Results 121 to 130 of about 60,332 (300)

Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’

, 2015
This special issue of Quantitative Finance collects eight papers on the relation between interlinkages and systemic risk. The papers cover several types of interlinkages and follow different approaches, from agent-based modelling to empirical ...
Gallegati, Mauro, Mantegna, Rosario N., Lillo, F., LILLO, FABRIZIO, di Iasio, Giovanni, di Iasio, G., Gallegati, M., MANTEGNA, Rosario Nunzio   +7 more
core   +1 more source

Creep‐Induced Microstructural Evolution in an A2‐B2 Superalloy

Advanced Engineering Materials, EarlyView.
A 27.3Ta‐27.3Mo‐27.3Ti‐8Cr‐10Al (at.%) refractory high‐entropy alloy with precipitation‐strengthened A2‐B2 microstructure was studied by creep tests at 1030°C, which demonstrate a transition in deformation mechanisms in the range of 100–150 MPa applied stress. This is associated with changes in dislocation–precipitate interactions. Relevant deformation
Liu Yang, Aparajita Pramanik, Sandipan Sen, Shubhashis Dixit, Marcel Muench, R. J. Vikram, Daniel Schliephake, Yolita M. Eggeler, Ankur Chauhan, Martin Heilmaier, Alexander Kauffmann   +10 more
wiley   +1 more source

Mastering R for quantitative finance

, 2015
This book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in ...
Szucs, Balázs Árpád, Havran, Dániel, Berlinger, Edina, Medvegyev, Péter, Váradi, Kata, Márkus, Balázs, Molnár, Julia, Margitai, István, Vadász, Tamás, Badics, Milán, Vidovics-Dancs, Ágnes, Banai, Ádám, Gabler, Gergely, Juhász, Péter, Dömötör, Barbara, Illés, Ferenc, Tuza, Ágnes, Daróczi, Gergely   +17 more
core  

Recycling of NiTi Shape Memory Alloys: Fundamental and Technological Aspects of a Vacuum Induction Melting Processing Route

Advanced Engineering Materials, EarlyView.
The present study investigates recycling of NiTi shape memory alloys via vacuum induction melting. An ingot was synthesized from elemental Ni and Ti and subjected to three subsequent remelting cycles. Remelting increases process durations and impurity levels and adversely affects microstructures and functional properties.
Sakia Sophia Noorzayee, Son Tung Mai, Sarath Menon, Braulio Gadiel Sánchez Ortega, Ralf Drautz, Alexander Kauffmann, Gunther Eggeler, Jan Frenzel   +7 more
wiley   +1 more source

Portfolio management based on value distribution reinforcement learning algorithm

Frontiers in Artificial Intelligence
IntroductionIn the face of high uncertainty and complexity in financial markets, achieving portfolio return maximization while effectively controlling risk remains a critical challenge.MethodsWe propose a novel portfolio management framework based on the
Yan Yang, Tian Wang, Yiding Fu, Jingna Huang, Dong Zhou   +4 more
doaj   +1 more source

Optimization of the Production of Rubber Compounds Using Mathematical Models

Advanced Engineering Materials, EarlyView.
Rubber compounds were mixed in a batch internal mixer, and symbolic regression was used to derive mathematical models linking recipe and process parameters to ram path, torque, and mixing quality (incorporation, dispersion, distribution). Subsequent optimization with evolutionary algorithms identified operating conditions that reduce specific energy ...
Anke Bardehle, Andreas Limper, Ulrich Giese, Carlos Lucke, Mario Beiner, Christoph Gögelein, Lisa Leuchtenberger‐Engel, Christian Hopmann   +7 more
wiley   +1 more source

Fitting default intensity models to market curves: a time change approach

, 2019
We address the so-called \textit{calibration problem} which, in finance, consists of fitting in a tractable way a given model $x$ to a specified continuous term structure like, e.g., yield or default probability curve noted $G$.
Quantitative Finance and Risk Analysis (QFRA), Mbaye, Cheikh, Vrins, Frédéric   +2 more
core  

Enterprise Surveys : Nicaragua Country Profile 2010

, 2011
The enterprise surveys focus on the many factors that shape the business environment. The qualitative and quantitative data collected through the surveys connect a country s business environment characteristics with
World Bank, International Finance Corporation   +1 more
core   +1 more source

Features of different asset types and extreme risk transmission during the COVID-19 crisis

Financial Innovation
Unlike the current extensive literature, which discusses which assets can avoid the risks caused by the COVID-19 pandemic, this study examines whether the characteristics of different assets affect the extreme risk transmission of the COVID-19 crisis ...
I-Chun Tsai
doaj   +1 more source

Workflow for Design of Experiments‐Based Modeling of Species Transport and Growth Kinetics in GaN Hydride Vapor Phase Epitaxy

Advanced Engineering Materials, EarlyView.
A novel workflow for investigating hydride vapor phase epitaxy for GaN bulk crystal growth is proposed. It combines Design of experiments (DoE) with physical simulations of mass transport and crystal growth kinetics, serving as an intermediate step between DoE and experiments.
J. Tomkovič, G. Lukin, H. Torkashvand, A. Kerschbaum, M. Müller, S. Besendörfer, J. Heitmann, J. Friedrich   +7 more
wiley   +1 more source