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Determinants of Goa's iron-ore export instability : an enquiry through the causality-cointegration approach

Kamat, Manasvi M. - In: International journal of economics 10 (2016) 2, pp. 95-108

Persistent link: https://www.econbiz.de/10011708491

GPU Implementation of Image Convolution Using Sparse Model with Efficient Storage Format

Babu, M. Rajasekhara; Mohammed, Saira Banu Jamal; … - In: International Journal of Grid and High Performance … 10 (2018) 1, pp. 54-70

becomes a focus in research fields. Convolution is an integral operation in filtering, smoothing and edge detection. In this … article, the process of convolution is realized as a sparse linear system and is solved using Sparse Matrix Vector … Multiplication (SpMV). The Compressed Sparse Row (CSR) format of SPMV shows better CPU performance compared to normal convolution. To …

Persistent link: https://www.econbiz.de/10012045068

Fundamentals of Production Theory in International Trade. A Modern Approach Based on Theory of Duality

Bobzin, Hagen - 2002

functions, where Rockafellar (1972) has shown that the operations of addition and the infimal convolution of convex functions …

Persistent link: https://www.econbiz.de/10010322065

A Note on the Convolution of the Uniform and Related Distributions and Their Use in Quality Control

Killmann, Frank; von Collani, Elart - In: Stochastics and Quality Control 16 (2001) 1, pp. 17-41

Abstract Consider a product with quality characteristic X . Assume that the product is composed of n parts each with quality characteristic X i , and and let X = X 1 + . . . + X n Assume that there is a lower specification L and an upper specification U for X . Then the problem arises how to...

Persistent link: https://www.econbiz.de/10014590707

Nonparametric estimation of risk measures of collective risks

Lauer, Alexandra; Zähle, Henryk - In: Statistics & Risk Modeling 32 (2016) 2, pp. 89-102

Abstract We consider two nonparametric estimators for the risk measure of the sum of n i.i.d. individual insurance risks where the number of historical single claims that are used for the statistical estimation is of order n . This framework matches the situation that nonlife insurance companies...

Persistent link: https://www.econbiz.de/10014621243

One method of solution of an optimum investment portfolio problem for risky assets

Milnikov, Aleksander; Mamistvalov, Mikheil - In: IBSU Scientific Journal (IBSUSJ) 2 (2008) 1, pp. 66-70

two-multiple convolution of covariant tensor of the covariance matrix and contravariant vector of weights. By means of …

Persistent link: https://www.econbiz.de/10010280575

Disentangling the role of the exchange rate in oil-related scenarios for the European stock market

Ojea Ferreiro, Javier - 2019

traded in different currencies. This article proposes incorporating explicitly the exchange rate, using the convolution …

Persistent link: https://www.econbiz.de/10012142140

Non-homogeneous time convolutions, renewal processes and age-dependent mean number of motorcar accidents

Gismondi, Fulvio; Janssen, Jacques; Manca, Raimondo - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 1, pp. 36-57

Persistent link: https://www.econbiz.de/10011299200

Application of the convolution operator for scenario integration with loss data in operational risk modeling

Aroda, Pavan; Guergachi, Aziz; Huang, Huaxiong - In: The journal of operational risk 10 (2015) 4, pp. 23-44

Persistent link: https://www.econbiz.de/10011442585

Fundamentals of production theory in international trade : a modern approach based on theory of duality

Bobzin, Hagen - 2002

functions, where Rockafellar (1972) has shown that the operations of addition and the infimal convolution of convex functions …

Persistent link: https://www.econbiz.de/10011525320