Results 131 to 140 of about 10,294,418 (372)
A numerical–experimental framework is developed for characterizing multi‐matrix fiber‐reinforced polymers (MM‐FRPs) combining epoxy and polyurethane matrices. Harmonic bending tests are integrated with finite element model updating (FEMU) to simultaneously identify elastic and viscoelastic material parameters.
Rodrigo M. Dartora +4 more
wiley +1 more source
Social networks and ex post risk management among smallholder farmers in Kenya
Smallholder farmers in developing countries are vulnerable to idiosyncratic and covariate risks. The risks affect their welfare through the shocks they impose on income, assets, health and food supply.
Mercy Mbugua +2 more
doaj +1 more source
Contingent convertible bonds in financial networks. [PDF]
Calice G, Sala C, Tantari D.
europepmc +1 more source
Modeling Financial Time Series with Artificial Neural Networks [PDF]
Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series.
Versace, Massimiliano, Wong, Charles
core +1 more source
Statistical analysis of financial networks
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Department of Industrial and Systems Engineering, University of Florida Weil Hall, Gainesville, FL 32611, USA ( host institution ) +3 more
openaire +3 more sources
A hierarchical porous copper current collector is fabricated via three‐dimensional printing combined with pressureless sintering to stabilize lithium metal anodes. The interconnected architecture lowers local current density, guides uniform Li deposition within pores, and suppresses dendrite growth.
Alok Kumar Mishra, Mukul Shukla
wiley +1 more source
Selenium was incorporated into a sol–gel‐derived bioactive glass to enable sustained therapeutic ion release. The selenium‐containing glass preserved bioactivity while selectively inducing cytotoxicity in osteosarcoma cells and maintaining osteoblastic viability.
Breno Rocha Barrioni +7 more
wiley +1 more source
ANALYSIS OF THE TIME EVOLUTION OF NON-LINEAR FINANCIAL NETWORKS
We treat financial markets as complex networks. It is commonplace to create a filtered graph (usually a Minimally Spanning Tree) based on an empirical correlation matrix.
Paweł Fiedor
doaj
This paper develops a framework for monitoring and forecasting episodes of systemic financial stress using a combination of market information, macro-financial indicators, and measures derived from time-varying correlation networks, embedded in a ...
Livia Valentina Moretti +2 more
doaj +1 more source

