Results 61 to 70 of about 28,836 (304)
Block Structure Multivariate Stochastic Volatility Models [PDF]
Most multivariate variance models suffer from a common problem, the “curse of dimensionalityâ€. For this reason, most are fitted under strong parametric restrictions that reduce the interpretation and flexibility of the models. Recently, the literature
Asai, M., Caporin, M.
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Chaotic Process in The Tehran Stock Price Index [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2006 The very complex movements in the stock prices are usually taken as random or stochastic, but they may be produced by a deterministic data generating process.
Saeed Moshiri, Habib Morovat
doaj
Biofuels, Bioproducts and Biorefining, EarlyView.Abstract This study presents a novel bioeconomy optimization framework, BiOpt, designed to address critical questions regarding the strategic use of limited US biomass resources for biofuel production. By integrating detailed techno‐economic analyses, life cycle assessments, and resource assessment data, BiOpt optimizes resource distributions across ...
Nicholas A. Carlson +3 more
wiley +1 more source
BarekengPremium reserves play a vital role in ensuring that insurance firms can meet their future obligations to policyholders. Traditional fixed-rate approaches often fail to reflect market volatility, leading to potential misestimations.
Krishna Prafidya Romantica +3 more
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Advances in causal discovery methods for ecological time series
Biological Reviews, EarlyView.ABSTRACT Recent advances in data collection technologies (e.g. automated sensor networks, satellite remote sensing, and high‐throughput sequencing) have greatly expanded the availability of ecological time series, enabling new opportunities for causal analyses in dynamic ecosystems.
Kenta Suzuki +6 more
wiley +1 more source
Macroscopic Stochastic Model for Economic Cycle Dynamics
Physical Review LettersWe present a stochastic dynamic model which can explain economic cycles. We show that the macroscopic description yields a complex dynamical landscape consisting of multiple stable fixed points, each corresponding to a split of the population into a large low and a small high income group.
Sören Nagel +2 more
openaire +2 more sources
Stochastic equilibrium models for generation capacity expansion [PDF]
Capacity expansion models in the power sector were among the first applications of operations research to the industry. The models lost some of their appeal at the inception of restructuring even though they still offer a lot of possibilities and are in ...
EHRENMANN, Andreas, SMEERS, Yves
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Business Strategy and the Environment, EarlyView.ABSTRACT The aim of this research is to verify whether institutional quality affects the relationship between green innovation and firm efficiency within the high‐tech manufacturing sectors. To estimate jointly the parameters of a stochastic frontier and the coefficients of a model explaining technical inefficiency, we employed the one‐step estimation ...
Mariarosaria Agostino +2 more
wiley +1 more source
Almost sure convergence to zero in stochastic growth models [PDF]
This paper considers the resource constraint commonly used in stochastic one-sector growth models. Shocks are not required to be i.i.d. It is shown that any feasible path converges to zero exponentially fast almost surely under a certain condition.
Takashi Kamihigashi
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Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. [PDF]
Continuous-time stochastic volatility models are becoming increasingly popular in finance because of their flexibility in accommodating most stylized facts of financial time series.
Emanuele Taufer +2 more
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