Search Results - "Monte-Carlo Simulation"

Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation by Chan, Felix, Theoharakis, Billy

Subjects: “…Monte Carlo simulation…”
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Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks by Allen, D., Chan, Felix, McAleer, M., Peiris, S.

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Dollar-Cost Averaging: An Investigation by FANG, Wei

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On the existence of a hysteresis loop in open and closed end pores by Fan, Chunyan, Do, D., Nicholson, D.

Subjects: “…Monte Carlo simulation…”
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A temperature-dependent potential model for mercury in the description of vapour-liquid equilibrium & adsorption in activated carbon by Liu, X., Fan, Chunyan, Do, D.D., Pareek, Vishnu, Yang, P.

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Sensitivity of Electric Vehicles Demand Profile to the Batteries Departure State-of-Charge by Pashajavid, E., Shahnia, Farhad

Subjects: “…Monte Carlo simulation…”
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Security Enhancement with Nodal Criticality Based Integration of PHEV Micro Grids by Jayaweera, Dilan, Islam, Syed

Subjects: “…Monte Carlo simulation…”
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Assessing the performance of the VaR models on nonlinear portfolio by ZHU, Guantao

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Expected accuracy of tilt measurements on a novel hexapod-based Digital zenith camera system: A Monte-Carlo simulation study by Hirt, Christian, Papp, G., Pal, A., Benedek, J., Szucs, E.

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Effect of wind energy unit availability on power system adequacy by Kadhem, Athraa Ali, Abdul Wahab, Noor Izzri, Aris, Ishak, Jasni, Jasronita, Abdalla, Ahmed N.

Subjects: “…Generating capacity adequacy; Sequential Monte Carlo Simulation; Wind power; Wind energy conversion system…”
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Temperature modelling and weather derivatives pricing with application in Scottish electricity industry by Pang, Chuanqi

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Spreading the Financial Binary Code: A Valuation Methodology of Financial Binary Bets by Mistry, Suresh Bhupendra

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Lag selection of the augmented Kapetanios-Shin-Snell nonlinear unit root test by Su, Jen-je, Cheung, Adrian, Roca, Eduardo

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On the coexistence pressure between the bulk and adsorbed argon on substrates of different strength – Temperature dependence of the characteristics of the adsorbate by Prasetyo, L., Xu, H., Fan, Chunyan, Do, D.D., Nicholson, D.

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Coupled A1/Si and O/N order/disorder in BaYb[Si4-xA1xOxN7-x] sialon: neutron powder diffraction and Monte Carlo simulations by Vinograd, V., Juarez-Arellano, E., Leib, A., Knorr, K., Schnick, W., Gale, Julian, Winkler, B.

Subjects: “…Monte Carlo simulation…”
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Value-at-Risk for Financial Derivative Instruments by Lv, Mingyue

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Predicting harmonic distortion of multiple converters in a power system by Ivry, P.M., Oke, O.A., Thomas, D.W.P., Sumner, M.

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A Comparison of Chinese and UK Portfolios Using Value-at-Risk Approaches by ZHOU, Mengjia

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Dynamical fluctuations of classical and quantum square dimer models by Oakes, Tom

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Review and application of Artificial Neural Networks models in reliability analysis of steel structures by Chojaczyk, A.A., Teixeira, A.P., Neves, Luís C., Cardosa, J.B., Soares, C. Guedes

Subjects: “…Artificial Neural Networks; Structural reliability; Monte Carlo simulation; Importance sampling; First-order reliability methods; Finite element analysis; Ultimate strength; Stiffened plates…”
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