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Research on active disturbance rejection control technique for underwater welding robot based on model compensation
Li, Shengqian; Zhang, Xiaofan - In: Industrial Robot: the international journal of robotics … 50 (2023) 5, pp. 731-739
Purpose An active disturbance rejection controller (ADRC) based on model compensation is proposed in this paper. The method should first be taken a nominal model of the robot to compensate. Subsequently, the uncertain external disturbance is estimated and compensated is used an expansion state...
Persistent link: https://www.econbiz.de/10014836057
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A note on dynamic hedging
Alghalith, Moawia; Floros, Christos; Lalloo, Ricardo - In: The Journal of Risk Finance 16 (2015) 2, pp. 190-196
Purpose – The purpose of this paper is to empirically test dynamic hedging, using data from the FTSE-100 and Standard & Poor’s (S&P) 500 futures indices. Design/methodology/approach – The authors introduce a dynamic continuous-time hedging model in futures markets. The authors further...
Persistent link: https://www.econbiz.de/10014902083
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Touristische Trendforschung durch Trendscreening: Von Innovationen zu Trends
Alms, Natalia; Groß, Sven; Dreyer, Axel - In: Zeitschrift für Tourismuswissenschaft 7 (2015) 2, pp. 147-168
Modeerscheinungen und Trends. Das entwickelte Trendscreening-Tool berücksichtigt dabei die Rolle der Medien, die den Prozess der … Anzeichen von touristischen Trends abgeleitet werden können. Ferner geben die Ergebnisse Aufschluss über die Anwendbarkeit des …Summary The present study focuses on the importance of innovation in the development of fads and trends. The developed …
Persistent link: https://www.econbiz.de/10014624397
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Cruise Industry 2030 – Produkt- und Marktentwicklung sowie laterale Diversifikation
Wolf, Antje; Mozuni, Mehdi - In: Zeitschrift für Tourismuswissenschaft 9 (2017) 2, pp. 305-324
Zusammenfassung Der Kreuzfahrtmarkt weist seit fast zwei Jahrzehnten ein erhebliches Wachstum auf. Derzeit ist der Kreuzfahrtmarkt vor allem markt- und marketinggetrieben, aber wenig innovativ. Megatrends wie der demographische Wandel, die Digitalisierung und die Individualisierung werden diese...
Persistent link: https://www.econbiz.de/10014624456
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Monetary policy surprises and jumps in interest rates: evidence from Brazil
Meurer, Roberto; Santos, André A.P.; Turatti, Douglas E. - In: Journal of Economic Studies 42 (2015) 5, pp. 893-907
Purpose – The purpose of this paper is to consider a monetary-jump model to measure the contribution of jumps to the …’s unanticipated monetary policy decisions are driving these jumps. Design/methodology/approach – The authors use a sample of swap … contribution of jumps to the total volatility is substantial, and monetary policy decisions partly explain the occurrence of those …
Persistent link: https://www.econbiz.de/10014864363
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Joint pricing of VIX and SPX options with stochastic volatility and jump models
Kokholm, Thomas; Stisen, Martin - In: The Journal of Risk Finance 16 (2015) 1, pp. 27-48
models exhibiting stochastic volatility and/or jumps, it remains to be shown whether these are able to price both markets … jumps in returns and the Heston model with simultaneous jumps in returns and variance (SVJJ) are jointly calibrated to … market quotes on SPX and VIX options together with VIX futures. Findings – The full flexibility of having jumps in both …
Persistent link: https://www.econbiz.de/10014901984
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The interaction between accruals management and financial engineering with special purpose entities
Matoussi, Hamadi; Chakib Kolsi, Mohamed - In: Journal of Human Resource Costing & Accounting 10 (2006) 2, pp. 72-91
Purpose – In response to recent financial corporate scandals, this study aims to provide a helpful understanding for investors and accounting regulators on how firms manage their reported earnings. This leads to a better firm valuation by financial intermediaries and more useful accounting...
Persistent link: https://www.econbiz.de/10014872991
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On the inception of sound derivative products in emerging markets
Al Janabi, Mazin A.M. - In: Journal of Financial Regulation and Compliance 14 (2006) 2, pp. 151-164
Purpose – Since, the early 1990s, emerging markets have started to play an important role in the trading of derivatives products. Despite the fact that these markets are characterized in general as illiquid, segmented, politically unstable, with lack of regulations and historical financial...
Persistent link: https://www.econbiz.de/10014870021
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Financial engineering for the farm problem
G. Turvey, Calum; Woodard, Joshua; Liu, Edith - In: Agricultural Finance Review 74 (2014) 2, pp. 271-286
Purpose – The purpose of this paper is to provide a general discussion of how techniques from financial engineering can be used to investigate the economic costs of farm programs and to aid in the design of new financial products to implement margin protection for dairy farmers. Specifically...
Persistent link: https://www.econbiz.de/10014667446
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Option valuation: key issues in option pricing
Hewett, Thomas; Igolnikov, Roman - In: Balance Sheet 8 (2000) 4, pp. 11-16
In this paper we attempt to address, in a non‐technical way, the basic assumptions underlying option pricing theory and point out some of the inherent weaknesses they imply in the reliability of the resulting valuations. We present several concrete examples to illustrate the impact of the...
Persistent link: https://www.econbiz.de/10014689045