Showing 10,601 - 10,610 of 10,733
Approximately two years ago we presented results of price modeling and extensive statistical analysis for share prices … original ones that validates our approach to price modeling. For the pair Bank of America and Morgan Stanley, we correctly …
Persistent link: https://www.econbiz.de/10011110482
mitigate the damages and save people’s lives. Optimization and simulation modeling have become powerful and useful tools to … directions for disaster relief supply chain modeling. …
Persistent link: https://www.econbiz.de/10011110517
This paper is a brief review and development of a part of the plenary report in the Moscow Institute of Physics and Technology. Three existing tools of sub-interval analysis (sub-interval arithmetic, incomplete data analysis and images) are reviewed and elements of two new tools (sub-interval...
Persistent link: https://www.econbiz.de/10011111785
This draft working paper is to summarize theoretical contributions in the field of measuring systemic risk and contagion of financial systems. Broad theoretical framework is analyzed and empiric approach to a macroeconomic model of global banking system systemic risk and contagion is offered....
Persistent link: https://www.econbiz.de/10011111789
The poor performance of macroeconomic models during the great recession of 2008 has forced many economists to re-examine macroeconomic theories, and search for creditable alternatives to the popular dynamic stochastic general equilibrium (DSGE) models. This paper derives a new macroeconomic...
Persistent link: https://www.econbiz.de/10011112325
We have studied statistical characteristics of five share price time series. For each stock price, we estimated a best fit quantitative model for the monthly closing price as based on the decomposition into two defining consumer price indices selected from a large set of CPIs. It was found that...
Persistent link: https://www.econbiz.de/10011113939
In this paper we derive the dynamical model of a four-cylinder double-acting wobble-yoke Stirling engine. In addition to the classical thermodynamics methods that dominate the literature of Stirling mechanisms, we present a control systems viewpoint to analyze the dynamic properties of the...
Persistent link: https://www.econbiz.de/10011116526
A regional 2DH hydrodynamic model is used to estimate the tidal stream resource of a site located in a macrotidal environment with extreme tidal velocities. The study site is the Alderney Race (Raz Blanchard in French) which is a straight located in the English Channel between the Alderney...
Persistent link: https://www.econbiz.de/10011116559
participatory design with physical measurements, modeling and a vulnerability analysis. Vulnerability to drought is made operational …
Persistent link: https://www.econbiz.de/10011165834
We analyze fluctuating observables of high-dimensional systems as the New York Stock Market S&P 500 index, the amino-acid sequence in the M. genitalium DNA, the maximum temperature of the San Francisco Bay area, and the toroidal magneto plasma potential. The probability measures of these...
Persistent link: https://www.econbiz.de/10011057710