搜索结果: 1-15 共查到“Crashes”相关记录17条 . 查询时间(0.109 秒)
Crashes and Collateralized Lending
Financial Crisis Borrowing and Debt Cost of Capital Credit Financing and Loans Interest Rates
2015/4/23
This paper develops a parsimonious static model for characterizing financing terms in collateralized lending markets. We characterize the systematic risk exposures for a variety of securities and deve...
Failure analysis of parameter-induced simulation crashes in climate models
parameter-induced simulation crashes climate models
2014/12/12
Simulations using IPCC (Intergovernmental Panel
on Climate Change)-class climate models are subject to fail
or crash for a variety of reasons.
Risk Factors for Fatal and Nonfatal Road Crashes in Iran
Cross-Sectional Study Iran Risk Factors
2015/10/14
Background: Road traffic injuries are among the leading causes of death in the world and Iran.
Differences of Opinion, Short-Sales Constraints and Market Crashes
Differences of Opinion Short-Sales Constraints Market Crashes
2014/3/18
Differences of Opinion, Short-Sales Constraints and Market Crashes。
More than 40 paramedic students will converge on The University of Queensland's Ipswich Campus on 12 October for the first UQ Student Paramedic Clinical Simulation Day.
Outbreak Detection Of Spatio-Temporally Smoothed Crashes
Average Run Length Exponential Weighted Moving Averages Monitoring Spatial Outbreaks Spatio-Temporal Smoothing Crash Outbreaks
2013/1/28
Spatio-temporal surveillance methods for detecting outbreaks are common with the SCAN statistic setting the benchmark. If the shape and size of the outbreaks are known, then the SCAN statistic can be ...
Analysis of driver injury severity in rural single-vehicle crashes
Latent class logit model Multinomial logit model Injury severity Rural traffic safety
2012/4/26
Rural roads carry less than fifty percent of the traffic in the United States. However, more than half of the traffic accident fatalities occurred on rural roads. This research focuses on analyzing in...
Market efficiency, anticipation and the formation of bubbles-crashes
renormalization group sociophysics opinion dynamic finance
2011/7/5
A dynamical model is introduced for the formation of a bullish or
bearish trends driving an asset price in a given market. Initially, each
agent decides to buy or sell according to its personal opin...
Market efficiency, anticipation and the formation of bubbles-crashes
renormalization group, sociophysics, opinion dynamic, finance
2011/8/31
A dynamical model is introduced for the formation of a bullish or bearish trends driving an asset price in a given market. Initially, each agent decides to buy or sell according to its personal opinio...
Diagnosis and Prediction of Tipping Points in Financial Markets: Crashes and Rebounds
fnancial bubble crash negative bubble rebound prediction log-periodic power law positive feedback errordiagram
2010/4/27
By combining (i) the economic theory of rational expectation bubbles, (ii) behavioral finance on imitation and herding of investors and traders and (iii) the mathematical and statistical physics of ...
Fitting the Log Periodic Power Law to financial crashes: a critical analysis
Log Periodic Power Law financial crashes critical analysis
2010/4/27
A number of papers claim that a Log Periodic Power Law (LPPL) fitted to financial market bubbles that precede large market falls or 'crashes', contain parameters that are confined within certain range...
Fitting the Log Periodic Power Law to financial crashes: a critical analysis
Log Periodic Power Law financial crashes critical analysis
2010/10/18
A number of papers claim that a Log Periodic Power Law (LPPL) fitted to financial market bubbles that precede large market falls or 'crashes', contain parameters that are confined within certain rang...
Diagnosis and Prediction of Tipping Points in Financial Markets: Crashes and Rebounds
financial bubble crash negative bubble rebound
2010/10/18
By combining (i) the economic theory of rational expectation bubbles, (ii) behavioral finance on imitation and herding of investors and traders and (iii) the mathematical and statistical physics of bi...
Modified Holder Exponents Approach to Prediction of the USA Stock Market Critical Points and Crashes
Modified Holder Exponents USA Stock Market
2010/12/13
The paper is devoted to elaboration of a novel specific indicator based on the modified Holder exponents. This indicator has been used for forecasting critical points of financial time series and cras...
The log-periodic-AR(1)-GARCH(1,1) model for financial crashes
The log-periodic-AR(1)-GARCH(1,1) model financial crashes
2010/12/13
This paper intends to meet recent claims for the attainment of more rigorous statistical methodology within the econophysics literature. To this end, we consider an econometric approach to investigate...