Business process models are a suitable means to describe the temporal and logical order of tasks for achieving a given goal. Therefore they become crucial in the coordination of intervention actions to efficiently recover from a disaster or tragic event. Past experience is vital in handling...

Centrality is a fundamental measure in network analysis. Specifically, centrality of a path describes the importance of the path with respect to the remaining part of the network. In this paper, we propose a tunable path centrality (TPC) measure, which quantifies the centrality of a path by...

This paper examines short-horizon return predictability of ten largest international securitized real estate markets, with special attention paid to exploring possible nonlinearity-in-mean as well as nonlinearity-in-variance predictability. Although international securitized real estate returns...

Threshold models have been found useful in modeling nonlinearities in many financial time series. In this framework, the financial variable of interest evolves according to different dynamics, which is solely determined by the threshold regimes that the observed indicator variable falls into....

This paper studies volatility in individual stocks of the Toronto Stock Exchange (TSE), using a recently developed nonlinear approach, a stochastic threshold model. Trading information is embedded into the determination process for volatility in the stochastic threshold model with a generalized...