Narrow search
Showing 1 - 10 of 535
Cover Image
Estimating Recovery Rates on Bank’s Historical Loan Loss Data
Bandyopadhyay, Arindam; Singh, Pratima - Volkswirtschaftliche Fakultät, … - 2007
The main objective of this paper is to estimate a statistical model that incorporates information at different levels: collateral, facility, industry, zone and the macro economy to predict the Recovery Rates which will enable the bank to arrive at the Loss Given Default figure that would help to...
Persistent link: https://www.econbiz.de/10005619574
Cover Image
Modeling of the national economies in state-space : a fractional calculus approach
Škovránek, Tomáš; Podlubny, Igor; Petráš, Ivo - In: Economic modelling 29 (2012) 4, pp. 1322-1327
Persistent link: https://www.econbiz.de/10009667366
Cover Image
Improving Discrete Model Representations via Symmetry Considerations
Sherali, Hanif D.; Smith, J. Cole - In: Management Science 47 (2001) 10, pp. 1396-1407
In this paper, we focus on a useful modeling concept that is frequently ignored while formu lating discrete …
Persistent link: https://www.econbiz.de/10009203918
Cover Image
Fill in the Gap: A New Alliance for Social and Natural Sciences
Venturini, Tommaso; Jensen, Pablo; Latour, Bruno - In: Journal of Artificial Societies and Social Simulation 18 (2015) 2, pp. 11-11
In the last few years, electronic media brought a revolution in the traceability of social phenomena. As particles in a bubble chamber, social trajectories leave digital trails that can be analyzed to gain a deeper understanding of collective life. To make sense of these traces a renewed...
Persistent link: https://www.econbiz.de/10011220324
Cover Image
MESOSCOPIC MODELING AND SIMULATION OF LOGISTICS SYSTEMS
Reggelin, Tobias; Tolujew, Juri - In: Polish Journal of Management Studies 2 (2008) 1, pp. 21-28
necessitates ongoing adaptation of logistics networks. Therefore, suit-able methods of modeling and simulation are needed to … modeling time. Thus, the mesoscopic approach can be described with the phrase “discrete time/continuous quantities”. The basic … components of the mesoscopic modeling approach are multichannel funnels, multichannel transportation elements, sources and sinks …
Persistent link: https://www.econbiz.de/10011252857
Cover Image
On the Nature, Modeling, and Neural Bases of Social Ties
Winden, Frans van; Stallen, Mirre; Ridderinkhof, K. Richard - Tinbergen Instituut - 2008
<b>Purpose:</b><br>This paper addresses the nature, formalization, and neural bases of (affective) social ties anddiscusses the relevance of ties for health economics. A social tie is defined as an affectiveweight attached by an individual to the well-being of another individual ('utilityinterdependence')....
Persistent link: https://www.econbiz.de/10011255951
Cover Image
OPERATIONAL RISK ANALYSIS OF INDUSTRIAL SMALL AND MEDIUM ENTERPRISES
Restrepo, Jorge A.; Díaz, Jairo Angel; Ocampo, Juan Esteban - In: Global Journal of Business Research 8 (2014) 2, pp. 65-80
This paper develops a quantitative analysis of operative risk. We model the volatilities of major financial indices Chemicals Industry for the period 2000-2009. The model uses an Analytical Hierarchy Process (AHP), a multicriterio technique, to identifying the weight of major financial indices:...
Persistent link: https://www.econbiz.de/10011205777
Cover Image
Solar irradiation in diffusely enclosures with partitions
Miguel, A.F.; Silva, A. - In: Applied Energy 87 (2010) 3, pp. 836-842
This paper presents an approach to obtain the income of solar irradiation within partitioned enclosures partially transparent to solar radiation. This model is mathematically exact and it is function of the outside solar irradiation, the orientation of the enclosure, the properties of the...
Persistent link: https://www.econbiz.de/10008916282
Cover Image
Methodological basis of modeling evolution of markets of products with long life cycle: a study of the civil aircrafts’ market
Varshavsky, Leonid - In: Applied Econometrics 20 (2010) 4, pp. 53-74
Approach to modeling evolution of market of civil aircraft is proposed. The study of prospects of the US passenger …
Persistent link: https://www.econbiz.de/10009018542
Cover Image
The mathematics of sex and marriage, revisited
Martcheva, Maia; Milner, Fabio - In: Mathematical Population Studies 9 (2001) 2, pp. 123-141
We analyze the problem of modeling marriages in a two-sex model of population dynamics. We first deal with the problem … functions in modeling births and couples during the ten-year period between consecutive U.S. censuses. Unlike most empirical …
Persistent link: https://www.econbiz.de/10009205573