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Baum-Eagon inequality in probabilistic labeling problems

Gallo, Crescenzio; Stasio, Giancarlo de - EconWPA - 2005

This work illustrates an approach to the study of labeling, aka 'object classification'. This kind of parallel computing problem well suites to AI applications (pattern recognition, edge detection, etc.) Our target consists in simplifying an overly computationally costly algorithm proposed by...

Persistent link: https://www.econbiz.de/10005125566

Management von Mitarbeiterrisiken in Unternehmen Theoretische Grundlagen und Entwicklung eines praxistauglichen Erfassungs- und Auswertungsverfahrens

Dannenberg, Henry - EconWPA - 2005

Die vorliegende Arbeit stellt einen Beitrag zur Bewertung von Mitarbeiterrisiken in Unternehmen dar. Es werden Ursachen determiniert, die einen Mitarbeiterausfall zur Folge haben. Diese werden auf ihre Eintrittswahrscheinlichkeit sowie möglicher Schäden hin untersucht. Darauf aufbauend wird...

Persistent link: https://www.econbiz.de/10005118593

Agricultural Applications of Value-at-Risk Analysis: A Perspective

Manfredo, Mark R.; Leuthold, Raymond M. - EconWPA - 1998

Value-at-Risk (VaR) determines the probability of a portfolio of assets losing a certain amount in a given time period … due to adverse market conditions with a particular level of confidence. Value-at-Risk has received considerable attention … from financial economists and financial practitioners for its use in risk reporting, in particular the risks of derivatives …

Persistent link: https://www.econbiz.de/10005076967

The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore

LOS, CORNELIS A. - EconWPA - 2004

transformation of the fund management industry in Singapore and focus on the improvement of its risk management practices. This … quality of both the survey responses and of the reported risk management practices has improved in the past three years. The …, investment styles and various kinds of risk exposures. Regrettably, still two thirds of the unit trusts do not provide any risk …

Persistent link: https://www.econbiz.de/10005076989

Extreme Moves in Foreign Exchange Rates and Risk Limit Setting

Dacorogna, Michel; Blum, Peter - EconWPA - 2003

Foreign exchange rates can be subject to considerable daily fluctuations (up to 5 percent within one day). This can, in certain cases, cause serious losses on open overnight positions. Given a maximum tolerable loss for a company, limits have to be set on open overnight positions in foreign...

Persistent link: https://www.econbiz.de/10005126103

APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF AGRICULTURAL COMMODITIES

Guida, Tony; Matringe, Olivier - EconWPA - 2005

This paper examines the forecasting performance of GARCH’s models used with agricultural commodities data. We compare different possible sources of forecasting improvement, using various statistical distributions and models. We have chosen to confine our analysis on four indices which are the...

Persistent link: https://www.econbiz.de/10005134650

The Interest Rate Exposure of Nonfinancial Corporations

Bartram, Sohnke M. - EconWPA - 2001

Many interest rates are as volatile as exchange rates and thus represent an equally important source of risk for … interest rate exposure of nonfinancial firms. Consequently, this paper investigates the impact of interest rate risk on a large …

Persistent link: https://www.econbiz.de/10005134675

Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations

Bartram, Sohnke M. - EconWPA - 2002

rate risk on firm value could be detected empirically. This paper investigates whether the results of previous studies can …

Persistent link: https://www.econbiz.de/10005134773

Testing the Gaussian Copula Hypothesis for Financial Assets Dependences

Malevergne, Y.; Sornette, D. - EconWPA - 2001

Using one of the key property of copulas that they remain invariant under an arbitrary monotonous change of variable, we investigate the null hypothesis that the dependence between financial assets can be modeled by the Gaussian copula. We find that most pairs of currencies and pairs of major...

Persistent link: https://www.econbiz.de/10005134789

International Evidence on Financial Derivatives Usage

Bartram, Sohnke M.; Brown, Gregory W.; Fehle, Frank R. - EconWPA - 2003

This paper presents international evidence on the use of financial derivatives for a sample of 7,292 non-financial firms from 48 countries including the United States. Across all countries, 59.8% of the firms use derivatives in general, while 43.6% use currency derivatives, 32.5% interest rate...

Persistent link: https://www.econbiz.de/10005134828