We propose a novel class of models in which the crash hazard rate is determined by a function of a non-local estimation of mispricing. Rooted in behavioral finance, the non-local estimation embodies in particular the characteristic of "anchoring" on past price levels and the "probability...

This paper introduces the Broadband Provision Tensor (BPT), a new, fusion-based multivariate approach for exploring the spatial, economic, and quality of service dimensions of broadband telecommunication services. Specifically, the BPT allows for the development of a more complex and realistic...

The different locations of the equipment in urban distribution substations (DSSs) and the location of inlet holes and outlet holes usually result in different ventilation effect, which means the power consumed by any ventilating devices present is different. In this paper the temperature field...

In Markowitz portfolio optimization problems, the estimation of the inverse covariance matrix is not trivial and could even be intractable when the dimension is very high. In this article, we propose a linear portfolio optimizer (LPO) to solve Markowitz optimization problems in both...