemic knowledge domain (e.g., trainer) across diverse settings (e.g., supervision meetings), there is still a lack of research on how second language (L2) learners handle peer resistance in real time once ...
Kübra Ekşi
wiley +1 more source
Efficient Estimation of Copula-based Semiparametric Markov Models [PDF]
This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions ...
Yanping Yi, Xiaohong Chen, Wei Biao Wu
core
TESOL Quarterly, EarlyView.Abstract Current trends encouraging a move away from monolingual teaching have sparked a renewed interest in the role of translation in language instruction. Yet, there are few theoretically and empirically grounded proposals regarding specific uses of translation in the language classroom.
Monika Bader +2 more
wiley +1 more source