Showing 1 - 10 of 57
New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some … of the volatility with respect to the forecasted trendline, are provided. $\mathcal{Z}$-transform and differential …
Persistent link: https://www.econbiz.de/10008791958
Increasing concerns about environmental and social impacts have made multicriteria analysis (MCA) increasingly popular in decision making processes. The present paper proposes a new methodology which allows taking into account multicriteria aspects, stakeholder's preferences and long time...
Persistent link: https://www.econbiz.de/10010821438
This article focuses on the monitoring of a supply chain dedicated to the mass production of strongly diversified products. In particular we are interested in the part of this chain that contributes to the production of a set of alternative modules assembled on a work station of one or several...
Persistent link: https://www.econbiz.de/10010899826
Estimation methods of bivariate fractional cointegration models are numerous. In most cases they have non …-equivalent asymptotic and finite sample properties, implying diffculties in determining an optimal estimation strategy. In this paper, we …
Persistent link: https://www.econbiz.de/10010933833
through a randomization of the parameter of interest combined with non parametric estimation techniques. This paper studies …
Persistent link: https://www.econbiz.de/10008790983
This paper focuses on uncertainties in traffic forecasting. Three major sources of uncertainties are observed for freight demand models. The first one is the model specification itself. We are not interested by it. The second one concerns uncertainties over forecasting hypotheses. A mean to...
Persistent link: https://www.econbiz.de/10008792030
In this paper, a study of a stochastic volatility model for asset pricing is described. Originally presented by J. Da … Fonseca, M. Grasselli and C. Tebaldi, the Wishart volatility model identifies the volatility of the asset as the trace of a … model. Besides, the Wishart volatility model keeps a clear interpretation of its parameters and conserves an efficient …
Persistent link: https://www.econbiz.de/10008793719
We study the economics of Bitcoin transaction fees in a simple static partial equilibrium model with the specificity …, letting the fee be fixed as the outcome of a decentralized competitive market cannot guarantee the very existence of Bitcoin …
Persistent link: https://www.econbiz.de/10010821191
It is a widely spread belief that crypto-currencies implementing a proof of stake transaction validation system are less vulnerable to a 51% attack than crypto-currencies implementing a proof of work transaction validation system. In this article, we show that it is not the case and that, in...
Persistent link: https://www.econbiz.de/10010899420
equilibrium in the current Bitcoin mining environment, instead, they should not process any transaction. Finally, we show that the …
Persistent link: https://www.econbiz.de/10010899795