Results 81 to 90 of about 13,408 (180)
Covariance Structure Modeling of Engineering Demand Parameters in Cloud‐Based Seismic Analysis
ABSTRACT Probabilistic seismic demand modeling aims to estimate structural demand as a function of ground motion intensity—a critical stage in seismic risk assessment. Although many models exist to describe the structural demand, few consider the covariance among engineering demand parameters, potentially overlooking a key factor in improving the ...
Archie Rudman +3 more
wiley +1 more source
Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar. [PDF]
This research paper presents statistical comparisons between two methods that are commonly used to estimate option implied Risk-Neutral Densities (RND). These are: 1) mixture of lognormals (MXL); and, 2) volatility function technique (VFT). The former is
Guillermo Benavides Perales +1 more
core
An Exact Method for Reliable Shortest Path Problems With Correlation
ABSTRACT Shortest path problems often arise in contexts where travel times are uncertain. In these settings, reliable paths are often valued more than paths with lower expected travel times. This has led to several variants of reliable shortest path problems (RSPP) that handle travel time reliability differently. We propose an algorithmic framework for
Esteban Leiva +3 more
wiley +1 more source
Abstract Understanding the preindustrial (PI) to present‐day (PD) change in cloud droplet number concentration (ΔNd) is important to constrain the anthropogenic influence on clouds and aid future model projections. Perturbed parameter ensemble simulations of PI and PD conditions in the Energy Exascale Earth System Model (E3SMv3) reveal two locations ...
Hunter Y. Brown +6 more
wiley +1 more source
Fused Filament Fabrication and Recycling of Bio‐Based Polyamide 11 Reinforced With Recycled Short Carbon Fibers. Sample preparation, mechanical properties improvement after rCF addition and properties retainment after recycling. ABSTRACT This research investigates the fused filament fabrication (FFF) and recycling of bio‐based polyamide 11 (PA11 ...
Mirko Coser +2 more
wiley +1 more source
Bayesian Poisson‐Lognormal Regression With Compositional Effect Shares for Multivariate Count Data
ABSTRACT Multivariate count data are central in community ecology and related fields, where interest lies in how environmental gradients and management actions jointly shape the abundances of many taxa. The Poisson‐lognormal (PLN) model is a natural workhorse in this setting, accommodating overdispersion and cross‐taxon dependence via a latent Gaussian
Abdolnasser Sadeghkhani
wiley +1 more source
Distributions Implied by Exchange Traded Options: A Ghost’s Smile? [PDF]
A new and easily applicable method for estimating risk neutral distributions (RND) implied by American futures options is proposed. It amounts to inverting the Barone-Adesi and Whaley method (1987) (BAW method) to get the BAW-implied volatility smile ...
Martin Cincibuch
core
ABSTRACT Reinforced concrete pier walls designed before the 1970s often incorporate lap splice in potential plastic‐hinge regions. Previous experimental tests indicate that most of pier walls experienced post‐yield lap splice failure, necessitating a modeling approach that captures not only lap splice strength but also deformation capacity.
Gun Chan Lee +2 more
wiley +1 more source
As seismic design paradigms shift toward functional recovery, there is a need for efficient methods to achieve desired decision variables (DVs), such as probability of replacement, repair cost, and downtime of the building, for seismically isolated buildings.
Huy G. Pham, Tracy C. Becker
wiley +1 more source
This article aims at exploring and validating the use of 3D physics‐based simulated ground motions as seismic input for the derivation of seismic fragility curves based on nonlinear dynamic numerical analyses. Fragility curves are computed for a set of pre‐code (i.e., designed only for vertical loads), reinforced concrete building types representative ...
Chiara Smerzini, Vincenzo Manfredi
wiley +1 more source

