Results 131 to 140 of about 52,895 (269)
Confidence intervals for extinction risk: Validating population viability analysis with limited data
Methods in Ecology and Evolution, EarlyView.Abstract The assessment of extinction risk remains a key component of IUCN and CITES evaluations. However, it has been argued that, under realistic data limitations, confidence intervals (CIs) for extinction probability often span the entire 0–1 range, rendering such assessments meaningless.
Hiroshi Hakoyama
wiley +1 more source
Terrain Synthesis and Authoring based on Iso‐Contours
Computer Graphics Forum, EarlyView.Abstract Digital terrains are central to realistic landscape depiction, yet authoring tools must balance perceptual realism with intuitive artistic control. We propose a compact vector‐based representation that models terrain as nested iso‐contours, inspired by geomorphology and cartography.
B. Huftier +5 more
wiley +1 more source
Closed‐Form Optimal Investment Under Generalized GARCH Models
European Financial Management, EarlyView.ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel +2 more
wiley +1 more source
Journal of the Operations Research Society of Japan, 2004 Summary: Suppose that an investor can irrevocably invest capital \(K\) in a project. The cost of investment is \(c(K)\) and the future cash flow depends on a stochastic factor \(Y_t\). The investor's problem is to choose the time at which (if ever) to invest a certain amount of capital to maximize the sum of expected discounted cash flows.
openaire +3 more sources
Water, water, every where—the advent of hydrated pili structure
The FEBS Journal, EarlyView.Protein structure is defined by its surrounding water. Naturally, this is also true for the gigantic protein filaments that pathogenic bacteria use to attach to and colonize their host cells. Structures of these filaments for which water can be identified with high confidence have stayed elusive for the longest time.
Hiroya Oki +3 more
wiley +1 more source
Obtaining Accurate Gold Prices
CommoditiesGold prices have been of major interest for a lot of investors, analysts, and economists. Accordingly, a number of different modeling approaches have been used to forecast gold prices.
Amit K. Sinha
doaj +1 more source
The Role of Index Fund Ownership in the Era of Say‐on‐Pay
Financial Management, EarlyView.ABSTRACT We examine whether and how index funds influence executive compensation in the post‐Say‐on‐Pay era. Using the annual reconstitution of the Russell indexes as a source of exogenous variation in index fund ownership, we document a causal effect of index ownership on CEO pay structure.
Kiseo Chung, Hwanki Brian Kim
wiley +1 more source
Bitcoin transaction behavior modes exploration based on balance data
EPJ Data ScienceWhen analyzing the balance distribution of Bitcoin users, we found that it follows a log-normal pattern based on a rigorous Uniformly-Most-Powerful-Unbiased test.
Yu Zhang +3 more
doaj +1 more source
Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
International Statistical Review, EarlyView.Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler +3 more
wiley +1 more source
Market Risk VaR Historical Simulation Model with Autocorrelation Effect: A Note
The International Journal of Banking and Finance, 2009 The modern market risk model using Value at Risk (VaR) method in the banking area under the BASEL II Accord can take different forms of simulation.
Wantanee Surapaitoolkorn
doaj