Search Results - subject:"Rare event"

Social security safety net with rare event risk

Hunt, Erin Cottle; Caliendo, Frank - In: Macroeconomic dynamics 28 (2024) 2, pp. 495-515

Persistent link: https://www.econbiz.de/10014485340

Have shifts in investor tastes led the market portfolio to capture ESG preferences?

Rojo-Suárez, Javier; Alonso-Conde, Ana B. - In: International review of financial analysis 91 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014446995

Long-distance travel demand modeling through rare event modeling approach

Zadeh, Hamed Ali; Morency, Catherine; Trépanier, Martin - 2024

Persistent link: https://www.econbiz.de/10014575692

A novel implementation of Siamese type neural networks in predicting rare fluctuations in financial time series

Basu, Treena; Menzer, Olaf; Ward, Joshua; SenGupta, Indranil - In: Risks 10 (2022) 2, pp. 1-16

analysis. Extending on literature about rare event classification and stochastic modeling in financial analytics, the proposed …

Persistent link: https://www.econbiz.de/10013200929

A novel implementation of Siamese type neural networks in predicting rare fluctuations in financial time series

Basu, Treena; Menzer, Olaf; Ward, Joshua; SenGupta, Indranil - In: Risks : open access journal 10 (2022) 2, pp. 1-16

analysis. Extending on literature about rare event classification and stochastic modeling in financial analytics, the proposed …

Persistent link: https://www.econbiz.de/10013093037

Suppliers' collusion in public procurement : ex-ante determinants in zero initial contract price decrease auctions (the case of Russian healthcare)

Gilenko, Evgenii V.; Ivanov, Andrei E.; Golubeva, … - In: International journal of procurement management 17 (2023) 2, pp. 180-203

Persistent link: https://www.econbiz.de/10014313630

How rare is rare? : how common is common? : empirical issues associated with binary dependent variables with rare or common event rates

Woo, Hyun-Soo; Berns, John P.; Solanelles, Pol - In: Organizational research methods : ORM 26 (2023) 4, pp. 655-677

Persistent link: https://www.econbiz.de/10014429991

An improved variant of the rare event simulation method RESTART using prolonged retrials

Villén-Altamirano, José - In: Operations Research Perspectives 6 (2019), pp. 1-9

RESTART is a widely applicable accelerated simulation technique that allows the evaluation of extremely low probabilities. In this method a number of retrials (or paths) are made when the process reaches certain thresholds of a function of the system state, called the importance function. In...

Persistent link: https://www.econbiz.de/10012662777

An improved variant of the rare event simulation method RESTART using prolonged retrials

Villén-Altamirano, José - In: Operations research perspectives 6 (2019), pp. 1-9

Persistent link: https://www.econbiz.de/10012029520

Failing to forecast rare events

Bond, Philip; Dow, James - In: Journal of financial economics 142 (2021) 3, pp. 1001-1016

Persistent link: https://www.econbiz.de/10012873306

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