Results 31 to 40 of about 30,945,589 (274)

Modelos de Volatilidade em Estudos Brasileiros de 2000 a 2014

Faces: Revista de Administração, 2017
A volatilidade é uma medida de variabilidade de uma variável que precisa ser estimada. Os diversos modelos empregados para esse fim evoluíram de estimadores simples como o desvio padrão para modelos mais sofisticados, como os modelos da família GARCH ...
Frank Magalhães de Pinho, Marcos Antônio de Camargos, Joice Marques Figueiredo   +2 more
doaj   +1 more source

Analysis of Risk in the Logistics Sector Using Non-linear Time Series in Türkiye

Journal of Transportation and Logistics
This study examines the risk level of the logistics sector, which is a key sub-component of the service sector in Türkiye, by comparing it with other service sub-sectors that have a high share within the sector, namely retail trade, electricity, gas, and
Sultan Kuzu Yıldırım, Mustafa Can
doaj   +1 more source

Comparative Analysis of ARIMA and GARCH Methods to Predict Stock Prices

Almana: Jurnal Manajemen dan Bisnis, 2020
Investment has a very important role in economic growth, when investors invest, GDP tends to rise when investment falls, so GDP also tends to decline. Investors must be vigilant in investing in banking companies.
Atin Nuryatin
doaj   +1 more source

Is an Apple an Orange? A Large Language Model Benchmark for Candidate Term Extraction and Subclass Decisions Against Upper Ontologies in Engineering and Materials Science

Advanced Engineering Materials, EarlyView.
Building machine‐readable vocabularies for materials science is slow, expert‐driven work. This study benchmarks 13 large language models on two of its first steps: finding candidate terms in engineering articles and deciding where they belong in a class hierarchy.
Thomas Bjarsch, Maximilian Holland, Klaus Drechsler, Johannes Schilp   +3 more
wiley   +1 more source

A Comparison of Risk Neutral Historic Distribution -, E-GARCH - and GJR-GARCH Model Generated Volatility Skews for BRICS Securities Exchange Indexes

Procedia Economics and Finance, 2015
AbstractThis paper addresses a question that was raised at the ICOAE 2014, 3-5 July, Chania, Island of Crete, Greece: how do the volatility skews for the BRICS countries generated by the Risk Neutral Historic Distribution model compare to those generated by using GARCH models?
Labuschagne, Coenraad C.A., Venter, Pierre, von Boetticher, Sven T.   +2 more
openaire   +1 more source

Current Status and Challenges in Data Collection for Aerospace Coatings Deposited by Plasma Spraying

Advanced Engineering Materials, EarlyView.
An innovative approach has been integrated into the GRENAT project to optimize plasma spraying and coating performance. Raw materials are accelerated and melted in the plasma generated by torches, creating coatings. Monitoring sensors collect process data which are combined with ex situ characterization data.
Lila Randriamananjara, Vincent Rat, Quentin Dubreuil, Patrice Valorge, Simon Goutier, Alain Denoirjean, Olivier Messe, Céline Ruelle, Jean‐Philippe Poli   +8 more
wiley   +1 more source

Supporting AI Readiness Through Digital Workflows in Materials Science

Advanced Engineering Materials, EarlyView.
Digitalization drives innovation in materials science by connecting data silos and turning heterogeneous processes into reusable research pipelines. Across 13 MaterialDigital projects, digital workflows reveal complementary pathways toward AI‐ready materials research, founded on structured data, persistent artifacts, executable orchestration, and ...
Marian Bruns, Lateef Abdul, Stephan Barth, Martin Glauer, Manuel Günther, Fabian Neuhaus, Jan‐Ole Perschewski, Thomas Bjarsch, Henrik Abel, Johannes Bosch, Niklas Meyer, Peter Hofmann, Marc Drechsler, Alexander Dyck, Dhanunjaya Kumar Nerella, Marvin Tegeler, Oleg Shchyglo, Ingo Steinbach, Timo Klecker, Henk Birkholz, Ehsan Borzabadi Farahani, Bernard Fedelich, Cetin Haftaoglu, Tarakeshwar Lakshmipathy, Elena Garcia Trelles, Christoph Schweizer, Reza Darvishi Kamachali, Lukas Koschmieder, Janin Eiken, Markus Apel, Sung‐Min Wi, Jiangdong Zhao, Andreas Fezer, Nicolas Christ, Patrick Schneider, Eldor Urinov, Veit Königer, Volker Knoblauch, Janik Harter, Thomas Seifert, Thitichai Janpheng, Florian Fuchs, Fabian Teichert, Jörg Schuster, Anke Bardehle, Andreas Limper, Ulrich Giese, Carlos Lucke, Mario Beiner, Christoph Gögelein, Lisa Leuchtenberger‐Engel, Christian Hopmann, Felix Wentzien, Heike Wittek, Benjamin Klie, Alexander Röhrs, Ludger Overmeyer, Achraf Atila, Marcel Sadowski, Leopold Talirz, Jan Janssen, Jesper R. Pedersen, Peter Beck, Tejs Vegge, Ivano E. Castelli, Wolfgang Wenzel, Tilmann Hickel, Jörg Schaarschmidt   +67 more
wiley   +1 more source

Performance of islamic vs conventional banks in OIC countries: Resilience and recovery during Covid-19

Borsa Istanbul Review, 2022
This paper compares the performance of Islamic and conventional banks before and during Covid-19. It uses daily data for the years 2016–2022 of 12 Islamic and 21 conventional banks in six OIC countries: Pakistan, Bangladesh, Indonesia, Malaysia, United ...
Ghulam Ghouse, Nafees Ejaz, M. Ishaq Bhatti, Aribah Aslam   +3 more
doaj   +1 more source

Vector‐Field Control and Emergent Basal‐Plane Anisotropy of Magnetic Textures in Noncentrosymmetric (Fe0.63Ni0.3Pd0.07)3P

Advanced Functional Materials, EarlyView.
A field‐driven transition from chiral stripes to an achiral fan state is observed in a tetragonal magnet and linked to a temperature‐dependent rotation of the effective Dzyaloshinskii–Moriya interaction axis. This interplay generates pronounced in‐plane anisotropy and provides a new route for controlling chiral spin textures in noncentrosymmetric ...
Victor Ukleev, Oleg I. Utesov, Lorenzo Ubilla, Chen Luo, Radu‐Marius Abrudan, Peter Wild, Holger Kropf, Moritz Winter, Sebastian Schneider, Alexander Tahn, Bernd Rellinghaus, Tim A. Butcher, Simone Finizio, Sebastian Wintz, Markus Weigand, Max T. Birch, Yoshinori Tokura, Yasujiro Taguchi, Kosuke Karube, Florin Radu   +19 more
wiley   +1 more source

Estimation and tests for power-transformed and threshold GARCH models [PDF]

, 2008
Consider a class of power transformed and threshold GARCH(p,q) (PTTGRACH(p,q)) model, which is a natural generalization of power-transformed and threshold GARCH(1,1) model in Hwang and Basawa (2004) and includes the standard GARCH model and many other ...
Tong, H., Wang, H., Pan, J.
core   +4 more sources