Showing 1 - 10 of 577
In this paper we give a generalized model of the interest rates term structure including Nelson-Siegel and Svensson structure. For that we introduce a continuous m-factor exponential-polynomial form of forward interest rates and demonstrate its considerably better performance in a fitting of the...
Persistent link: https://www.econbiz.de/10010281583
performance of the method has been compared with those obtained through parametric algorithms, as K-means and deterministic …
Persistent link: https://www.econbiz.de/10010589019
A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end, the chaotic map clustering algorithm is used, where a map is associated to each company and the correlation...
Persistent link: https://www.econbiz.de/10010589671
In this paper we give a generalized model of the interest rates term structure including Nelson-Siegel and Svensson structure. For that we introduce a continuous m-factor exponential-polynomial form of forward interest rates and demonstrate its considerably better performance in a fitting of the...
Persistent link: https://www.econbiz.de/10008568495
Persistent link: https://www.econbiz.de/10012416434
We describe a two-stage model of global log and chip markets that evaluates the spatial and temporal economic effects of government-subsidized fire-related mechanical fuel treatment programs in the U.S. West and South. The first stage is a goal program that allocates subsidies according to fire...
Persistent link: https://www.econbiz.de/10009429453
Information on current forest condition is essential to assess and characterize resources and to support resource management and policy decisions. The 1998 Farm Bill mandates the US Forest Service to conduct annual inventories to provide annual updates of each state's forest. In annual...
Persistent link: https://www.econbiz.de/10009429483
Information on current forest condition is essential to assess and characterize resources and to support resource management and policy decisions. The 1998 Farm Bill mandates the US Forest Service to conduct annual inventories to provide annual updates of each state's forest. In annual...
Persistent link: https://www.econbiz.de/10009429485
Historically, in Spain and most European countries, forest fire budgets have never been subjected to an objective and rigorous economic analysis indicative of the returns on investments in fire management protection programs. Thus far we have witnessed expansive growth of costs without any...
Persistent link: https://www.econbiz.de/10009429502
with TMDL models. It reviews sources of uncertainty (e.g., input variability, model algorithms, model calibration data, and …
Persistent link: https://www.econbiz.de/10009429563