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374.951  Articles
1 of 37.496 pages  |  10  records  |  more records»
AbstractThe purpose of this investigation is to propose a multivariate volatility model that takes into consideration time varying volatility and the property of the a-stable sub-Gaussian distribution to model heavy tails. The principal assumption is that... see more

Context. Software testing effort estimation is one of the important problems in software development and software testing lifecycle. The object of the study is the process of estimating the agile testing efforts for small Web projects. The subject of the ... see more

This paper examines the volatility of Dow Jones Industrial Average stock returns and the trading volume by employing stable Paretian GARCH and Threshold GARCH (TGARCH) models. Our results indicate that the trading volume significantly contributes to the v... see more

O objetivo deste estudo é investigar a existência de persistência e assimetria na estrutura da volatilidade dos retornos dos índices Mid-Large Cap e Small Cap a partir de modelos de séries de tempo da classe GARCH simétricos e assimétricos com distribuiçã... see more

Context. The problem of estimating the software size in the early stage of a software project is important, since the informationobtained from estimating the software size is used for predicting the software development effort, including open-source Java-... see more

In the classical finance theory, the CAPM models are developed using the Gaussian framework, that is, weassume the vector of returns can be modeled using the multivariate normal distribution. However, it is foundempirically that typically the financial da... see more

Salah satu alat ukur yang digunakan untuk menghitung risiko portofolio adalah Value at Risk (VaR). Beberapa metode pengukuran VaR mengasumsikan return berdistribusi normal dan ukuran dependensi antar saham menggunakan korelasi linear. Faktanya, asumsi nor... see more

In this paper, we examine two widely-used approaches, the polynomial chaos expansion (PCE) and Gaussian process (GP) regression, for the development of surrogate models. The theoretical differences between the PCE and GP approximations are discussed. A st... see more

É cada vez mais  frequente o número de pacientes que chegam para atendimento nos serviços de emergência vítimas de traumatismo na coluna vertebral. Neste artigo, avaliou-se pacientes submetidos a tratamento cirúrgico por fraturas da coluna na região ... see more

1 of 37.496 pages  |  10  records  |  more records»