Results 141 to 150 of about 204,882 (322)

Ensemble‐based soil liquefaction assessment: Leveraging CPT data for enhanced predictions

Civil Engineering Design, Volume 7, Issue 1, Page 23-35, March 2025.
Abstract This study focuses on predicting soil liquefaction, a critical phenomenon that can significantly impact the stability and safety of structures during seismic events. Accurate liquefaction assessment is vital for geotechnical engineering, as it informs the design and mitigation strategies needed to safeguard infrastructure and reduce the risk ...
Arsham Moayedi Far, Masoud Zare
wiley   +1 more source

On the Optimal Choice of Strike Conventions in Exchange Option Pricing

Mathematics
An important but rarely-addressed option pricing question is how to choose appropriate strikes for implied volatility inputs when pricing more exotic multi-asset derivatives.
Elisa Alòs, Michael Coulon
doaj   +1 more source

BUGS for a Bayesian analysis of stochastic volatility models [PDF]

, 2000
Renate Meyer, Jun Yu
openalex   +1 more source

A Market Model for Stochastic Implied Volatility [PDF]

In this paper a stochastic volatility model is presented that directly prescribes the stochastic development of the implied Black-Scholes volatilities of a set of given standard options.
Schönbucher, Philpp J.
core  

Experimental studies on multi‐scale data‐driven methods within the framework of structural health monitoring

Civil Engineering Design, EarlyView.
Abstract The German Research Foundation has established the priority program SPP 100+. Its subject is monitoring bridge structures in civil engineering. The data‐driven methods cluster deals with the use of measurements and their special global and local analysis methods, which complement each other in an overall multi‐scale concept in order to realize
Maximilian Rohrer, Jan Backhaus, Ulf Bestmann, Vanessa De Arriba López, Pedro Achanccaray Diaz, Markus Gerke, Carsten Könke, Armin Lenzen, Lukas Lippold, Mehdi Maboudi, Max Moeller, Carlos Luis Paz Villegas, Paul Winkler, Volkmar Zabel   +13 more
wiley   +1 more source

Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies

Frontiers in Applied Mathematics and Statistics
In this paper, we explore the applications of fractional stochastic volatility (FSV) models within the realm of market microstructure theory and optimal execution strategies. FSV models extend traditional stochastic volatility frameworks by incorporating
Abe Webb
doaj   +1 more source

Stochastic volatility models: conditional normality versus heavy-tailed distributions [PDF]

, 2000
Roman Liesenfeld, Robert C. Jung
openalex   +1 more source

Probability distribution of returns in the Heston model with stochastic volatility* [PDF]

, 2002
Adrian A. Drǎgulescu, Victor M. Yakovenko   +1 more
openalex   +3 more sources

Impact of slug length in gas–liquid two‐phase flow on the structural stress characteristics of horizontal rigid pipelines

The Canadian Journal of Chemical Engineering, EarlyView.
Data collection and processing of slug length in two‐phase flow‐induced stress analysis. Abstract The intermittent passage of liquid slugs and gas pockets in slug flow generates substantial cyclic stress damage to piping systems and their supports. This issue poses significant challenges to the various industries in which this flow pattern is present ...
Abdalellah O. Mohmmed, Hussain H. Al‐Kayiem, Abderraouf Arabi   +2 more
wiley   +1 more source

Review of artificial intelligence applications in geothermal energy extraction from hot dry rock

Deep Underground Science and Engineering, EarlyView.
This paper systematically summarized the applications of artificial intelligence (AI) in hot dry rock (HDR) geothermal exploitation and discussed the limitations and opportunities. A novel intelligent HDR exploitation system was proposed to promote the development of HDR toward more efficiency, economy, and intelligence.
Kun Ji, Hong Li, Yu Zhao, Kaoshan Dai, Sai Liu, Chun'an Tang   +5 more
wiley   +1 more source