Results 11 to 20 of about 1,563,210 (304)
Systematic sampling of nonlinear models: evidence on speed of adjustment in index futures markets [PDF]
, 2011 Based on the cost-of-carry model of future prices, a number of studies have estimated nonlinear autoregressive models for the basis at different frequencies (see, e.g., Dwyer GP, Locke, P, & Yu, W, 1996; Monoyios M and Sarno L, 2002; Taylor N, van Dijk D,
Paya, Ivan, Peel, David
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Influence of Nonlinear Analysis Technology on Damage Analysis of Asphalt Pavement Structure
The Baltic Journal of Road and Bridge Engineering, 2023 As a means of predicting the damage pattern and design life of asphalt pavement structures, the reliability of damage analysis is highly dependent on the calculation accuracy of the pavement mechanical responses under wheel load.
Mian Zhang, Xin Jiang, Yanjun Qiu
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Optimization of SLAM Graph Based on Optimization Levenberg-Marquardt Method
Journal of Harbin University of Science and Technology, 2021 Aimed at the present situation of the visualSimultaneous Localization and Mapping technology of complex nonlinear optimization method of process，optimization of slow speed and low accuracy of optimization shortcomings，in the wide application of nonlinear
DAI Tian-hong, LI Zhi-cheng
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Nonlinear geostrophic adjustment in the presence of a boundary [PDF]
Journal of Fluid Mechanics, 2002 The process of nonlinear geostrophic adjustment in the presence of a boundary (i.e. in a half-plane bounded by a rigid wall) is examined in the framework of a rotating shallow water model, using an asymptotic multiple-time-scale theory based on the assumed smallness of the Rossby number ε.
Reznik, G. M., Grimshaw, R.
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New Nonlinear Approaches for the Adjustment and Updating of a SAM [PDF]
Economics of Planning, 2003 Many structural relationships should be taken into account in any reasonable adjustment and updating process. These structural relationships are mainly represented by ratios of different types, such as technical coefficients or the proportion of the cell value in relation to its row or column total.
Casiano Manrique de Lara Peñate +1 more
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Nonlinear quantile regression to describe the dry matter accumulation of garlic plants [PDF]
Ciência Rural, 2020 : The objective of this study was to adjust nonlinear quantile regression models for the study of dry matter accumulation in garlic plants over time, and to compare them to models fitted by the ordinary least squares method. The total dry matter of nine
Guilherme Alves Puiatti +7 more
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Nonlinear Stock Price Adjustment in the G7 Countries [PDF]
SSRN Electronic Journal, 2008 This paper aims to modeling stock prices adjustment dynamics toward their fundamentals. We used the class of Switching Transition Error Correction Models (STECM) and we showed that stock prices deviations toward fundamentals could be characterized by nonlinear adjustment process with mean reversion.
Jawadi, Fredj, Prat, Georges
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Nonlinearity Valuation Adjustment [PDF]
, 2016 We develop a consistent, arbitrage-free framework for valuing derivative trades with collateral, counterparty credit risk, and funding costs. Credit, debit, liquidity, and funding valuation adjustments (CVA, DVA, LVA, and FVA) are simply introduced as modifications to the payout cash flows of the trade position.
Damiano Brigo +3 more
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Nonlinear Rossby adjustment in a channel [PDF]
Journal of Fluid Mechanics, 1999 The Rossby adjustment problem for a homogeneous fluid in a channel is solved for large values of the initial depth discontinuity. We begin by analysing the classical dam break problem in which the depth on one side of the discontinuity is zero. An approximate solution for this case can be constructed by assuming semigeostrophic dynamics and using ...
Helfrich, K. R. +2 more
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On weighted total least squares adjustment for solving the nonlinear problems
Journal of Geodetic Science, 2014 In the classical geodetic data processing, a non- linear problem always can be converted to a linear least squares adjustment. However, the errors in Jacob matrix are often not being considered when using the least square method to estimate the optimal ...
Hu C., Chen Y., Peng Y.
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