Results 191 to 200 of about 1,246,337 (384)

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

A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. [PDF]

J Forecast, 2020
Huber F, Pfarrhofer M, Piribauer P.
europepmc   +1 more source

Econometric analysis of realized volatility and its use in estimating stochastic volatility models

, 2002
O. Barndorff-Nielsen, N. Shephard
semanticscholar   +1 more source

The stochastic volatility in mean model: empirical evidence from international stock markets [PDF]

, 2002
Siem Jan Koopman, Eugenie Hol Uspensky
openalex   +1 more source

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

Statistical analysis of foreign exchange rates: application of cointegration model and regime-switching stochastic volatility model

, 1997
Koji Kondo
openalex   +2 more sources

GARCH vs. stochastic volatility: Option pricing and risk management [PDF]

, 2002
Alfred Lehar, Martin Scheicher, Christian Schittenkopf   +2 more
openalex   +1 more source

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

Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors

Journal of Econometrics, 2019
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino   +2 more
semanticscholar   +1 more source

Estimation of stochastic volatility models with diagnostics

, 1997
A. Ronald Gallant, David Hsieh, George Tauchen   +2 more
openalex   +2 more sources