A Study of the Delta-Normal Method of Measuring VaR [PDF]
, 2005 This thesis describes the Delta-Normal method of computing Value-at-Risk. The advantages and disadvantages of the Delta-Normal method compared to the Historical and Monte Carlo method of computing Value-at-Risk are discussed.
Kondapaneni, Rajesh
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The connection between Delta Scuti stars and close binary parameters [PDF]
, 2011 With recent advances in CCD technology, it has become possible to detect low-amplitude variability in stars. Thus, the number of low-amplitude variables has increased at an exceptional rate over the past decade.
Turner, Garrison H.
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Effectiveness of Dynamic Hedging Using Options on the WIG20 in Current Market Conditions
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 2020 Based on previous research on the deviations of the prices of options on the WIG20 from the arbitrage restrictions and features, it was found that the number and scale of these deviations clearly decreased, thus improving the quality of the arbitrage ...
Ryszard Węgrzyn
doaj
Computation of Bifurcation Boundaries for Power Systems: a New [PDF]
, 2007 This paper is devoted to the problems of finding the power flow feasibility, saddle node and Hopf bifurcation boundaries in the space of power system parameters.
Yuri V. Makarov +3 more
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On Delta-Method of Moments and Probabilistic Sums [PDF]
2013 Proceedings of the Tenth Workshop on Analytic Algorithmics and Combinatorics (ANALCO), 2013 Jacek Cichon +3 more
openaire +1 more source
Marginal Effects and Significance Testing with Heckman’s Sample Selection Model: A Methodological Note [PDF]
This paper illustrates two techniques for calculating the statistical significance of the marginal effects derived from Heckman’s sample selection model,an increasingly common econometric specification in political science.
Colin Vance
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Evaluating remote sensing data classification techniques for mapping freshwater habitats: Trial application in the Tongariro River delta, Lake Taupo [PDF]
, 2008 The overall goal of this study is to evaluate different classification techniques that can be applied to multi-source satellite remote sensing data to map different freshwater habitat zones.
Brabyn, Lars +2 more
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Collisional Transport in a Plasma with Steep Gradients [PDF]
, 1999 "The validity is given to the newly proposed two weight delta f method for neoclassical transport calculation, which can solve the drift kinetic equation considering effects of steep plasma gradients, large radial electric field, finite banana width, and
Okamoto, M. +3 more
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Support-vector-machine based automatic performance modelling and optimisation for analogue and mixed-signal designs [PDF]
, 2008 The growing popularity of analogue and mixed-signal (AMS) ASIC and SoC designs for communication applications has led to an increasing requirement for high efficiency performance modelling and optimisation methodologies in AMS synthesis systems. Recently,
Ren, Xianqiang
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VAR Portfolio Optimal: Perbandingan Antara Metode Markowitz dan Mean Absolute Deviation
Jurnal Siasat Bisnis, 2009 Portfolio selection method which have been introduced by Harry Markowitz (1952) used variance or deviation standard as a measure of risk. Kanno and Yamazaki (1991) introduced another method and used mean absolute deviation as a measure of risk instead of
R. Agus Sartono, Arie Andika Setiawan
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