Results 121 to 130 of about 25,862 (264)

Clustered Archimax copulas

Electronic Journal of Statistics
When modeling multivariate phenomena, properly capturing the joint extremal behavior is often one of the many concerns. Archimax copulas appear as successful candidates in case of asymptotic dependence. In this paper, the class of Archimax copulas is extended via their stochastic representation to a clustered construction.
Chatelain, Simon, Perreault, Samuel, Fougères, Anne-Laure, Nešlehová, Johanna G.   +3 more
openaire   +3 more sources

Optimal Hedging Strategies in the Low‐Sulphur Bunker Fuel Landscape

European Financial Management, EarlyView.
ABSTRACT The IMO2020 regulation for the green transition in shipping turned the industry into using two compliant bunker fuels: very low‐sulphur fuel oil (VLSFO) and low‐sulphur marine gas oil (LSMGO). VLSFO futures contracts introduced in late 2019 and other energy‐related futures contracts indicate that the VLSFO contracts trading on the Singapore ...
Xiwen Bai, Manolis G. Kavussanos, Stergiani Moysiadou   +2 more
wiley   +1 more source

Grammar Searches for Wh‐Questions in Beginning‐Level Child Second Language Learners

International Journal of Applied Linguistics, EarlyView.
ABSTRACT It is important for learners to be able to ask wh‐questions in interaction. However, making wh‐questions can be difficult for beginning‐level EFL leaners, particularly for those learners whose L1 and L2 differ in the way wh‐questions are formed.
Haerim Hwang
wiley   +1 more source

Goodness‐of‐Fit Tests for Positive Quadrant Dependence

International Statistical Review, EarlyView.
Summary When two random variables are positive quadrant dependent (PQD), they are more likely to assume small (or large) values simultaneously compared with when the random variables are independent. This dependence structure is of interest in many areas, including finance, actuarial science and engineering.
Chuan‐Fa Tang, Joshua M. Tebbs
wiley   +1 more source

Modelado de parejas aleatorias usando cópulas

Revista Colombiana de Estadística, 2009
Las cópulas se han convertido en una herramienta útil para el modelado multivariado tanto estocástico como estadístico. En este artículo se revisan propiedades fundamentales de las cópulas que permitan caracterizar la estructura de dependencia de ...
GABRIEL ESCARELA, ANGÉLICA HERNÁNDEZ
doaj  

A genetic algorithm simheuristic for solving the stochastic project portfolio selection problem with portfolio reliability constraints

International Transactions in Operational Research, EarlyView.
Abstract In response to the increasing complexity of modern products, dynamic markets, and intensified competition, project‐based organizations are actively seeking methodologies to efficiently manage their expanding project portfolios. This paper analyzes the project portfolio selection problem in uncertain environments. Despite recent advances in the
Miguel Saiz, David Lopez‐Lopez, Laura Calvet, Angel A. Juan   +3 more
wiley   +1 more source

Discrete imprecise copulas

Fuzzy Sets and Systems
In this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matrices and provide some construction techniques of dual pairs. Additionally, we show how to obtain (full-domain) self-dual imprecise copulas through patchwork techniques.
Tomaž Košir, Elisa Perrone
openaire   +2 more sources

Situated Attention and Strategic Leadership Interfaces: The Role of CEO Humility and Digital Transformation Urgency for Corporate Venture Capital Investments

Journal of Management Studies, EarlyView.
Abstract Integrating the attention‐based view with the strategic leadership interfaces perspective, we propose a theoretical model of situational urgency mechanisms influencing the allocation of CEOs' attention towards responsive actions. Specifically, we theorize upon the role of humility, which leads CEOs towards embracing interfaces and makes them ...
Petrit Ademi, Philipp Schade, Monika C. Schuhmacher   +2 more
wiley   +1 more source

Ripples in the Pond: Product Portfolio Reconfiguration and Dynamism in the Competitive Environment

Journal of Management Studies, EarlyView.
Abstract The management literature often overlooks how firms can alter the competitive landscape without introducing groundbreaking changes or innovations. Applying the awareness, motivation, and capability framework from competitive dynamics, we posit that as a firm intensifies its product portfolio reconfiguration, its rivals become increasingly ...
Christopher Jung, Mark R. Mallon, Stav Fainshmidt   +2 more
wiley   +1 more source

Acquirer Strategic Orientations, Integration Decisions, and Performance

Journal of Management Studies, EarlyView.
Abstract Integration decisions are not isolated, as they are embedded in an organizational context. Using a multi‐country sample (Nordics, German speaking Europe, and China) of small‐ and medium‐sized acquirers, we explore the influence of firm strategic orientations on how managers conceptualize acquisitions, make integration decisions, and impact ...
Florian Bauer, David R. King, Jeffrey G. Covin, Svante Schriber, Nir Brueller, Qingxiong Weng   +5 more
wiley   +1 more source