Results 21 to 30 of about 379,530 (310)

International VaR approach: Backtesting for different capital markets

open access: yesRevista 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
doaj   +2 more sources

Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets

open access: yesRisks, 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
doaj   +1 more source

Parametric Survival Models of Hemodialysis Patients in Relation with Patient-Related Factors [PDF]

open access: yesModern 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
doaj   +1 more source

Examining Selected Theoretical Distributions of Life Expectancy to Analyse Customer Loyalty Durability. The Case of a European Retail Bank

open access: yesActa 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
doaj   +1 more source

Scale-dependent estimates of the growth of forecast uncertainties in a global prediction system

open access: yesTellus: 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
doaj   +1 more source

Identifying Parametric Models Used to Estimate Track Irregularities of a High-Speed Railway

open access: yesMachines, 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
doaj   +1 more source

Learning to Predict Superquadric Parameters From Depth Images With Explicit and Implicit Supervision

open access: yesIEEE 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
doaj   +1 more source

Goat Milk Nutritional Quality Software-Automatized Individual Curve Model Fitting, Shape Parameters Calculation and Bayesian Flexibility Criteria Comparison

open access: yesAnimals, 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
doaj   +1 more source

Models and methodologies for credit scoring in personal banking: A literature review

open access: yesRevista 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
doaj   +1 more source

The question of the human mortality plateau: Contrasting insights by longevity pioneers

open access: yesDemographic Research, 2023
Background: The debate about limits to the human life span is often based on outcomes from mortality at the oldest ages among longevity pioneers. To this day, scholars disagree on the existence of a late-life plateau in human mortality.
Linh Hoang Khanh Dang   +5 more
doaj   +1 more source

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