Results 121 to 130 of about 1,699 (225)

A Comparative Review of Specification Tests for Diffusion Models

open access: yesInternational Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez   +3 more
wiley   +1 more source

The Augmented Hat‐Matrix of Hierarchical Generalised Linear Models and Its Use in Leverage Diagnostics

open access: yesInternational Statistical Review, EarlyView.
Summary Defining a ‘hat‐matrix’ for a model is essential in many model diagnostic procedures, as it acts as an orthogonal projector from the observation space to the model space. In this paper, we introduce a unique Hat‐matrix for the class of hierarchical generalised linear models (HGLMs), which includes, as a special case, the subclass of generalised
Gianfranco Lovison   +3 more
wiley   +1 more source

Multi‐objective maritime vessel routing with safety considerations

open access: yesInternational Transactions in Operational Research, EarlyView.
Abstract The routing of maritime vessels is a challenging optimization problem that involves finding an adequate balance between conflicting and multiple objectives. This paper proposes a methodology based on inverse optimization to find appropriate objective weights that account for conflicting objectives. To formulate the inverse optimization problem,
Nazanin Sharif   +4 more
wiley   +1 more source

Nonlinear Stability in a Free Boundary Model of Active Locomotion. [PDF]

open access: yesArch Ration Mech Anal
Berlyand L, Safsten CA, Truskinovsky L.
europepmc   +1 more source

A spectral analysis extension to DEMATEL for strategic leverage points identification

open access: yesInternational Transactions in Operational Research, EarlyView.
Abstract Efforts to intervene in complex systems often emphasize influential factors, yet system behavior is equally shaped by the relationships among them. Methods such as Decision‐Making Trial and Evaluation Laboratory (DEMATEL) map causal structures but remain descriptive and do not identify which relationships provide the greatest leverage for ...
Pavlos Delias, Kerasia Kalkitsa
wiley   +1 more source

Exposure to Climate Change and Earnings Manipulation

open access: yesJournal of Business Finance &Accounting, EarlyView.
ABSTRACT This study investigates whether and how climate change exposure (CCE) influences corporate financial reporting practices. Using a newly developed firm‐specific CCE measure from conference calls, we find that US firms with higher CCE exhibit greater real earnings management (REM).
Ramzi Benkraiem   +4 more
wiley   +1 more source

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