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Active postmarketing drug surveillance is important for consumer safety. However, existing methods have limitations that prevent their direct use for active drug surveillance. One important considerat...
This article focuses on geographic communities as fields in which human-made and natural events occasionally disrupt the lives of organizations. We develop an institutional perspective to unpack how a...
One of the benefits of Corporate Social Responsibility (CSR) programs, it has been argued, is that they build up a reservoir of public good will, shielding companies in times of trouble. In this paper...
Our brand values are a set of principles that we believe in; that define who we are, what we do and how we do it. Our brand values also help us to craft what we say and how we say. Each of our values ...
Discusses the financial issues related to the railroad industry in the U.S. Aspects of the country's uncompetitive transportation cost; Factors affecting the financing available to the industry; Need ...
We propose a general framework to describe the impact of different events in the order book, that generalizes previous work on the impact of market orders. Two different modeling routes can be consid...
In this paper we shall prove that the plane of financial events, introduced and applied to financial problems by the author himself (see [2], [3] and [4]) can be considered as a fibration in two dif...
Abstract: We develop a dynamic point process model of correlated default timing in a portfolio of firms, and analyze typical and atypical default profiles in the limit as the size of the pool grows. I...
We introduce a generalisation of the well-known ARCH process, widely used for generating uncorrelated stochastic time series with long-term non-Gaussian distributions and long-lasting correlations in ...
In the Black-Scholes context we consider the probability distribution function (PDF) of financial returns implied by volatility smile and we study the relation between the decay of its tails and the ...
While the long-ranged correlation of market orders and their impact on prices has been relatively well studied in the literature, the corresponding studies of limit orders and cancellations are scarce...
The “winner take all” structure of professional golf, where there i substantial incentive to perform at one's highest ability, invites investigation into the rates of return to golf skills on the PG...
We solve the dynamics of large spherical Minority Games (MG) in the presence of non-negligible time dependent external contributions to the overall market bid. The latter represent the actions of mar...
The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is we...
In Summer and Autumn 1998 a series of singular events occurred at the two main gas terminals on the UK mainland. At St Fergus, in Scotland, shippers wanted to input more gas than what was physically p...

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