Results 21 to 30 of about 311,501 (260)
International VaR approach: Backtesting for different capital markets
Revista Contabilidade & Finanças, 2019 This article aims to compare distinct metrics of the value at risk (VaR), differing from prior studies with respect about compare three asset categories belonging to seven countries.
Marília Cordeiro Pinheiro +1 more
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Mathematics, 2023 The survival of a company has been a topic of growing interest in the scientific community. Measuring the life expectancy of Portuguese telecommunications companies using generalized log-gamma (GLG) distribution is a new research endeavor.
José H. Dias Gonçalves +3 more
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Risks, 2021 The paper presents an alternative approach to measuring systemic illiquidity applicable to countries with frontier and emerging financial markets, where other existing methods are not applicable.
Ewa Dziwok, Marta A. Karaś
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Parametric Survival Models of Hemodialysis Patients in Relation with Patient-Related Factors [PDF]
Modern Medicine, 2020 Background: Survival analysis refers to analyzing of statistical data for which the outcome variable of interest is time until an event occurs. This research aimed at comparing different models of parametric Proportional Hazards (PH) models (Weibull ...
Reem Yousif MEKKI +5 more
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Scale-dependent estimates of the growth of forecast uncertainties in a global prediction system
Tellus: Series A, Dynamic Meteorology and Oceanography, 2017 We assess the scale-dependent growth of forecast errors based on a 50-member global forecast ensemble from the European Centre for Medium Range Weather Forecasts.
Nedjeljka Žagar +3 more
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Acta Universitatis Lodziensis. Folia Oeconomica, 2020 One of the key elements related to calculating Customer Lifetime Value is to estimate the duration of a client’s relationship with a bank in the future. This can be done using survival analysis.
Dominik Kubacki, Robert Kubacki
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Identifying Parametric Models Used to Estimate Track Irregularities of a High-Speed Railway
Machines, 2022 This study aims to identify parametric models to estimate track irregularities in high-speed railways with simple acceleration measurements. The primary contribution of current research is the development of effective parametric models with smaller ...
Sunghoon Choi
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Learning to Predict Superquadric Parameters From Depth Images With Explicit and Implicit Supervision
IEEE Access, 2021 Reconstruction of 3D space from visual data has always been a significant challenge in the field of computer vision. A popular approach to address this problem can be found in the form of bottom-up reconstruction techniques which try to model complex 3D ...
Tim Oblak +5 more
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Animals, 2020 SPSS syntax was described to evaluate the individual performance of 49 linear and non-linear models to fit the milk component evolution curve of 159 Murciano-Granadina does selected for genotyping analyses.
María Gabriela Pizarro Inostroza +6 more
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Models and methodologies for credit scoring in personal banking: A literature review
Revista CEA, 2017 This paper provides a literature review on risk scoring models for credit granting in personal banking. The methods by Abdou & Pointon (2011), Glennon, Kiefer, Larson, & Choi (2008), and Saavedra-García (2010) are considered.
David Esteban Rodríguez-Guevara +2 more
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