Journal articles on the topic 'Financet Computer simulation'

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1

PREVE, NIKOLAOS P., and EMMANUEL N. PROTONOTARIOS. "MONTE CARLO SIMULATION ON COMPUTATIONAL FINANCE FOR GRID COMPUTING." International Journal of Modeling, Simulation, and Scientific Computing 03, no. 03 (May 17, 2012): 1250010. http://dx.doi.org/10.1142/s1793962312500109.

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Monte Carlo methods are a class of computational algorithms that rely on repeated random sampling to compute their results. Monte Carlo methods are often used in simulating complex systems. Because of their reliance on repeated computation of random or pseudo-random numbers, these methods are most suited to calculation by a computer and tend to be used when it is infeasible or impossible to compute an exact result with a deterministic algorithm. In finance, Monte Carlo simulation method is used to calculate the value of companies, to evaluate economic investments and financial derivatives. On the other hand, Grid Computing applies heterogeneous computer resources of many geographically disperse computers in a network in order to solve a single problem that requires a great number of computer processing cycles or access to large amounts of data. In this paper, we have developed a simulation based on Monte Carlo method which is applied on grid computing in order to predict through complex calculations the future trends in stock prices.
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Zhao, Xiao Bo. "Research on Computer Simulation in Titanium Dioxide Photocatalytic Experiment." Advanced Materials Research 1049-1050 (October 2014): 64–68. http://dx.doi.org/10.4028/www.scientific.net/amr.1049-1050.64.

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experiment is the basis of research on titanium dioxide (TiO2) photocatalysis. However, the proceeding of experiment need consume large amount of time, finance and vigor. Computer simulation realizes the mutual effect with outside by system of computer simulating authentic material, which can reduce unnecessary consumption. Computer simulation application provides new tool for TiO2 catalytic experiment and improve the efficiency. This paper summarized the basic structure of TiO2 as well as the mechanism and process of photocatalysis, introduced the main method and relative software of theoretical simulation mathematics, and summarized the advantage of computer simulation in micro field based on the limitation of experiment.
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3

Castiglione, F. "AGENT-BASED MICRO-SIMULATIONS IN IMMUNOLOGY AND FINANCE." Environment. Technology. Resources. Proceedings of the International Scientific and Practical Conference 1 (June 26, 2006): 319. http://dx.doi.org/10.17770/etr2003vol1.1978.

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In the search for computational models that help to understand the dynamics of Complex Systems, one can take a great advantage from the impressive acceleration of computer tools and techniques. In fact the very structure of computation on digital computers has inspired the introduction of new class of models (algorithms), where interaction among degrees of freedom are expressed by logical rules acting over a discrete state space – something much closer to "biological language" than to standard (floating point) physical models. Starting from the definitions of spin systems, with little changes we reach a definition a new model that is well suited to describe different simulation systems. Such class of models is can be considered a subclass of the Agent-Based systems in vogue nowadays. Moreover, we shortly describe two microscopic simulators of this type, which are being used to study microscopic phenomena in two completely different fields of application, namely immunology and finance. As a final remark, given the lattice representation of space, such computational-modeling paradigm is well suited for efficient and "relatively simple" parallelization. Indeed, both models have been implemented to run on parallel computers adopting the Message Passing paradigm for Distributed Memory machines.
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Picus, Lowrence O. "A Computer Simulation for Teaching School Finance." Journal of Policy Analysis and Management 13, no. 2 (1994): 377. http://dx.doi.org/10.2307/3325021.

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5

Sachdeva, Darshan. "Psychology of Computer Use: XI. Students' Attitudes toward Use of Computer-Simulation Games in Teaching Business Finance." Psychological Reports 64, no. 3_suppl (June 1989): 1195–98. http://dx.doi.org/10.2466/pr0.1989.64.3c.1195.

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105 students' attitudes toward use of computerized simulation games in teaching an introductory course in money, banking, and financial institutions were assessed. Responses indicate that most students favored use of computer-simulation games method of instruction in this course. They also thought that students majoring in finance should take at least one finance course which used computerized simulation games.
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6

Kutergina, Evgeniia. "Computer-Based Simulation Games in Public Administration Education." NISPAcee Journal of Public Administration and Policy 10, no. 2 (December 20, 2017): 119–33. http://dx.doi.org/10.1515/nispa-2017-0014.

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Abstract Computer simulation, an active learning technique, is now one of the advanced pedagogical technologies. Th e use of simulation games in the educational process allows students to gain a firsthand understanding of the processes of real life. Public- administration, public-policy and political-science courses increasingly adopt simulation games in universities worldwide. Besides person-to-person simulation games, there are computer-based simulations in public-administration education. Currently in Russia the use of computer-based simulation games in Master of Public Administration (MPA) curricula is quite limited. Th is paper focuses on computer- based simulation games for students of MPA programmes. Our aim was to analyze outcomes of implementing such games in MPA curricula. We have done so by (1) developing three computer-based simulation games about allocating public finances, (2) testing the games in the learning process, and (3) conducting a posttest examination to evaluate the effect of simulation games on students’ knowledge of municipal finances. Th is study was conducted in the National Research University Higher School of Economics (HSE) and in the Russian Presidential Academy of National Economy and Public Administration (RANEPA) during the period of September to December 2015, in Saint Petersburg, Russia. Two groups of students were randomly selected in each university and then randomly allocated either to the experimental or the control group. In control groups (n=12 in HSE, n=13 in RANEPA) students had traditional lectures. In experimental groups (n=12 in HSE, n=13 in RANEPA) students played three simulation games apart from traditional lectures. Th is exploratory research shows that the use of computer-based simulation games in MPA curricula can improve students’ outcomes by 38 %. In general, the experimental groups had better performances on the post-test examination (Figure 2). Students in the HSE experimental group had 27.5 % better scores than students in the HSE control group. Students of the RANEPA experimental group had 38.0 % better scores than students in the RANEPA control group. Research indicates that lecture-based courses are less effective than courses with more interactive approaches. Therefore, our study highlights the need to implement computer-based simulation games in MPA programmes in Russian universities. Computer-based simulation games provide students with practical skills for their future careers.
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7

Radosinshi, Edward, and Leopold Szczurowski. "Computer Simulation Applied To Education in a Firms Finances." Simulation & Games 16, no. 4 (December 1985): 417–28. http://dx.doi.org/10.1177/104687818501600403.

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8

Utomo, Langgeng Pirayitno, and Benih Hartanti. "Literasi Keuangan: Pelatihan Investasi Saham Melalui Pengenalan Pasar Modal Indonesia kepada Investor Milenial." Journal of Dedicators Community 5, no. 2 (July 27, 2020): 94–102. http://dx.doi.org/10.34001/jdc.v5i2.1196.

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Understanding of finance is important, especially for people who want to invest, it is aimed at obtaining maximum returns or returns from investments. The condition of the selected service partners, namely students and the general public who have an interest in investing, currently do not really understand personal finance so they are unable to manage their own finances which results in not understanding how to start investing. The purpose of this activity is to introduce the importance of understanding personal finance so as to be able to measure the extent to which personal financial conditions can be used to invest in the Indonesian capital market to service partners, namely young potential investors. The training activities are carried out in the computer laboratory of STIE PGRI Dewantara Jombang with lecture, question and answer methods, and practice. The material for the activity consists of the basic theory of financial management, introduction to investment, fundamental and technical analysis, and trading simulations. The results of this activity are: 1) service partners have a new understanding of financial literacy and personal finance well; 2) partners are better prepared when they are going to invest in shares or trade in the capital market; 3) the interest of partners to be able to invest is higher than before.
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9

Drayer, Joris, and Dan Rascher. "Simulation in Sport Finance." Simulation & Gaming 41, no. 2 (July 25, 2008): 231–37. http://dx.doi.org/10.1177/1046878108321872.

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10

Reutov, Viktor Yevgeniyevich, Viktoriya Vladimirovna Reutova, Larisa Аnatolievna Kravchenko, and Irina Аnatolievna Troyan. "BUSINESS SIMULATION AS AN INTERACTIVE METHOD FOR TRAINING ECONOMISTS." Scientific Bulletin: finance, banking, investment., no. 1 (54) (2022): 162–71. http://dx.doi.org/10.37279/2312-5330-2021-1-162-171.

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n the article, the authors identified the essence of the main categories of research: simulation, computer simulation, business simulation. Business simulation is viewed as an interactive method for training economists, which has a system of rules and objectives and is aimed at forming a set of competencies that will help the student in subsequent economic activities. Business simulation has a clearly defined educational goal — the development of practical skills and competencies by the participants. The authors identified the key advantages of using business simulation, including: differentiation and adaptability of model changes; an integrated approach to the study of an object, verifiability of various approaches, the possibility of solving a variety of problems. The authors noted the disadvantages of using business simulation: psychological characteristics of the transition to innovative methods of training students, poor awareness, lack of digital competencies, low motivation of teachers, problems with access to resources and tools. With the use of a systematic analysis of the advantages and disadvantages, the expediency of introducing business simulation into the educational process in higher educational institutions for students of economic training is substantiated. The authors analyzed the experience of using business simulations popular in foreign universities and business schools, including Blue Ocean Strategy Simulation (BOSS), Capsim Capstone Business Simulation, Capsim Foundation, Cesim, Edumundo, Online Simulations Harvard Business Publishing Reality Works Business Education Simulations, Traction. The authors considered Russian projects of business simulations: Business course: Corporation Plus, Nixdorf «Exchange», Nixdorf «Delta», ViAL +. The authors identified economic disciplines, in teaching which business simulation should be used (accounting and audit, economic theory, finance, enterprise economics, management, trade, investment analysis, marketing). This will allow updating education and bringing new business graduates to the market and, as a consequence, increasing the efficiency of the national economy. It was emphasized that further research requires studying the experience of using business simulation games in universities and business schools
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11

Orliuk, Mykhailo. "Corrugation prediction in process of sheet drawing based on the results of modeling in the DEFORM environment." Mechanics and Advanced Technologies 6, no. 2 (October 1, 2022): 178–86. http://dx.doi.org/10.20535/2521-1943.2022.6.2.257478.

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In a process of sheet drawing technology developing, the probability of workpiece buckling during deformation and the necessity of blank holder using to prevent corrugation, is estimated in accordance with the recommendations of the reference book. However, reference literature does not have clear recommendations, or it gives contradictory recommendations for blank holder use cases for some deformation conditions. In these cases, problem solving requires additional experimental research. Possibility and efficiency establishing of computer simulation using DEFORM environment of axisymmetric drawing processes to forecast the buckling of a thin-sheet workpiece during deformation. Technological processes of sheet drawing with a high probability of workpiece buckling were investigated by means of finite element computer simulation in DEFORM 3D. Research has established that simulation of thin-sheet workpiece drawing process in DEFORM 3D, allows to visualize the process of corrugation, and predict workpiece buckling with high probability, provided that the deformation occurs relatively simple geometry of the workpiece and deforming tool. In more complex deformation conditions, the experiments results, and computer simulation may differ (simulations may not indicate corrugation). This somewhat complicates corrugation prediction, but the problem is solved by an extended analysis of the stress-strain state and workpiece behavior in the deformation zone. The emergence of areas in the workpiece with an unpredictable and uncontrolled contact loss of the workpiece material with the deforming tool, or appearance of areas with significant irregular velocity of workpiece points movement, clearly indicates problem areas with high probability of corrugation in the real sheet drawing process. Obtained results allow to increase the efficiency of expecting places of corrugation appearance prediction by means of computer simulation of sheet drawing process in the DEFORM 3D environment.
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12

Fontana, Magda. "Computer simulations, mathematics and economics." International Review of Economics 53, no. 1 (March 2006): 96–123. http://dx.doi.org/10.1007/bf03029851.

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13

Li, Hang, Tonghao Xing, Shijie Wei, Zhiyuan Liu, Jiang Zhang, and Gui-Lu Long. "BQ-Bank: A Quantum Software for Finance and Banking." Quantum Engineering 2023 (January 16, 2023): 1–10. http://dx.doi.org/10.1155/2023/7810974.

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The power of quantum computing may bring a revolution in finance and banking. Here, we present quantum software, BQ-Bank for option pricing, Value at Risk, portfolio optimization, and others. BQ-Bank can be run on a real quantum computer such as superconducting system or on an emulation system based on a classical computer with an interface. BQ-Bank, such as other quantum types of software, represents a new generation of the toolbox that likely brings disruptive innovations to the financial industry and banking market in the future. BQ-Bank also provides the classical Monte Carlo solution, so that users can compare their quantum results with classical ones directly. Our simulation results for a variety of examples show the superiority of quantum solutions.
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14

Busbach-Richard, Uwe, and Antje Dietrich. "A Framework for Multidisciplinary Business Simulations." Economics and Culture 15, no. 2 (December 1, 2018): 55–63. http://dx.doi.org/10.2478/jec-2018-0020.

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Abstract In this paper, the design and introduction of a framework for multidisciplinary business simulations at the School of Public Administration of Kehl University will be presented. Within Kehl’s Public Administration study program, various subjects like organization, law, human resources, computer sciences, finance, psychology and economics are supported in an interdisciplinary way. Both theoretical and scientific skills as well as soft skills such as teamwork, project management and coordination will be further developed by using an interdisciplinary approach. A framework for multidisciplinary business simulations has been developed to support this interdisciplinary approach. The framework integrates realistic and practical simulations of interdisciplinary case studies into the study program of Public administration at Kehl University. In order to reduce costs for case study development, the framework offers a generic case study pattern. This pattern was purposefully developed and covers very different disciplines in the best possible way so that the students can conduct simulations that are realistic and possible during their studies. Further, two different simulation implementations of the case studies were designed within the framework for multidisciplinary business simulations. A short-term simulation intends to check the ongoing learning success. A long-term simulation aims for giving students feedback concerning their skills just before graduating. The case studies based on the generic case study pattern come from a wide variety of public administration tasks. Examples of currently conceived case studies include e-invoicing, IT-infrastructure for schools and IT-office workplaces. The case studies were developed together with practitioners from municipalities and local agencies in order to create realistic simulations. This addresses the actual complexity of the future working environment of students. The comprehensive application of knowledge learnt in different subjects motivates students to work on these case studies.
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15

Zhang, Yang You. "Analysis of Computer Reliability and Simulation of Optimization Algorithm Based on Baumol Model." Applied Mechanics and Materials 608-609 (October 2014): 231–35. http://dx.doi.org/10.4028/www.scientific.net/amm.608-609.231.

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With the rapid development of economy, computer technology with the advantages of real-time performance, and high efficiency has been rapidly applied in the field of financial management. The construction of financial management system, which is of digitization and informationization, becomes more and more comprehensive. How to determine the "optimal cash holdings" is the key and difficult decision for financial management in modern enterprises. This paper firstly discusses the development status of modern computer financial management technology, and then makes comparative analysis of the existing four kinds of optimal cash holdings models. On this basis, it has constructed the optimal cash holdings model with Baumol by the aid of computer technology, and the model has been carried out computer simulation and analysis in this paper. The results show that the constructed optimal cash holdings model can help enterprise finance make reasonable decision, which is very helpful to improve the efficiency of financial management.
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Bousbia-Salah, Anis, Fabio Moretti, and Francesco D’auria. "State-of-the-art and needs for jet instability and direct contact condensation model improvements." Nuclear Technology and Radiation Protection 22, no. 1 (2007): 58–66. http://dx.doi.org/10.2298/ntrp0701058b.

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There is a common understanding among thermal-hydraulic experts that the system analysis codes have currently reached an acceptable degree of maturity. Reliable application, however, is still limited to the validated domain. There is a growing need for qualified codes in assessing the safety of the existing reactors and for developing advanced reactor systems. Under conditions involving multi-phase flow simulations, the use of classical methods, mainly based upon the one dimensional approach, is not appropriate at all. The use of new computational models, such as the direct numerical simulation, large-eddy simulation or other advanced computational fluid dynamics methods, seems to be more suitable for more complex events. For this purpose, the European Commission financed NURESIM Integrated Project (as a part of the FP6 programme), was adopted to provide the initial step towards a Common European Standard Software Platform for Modeling, recording and recovering computer data for nuclear reactor simulations. Some of the studies carried out at the University of Pisa within the framework of the NURESIM project are presented in this paper. They mainly concern the investigation of two critical phenomena connected with jet instabilities and direct contact condensation that occur during emergency core cooling. Through these examples, the state-of-the-art and the need for model improvements and validation against new experimental data for the sake of getting a better understanding and more accurate predictions are discussed.
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Turner, Jerry L. "The Impact of Materiality Decisions on Financial Ratios: A Computer Simulation." Journal of Accounting, Auditing & Finance 12, no. 2 (April 1997): 125–47. http://dx.doi.org/10.1177/0148558x9701200202.

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This study examines the extent to which immaterial uncorrected errors may combine to affect specific financial ratios. A simulation is performed in which three balance sheet accounts and three related income statement accounts are seeded with immaterial errors. The magnitudes of the errors are controlled so the financial statement account balances are materially correct both individually and in the aggregate. The study examines six materiality heuristics for each of three industry classifications and three different error distribution patterns. For each heuristic/industry combination and error distribution pattern, a 95 percent confidence interval is generated for nine financial ratios. Results indicate that immaterial errors may combine to create substantial variances in some ratios. Profitability ratios based on income statement accounts display wide confidence intervals, while solvency ratios based on balance sheet accounts display relatively narrow intervals. Comparison between a standard normal distribution and a nonsymmetrical error distribution indicates that ratio variances are substantial and sensitive to error patterns even when errors are immaterial. Tests for equality of variances identify significant differences between heuristic methods and between industries. When making the decision regarding requiring entry or waiving discovered errors, the auditor should consider the impact of such errors not only on financial statement balances, but on the ways users may combine those balances.
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18

Zheng, Yu Ying. "Computer Simulation Technology of Electric Power Safety Based on Fuzzy Neural Network." Applied Mechanics and Materials 539 (July 2014): 679–83. http://dx.doi.org/10.4028/www.scientific.net/amm.539.679.

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As the basis industry of the national economy electric power enterprise is shouldering significant social responsibility in the process of operation, also needs to face the operational risk generated by enterprise competition under the conditions of market economy. How to scientifically and efficiently manage the financial risks of power enterprises is one of the hot issues that are urgent needed to resolve in the current field. In this paper, on the basis of previous studies, firstly has combined with the structure characteristics of the fuzzy neural network model. Then it builds prediction analysis model of financial risks according to the fuzzy neural network structure. And it sets the selection of the number of neuron for the hidden layer based on the financial risks' characteristics of electric power enterprise. At last, it combines with 12 financial indicators data of electric power enterprise finance to make further computer simulation, so as to verify the scientificity of the model. And the results show that the model has strong reliability and a strong practical value.
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19

Wang, Hsing Wen. "Finance e-learning and simulation toward the cloud service environment." International Journal of Internet Protocol Technology 5, no. 4 (2010): 210. http://dx.doi.org/10.1504/ijipt.2010.039232.

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20

Mandarino, Gabriel Vieira, Claudio H, Dos Santos, and Antonio Carlos Macedo e. Silva. "Workers' debt-financed consumption: a supermultiplier stock–flow consistent model." Review of Keynesian Economics 8, no. 3 (July 21, 2020): 339–64. http://dx.doi.org/10.4337/roke.2020.03.03.

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This paper presents a supermultiplier stock–flow consistent model of economic growth led by debt-financed consumption of workers. In so doing it tries to shed light on the financial requirements of growth trajectories based on induced investment. The model explicitly derives the aggregate financial needs of both workers and firms and how these needs can be met by the banking sector – mapping out all the stock and flow implications of the assumed financial transactions for all sectors of the economy at hand. An analytic solution for the nature of the steady states of the model is then provided and its dynamic properties analysed by means of computer simulations.
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Hoaas, David J. "A computer simulation for teaching the theory of nonprofit firms." Atlantic Economic Journal 30, no. 2 (June 2002): 218. http://dx.doi.org/10.1007/bf02299167.

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BETTER, MARCO, FRED GLOVER, GARY KOCHENBERGER, and HAIBO WANG. "SIMULATION OPTIMIZATION: APPLICATIONS IN RISK MANAGEMENT." International Journal of Information Technology & Decision Making 07, no. 04 (December 2008): 571–87. http://dx.doi.org/10.1142/s0219622008003137.

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Simulation optimization is providing solutions to important practical problems previously beyond reach. This paper explores how new approaches are significantly expanding the power of simulation optimization for managing risk. Recent advances in simulation optimization technology are leading to new opportunities to solve problems more effectively. Specifically, in applications involving risk and uncertainty, simulation optimization surpasses the capabilities of other optimization methods not only in the quality of solutions but also in their interpretability and practicality. In this paper, we demonstrate the advantages of using a simulation optimization approach to tackle risky decisions, by showcasing the methodology on two popular applications from the areas of finance and business process design.
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David, Allenotor. "Simulation and Evaluation of a Financial Option Based Model for Cloud Resources Management." Advances in Multidisciplinary and scientific Research Journal Publication 10, no. 2 (June 30, 2022): 109–26. http://dx.doi.org/10.22624/aims/digital/v10n2p8.

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Cloud computing, where the use of resources is seen as a service (Resources-as-a-Service (RaaS)) has developed extensively for executing computationally resource-intensive applications. As a result, commercial services of such resources are becoming norm of the day and pricing them have become an important problem in finance. Only a few economic models have been reported for pricing cloud resources. In this paper, a novel application of financial option pricing theory to the management of distributed computing resources especially for pricing is addressed. First, the importance of finance models for the given problem is highlighted following an explain on how option theory fits well to price the distributed computing cloud resources. Various cloud resources such as memory, storage, software, and compute cycles are seen as individual commodities and pricing of the resources is done in isolation and in combination of various resources. Second, `we design and develop pricing model and generate pricing results for usage of such commodities for various resources. In the absence of cloud resource pricing benchmarks/standards, firstly, cloud resources usage is simulated in order to justify the pricing model using CloudSim toolkit. In this part of the work, the integration of a financial option-based pricing model with CloudSim framework is implemented using a cloud simulation tool to price cloud compute resources. Secondly, the model is evaluated using cloud metadata obtained from Amazon Web services. The analysis of cloud resources utilization from simulation and real cloud trace data shows the feasibility of a financial option-based model for pricing cloud resources. With a large number of experiments carried out, a justification of the pricing model is obtained by comparing a simulated system to real cloud trace data based on the spot price for the cloud resources. Keywords: Financial Option, Strike Price, CloudSim, Quality of Service, Compute Commodities
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Ahmed, Qazi Masood, and Akhtar Lodhi. "Provincial Finance Commission: Options for Fiscal Transfers." Pakistan Development Review 47, no. 4II (December 1, 2008): 747–62. http://dx.doi.org/10.30541/v47i4iipp.747-762.

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The Provincial Finance Commissions were constituted in all four provinces of Pakistan in 2001. The Commissions were asked to formulate a formula for the distribution of resources among the districts in their respective province. The formula includes both transfers- the development transfer and current transfers. The purposes of the current transfers are to ensure the maintainability of existing services at the districts level and of the development grants to minimise the intradistrict poverty and inter-districts income differential. In this paper we compute the Rank Correlation between the existing development grants transfer index and the deprivation index. This will help the policy-makers understood whether the transfers are fiscal need based or not? That is to highlight to what extent the existing development transfers are based on the existing level of deprivation in the districts. If not, then what can be done to make the transfers pro-poor. To assist the policy maker in this regards this study carried out a simulation when 50 percent transfers are based on population and 50 percent on deprivation. This simulation will provide sufficient range in which the policy maker can exercise their discretion to minimise poverty and at the same time provide resources to maintain existing infrastructure. The distribution of funds among the districts which is based only on expenditure needs of the districts cannot help address poverty issue. The provinces therefore, have to use different indicators in the formula of PFC Award to achieve both objectives.
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Hahanova, Anna V. "Developing method of vector synthesis deductive logic for computer systems fault analysis." Herald of Advanced Information Technology 5, no. 2 (July 4, 2022): 102–12. http://dx.doi.org/10.15276/hait.05.2022.8.

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The article is devoted to the development of models and methods for fault analysis for examinate test patterns. Deductive fault simulation of digital devices is the most advanced technology that serves the field of design and testing of modern computer systems. At the same time, fault simulation solves the problem of assessing the quality of the test in the class of single constant defects. However, the computational complexity of obtaining deductive formulas, estimated as n3 , is a rather difficult task for high-dimensional RTL-level functional circuits, so the deductive method is usually used only for digital circuits represented at the gate level. Next, we propose a vector method for synthesis deductive formulas for digital schemes represented by RTL elements. This method became possible due to the element description of any complexity in the form of output states vector for combinational device. The model of xor-relationships between the wonderful logical functions (or, xor, and) of digital objects is improved, which is convoluted into zero-space. It makes possible to solve the problems of design and test, machine learning, search for similarities-differences, and destructive components in processes and phenomena. The advantages of the vector model for a compact description of objects, functions and structures are determined. It is proposed to replace analytical expressions that require algorithmically complex calculating, with vector data structures for describing functional logic. Vector-deductive method for synthesis formulas for transporting input fault lists is proposed. It has a quadratic computational complexity of register operations. The coordinate-vector model of defects is considered, not tied to input variables, which can be used for efficient processing of complex logic circuits when assessing the quality of synthesized tests. An algorithm for the synthesis of deductive vectors is presented, which differs from the known ones in the technological parallel processing simplicity of truth tables and makes it possible to create structural and logical conditions for simulating faults in digital projects of the gate, register and system description levels. An efficient method for the synthesis of a deductive truth table according to the rule L=T⊕F is proposed. It differs from the known ones by using vector-coordinate parallel xor-operation. It provides the transportation of faults through a functional element of arbitrary complexity.
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Lancaster, Greg, and Jeffrey W. Herrmann. "Computer simulation of the effectiveness of novel cardiac arrest response systems." Resuscitation Plus 7 (September 2021): 100153. http://dx.doi.org/10.1016/j.resplu.2021.100153.

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27

Imam, Tasadduq, Michael Cowling, and Narottam Das. "Designing Computer Games to Teach Finance and Technical Concepts in an Online Learning Context: Potential and Effectiveness." Mathematics 10, no. 22 (November 10, 2022): 4205. http://dx.doi.org/10.3390/math10224205.

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Designing computer games to educate students is not a new technique. Not all disciplines, however, embed the same degree of cognitive load, and not all game design approaches are appropriate across contexts. Teaching technical business disciplines, such as finance, using a game imposes specific challenges, especially when the subject is offered online and to students who may not be from relevant technical backgrounds. However, there has only been limited attention concerning the use of game-based learning (GBL) for teaching finance at the higher education level, especially when delivered online. This article explores the potential of GBL to teach finance at an Australian university. We further present the outcomes of a survey of students’ experiences concerning the unique business simulation tool. The results reveal that while a game-based intervention can positively affect students’ learning in a technical discipline, such as finance, the design also needs to be such that the players can relate the experience to learning goals and practical needs for satisfactory outcomes. A defining aspect of this research is using Bayesian analysis, capable of gaining insights irrespective of sample size, yet not widely used in the higher education research area in favour of the frequentist analysis. Bayesian analysis shows a high probability of the educational game achieving positive or satisfactory ratings. Further, two aspects of a game—functionalities and usability and perception of impact—are particularly noted to influence the game’s overall rating. Overall, the outcomes from this research call for careful consideration of the learners’ requirements and capability towards ensuring an enjoyable outcome rather than just focusing on a game’s content or context.
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WÓJCIK, Łukasz, and Zbigniew PATER. "LIMITING VALUE OF COCKROFT-LATHAM INTEGRAL FOR COMMERCIAL PLASTICINE." Applied Computer Science 13, no. 4 (December 30, 2017): 45–55. http://dx.doi.org/10.35784/acs-2017-28.

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The paper presents the results of experimental and numerical research in the scope of commercial plasticine cracking. The purpose of the study was to determine the limit value of the Cockroft-Latham integral. The value of the integral was determined on the basis of the stretching test and computer simulations. Experimental studies utilized axially symmetrical samples made of commercial black and white wax based plasticine. Samples were cooled to 0, 5, 10, 15 and 20 °C. After the completion of experimental studies, finite element numerical simulation was performed under the conditions of 3-dimensional state of deformation in DEFORM 3D simulation software. Based on the results of experimental and numerical studies, the Cockroft-Latham limit value was calculated.
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He, Ping, and Yangmin Li. "Control and synchronization of a hyperchaotic finance system via single controller scheme." International Journal of Intelligent Computing and Cybernetics 8, no. 4 (November 9, 2015): 330–44. http://dx.doi.org/10.1108/ijicc-06-2015-0019.

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Purpose – The purpose of this paper is to study the control and synchronization of the hyperchaotic finance system. Design/methodology/approach – A single controller scheme is introduced. The Routh-Hurwitz criteria and the structure of solution of first-order linear differential equations are adopted in analysis of control and synchronization. Findings – Two single controllers are designed and added to the new hyperchaotic finance system. The stability of the hyperchaotic finance system at its zero equilibrium point is guaranteed by applying the appropriate single controller signal based on Routh-Hurwitz criteria. Another effective controller is also designed for the global asymptotic synchronization on the hyperchaotic finance system based on the structure of solution of first-order linear differential equations. Numerical simulations are demonstrated to verify the effectiveness of the proposed single controller scheme. Originality/value – The introduced approach is interesting for control and synchronization the hyperchaotic finance system.
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Schmeller, Rebecca. "In Strategy Simulations, Data Analysis Matters Most (More Than Number of Log Ins and More Than Time Spent Logged In)." Simulation & Gaming 50, no. 1 (January 9, 2019): 62–75. http://dx.doi.org/10.1177/1046878118821402.

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Background. This data study examined the predictive power of student login activities (frequency, duration, opening reports) on simulation performance (seven Assurance of Learning scores), using Glo-Bus strategy simulation. Methods. The study used a sample of 351 students at a small, private Ohio university over four academic years (fall 2013 through spring 2017) to conduct regression analysis of three predictor variables (login data about reports, frequency, duration) and seven outcome variables (Assurance of Learning scores for finance, operations, marketing, HR, CSR, leadership, collaboration). Results. Opening reports was found to be more predictive of simulation performance than the other two login variables (frequency of logins, duration of logins). Discussion. In the literature, there were studies about strategy simulation login activity, but they did not address how Glo-Bus login activity types were related to Assurance of Learning scores. Some studies about strategy simulations called for more narrowly defined objectives and student accountability. This study supported that call – revealing that opening reports was more predictive of Assurance of Learning scores – suggesting students be held accountable for opening reports. Conclusions and Recommendations. Because this study found opening reports to be more predictive than other login activity, the software designers should promote report opening by making it a more direct and immediate aspect of the software and by including report analysis skills in the embedded quizzes. Additionally, instructor materials should include guidance on how to teach report use to Glo-Bus simulation students.
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Inaishi, Ryota, Kaoru Toya, Fei Zhai, and Eisuke Kita. "Effect of Overconfident Investor Behavior to Stock Market." Journal of Advanced Computational Intelligence and Intelligent Informatics 14, no. 6 (September 20, 2010): 661–68. http://dx.doi.org/10.20965/jaciii.2010.p0661.

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Behavioral finance theory has been presented to explain the phenomena not explainable by conventional finance theory based on efficient market hypothesis from the investor psychology. We focused on overconfidence – an important psychological bias –, and analyzed the effect of overconfident investor behavior in stock market using multiagent simulation. We found that, based on the increase in overconfident market investors, market dealing increases and rising trends occur more often. An analysis of the relationship between overconfidence and rising trends shows that rising trends make investors even more overconfident.
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32

Murariu, Gabriel, Raluca Enescu, Diana Vasile, Lucian Dinca, George Danut Mocanu, and Dan Munteanu. "A study regarding the parameters that influence the growth rate of Salix alba." Romanian Journal of Ecology & Environmental Chemistry 3, no. 2 (December 17, 2021): 78–88. http://dx.doi.org/10.21698/rjeec.2021.210.

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The inventory and evaluation of growth rates for afforested surfaces is extremely important in estimating production levels and in determining the wood quantities that can be harvested. The present research was realized in southeast Romania, on a surface that contains 375h of afforested fields. The monitored surfaces are situated in Hanu-Conachi Independenta Forest, at a relatively low altitude. The study took into account only the surfaces afforested with willow (Salix alba) and extended between 2010 and 2015. The afforested surfaces’ consistency and age were evaluated based on direct observations and measurements. The used numerical analysis on different optimization methods was selected from amongst the most used series from the specialty literature. Our results have shown that evaluations of estimated production growth rates can vary significantly when different statistical analyses and numeric methods are used. By using numerical optimizing models, computer simulations can offer precise estimations regarding growth rates, and consequently, for the efficiency of a given forest inventory. Common numerical interpolation methods or the usage of neuronal networks do not always lead to consistent results. Specific numeric methods are preferable for a better evaluation of growth rates and current inventory. In addition, investments in computer simulation methods and software should be encouraged in order to reach a permanent inventory, improve the efficiency of exploitation operations, and sustain environmental protection.
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ABBAS-TURKI, LOKMAN A., STÉPHANE CRÉPEY, and BABACAR DIALLO. "XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS." International Journal of Theoretical and Applied Finance 21, no. 06 (September 2018): 1850030. http://dx.doi.org/10.1142/s0219024918500309.

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We present a nested Monte Carlo (NMC) approach implemented on graphics processing units (GPUs) to X-valuation adjustments (XVAs), where X ranges over C for credit, F for funding, M for margin, and K for capital. The overall XVA suite involves five compound layers of dependence. Higher layers are launched first, and trigger nested simulations on-the-fly whenever required in order to compute an item from a lower layer. If the user is only interested in some of the XVA components, then only the sub-tree corresponding to the most outer XVA needs be processed computationally. Inner layers only need a square root number of simulation with respect to the most outer layer. Some of the layers exhibit a smaller variance. As a result, with GPUs at least, error-controlled NMC XVA computations are doable. But, although NMC is naively suited to parallelization, a GPU implementation of NMC XVA computations requires various optimizations. This is illustrated on XVA computations involving equities, interest rate, and credit derivatives, for both bilateral and central clearing XVA metrics.
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34

Tomczak, Arkadiusz, Paweł Zalewski, and Rafał Gralak. "Simulation Analysis of ECDIS’ Route Exchange Funcionality Impact on Navigation Safety." Annual of Navigation 19, no. 2 (December 1, 2012): 109–20. http://dx.doi.org/10.2478/v10367-012-0021-9.

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Abstract Modern Integrated Navigation Systems (INS) integrate information obtained from various sensors and functions. Processed data are presented on the computer display generally with the aim to increase navigator’s situation awareness and to reduce his/her workload. The investigations described in the paper were carried out to assess the advantages of the new functionality of the test INS (e-Navigation enhanced Integrated Navigation System ee-INS), developed in the EU financed EfficienSea Project, that looks and works like a standard ECDIS. This new functionality implements ‘Exchange of Intended Route’ service. The experiment was conducted in a full mission ship simulator environment with 20 experienced mariners. The bridge layout without ECDIS ‘Exchange of Intended Route’ functionality, and bridge layout with this functionality implemented, was applied in research and its results enabled to carry out their comparison. The navigators’ workload was measured by NASA-TLX method. Navigators’ situation awareness in respect to other ship’s state and the final passing distance were utilized to evaluate safety of navigation process.
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35

Liu, Ji Lu, Ni Hu, and Cheng Zhang. "Research on System Risks of “Internet + Supply Chain Finance” Based on SNA, Dynamic Evolutionary Game, and Bayesian Learning Principle Simulation." International Journal of Information Technology and Web Engineering 17, no. 1 (January 1, 2022): 1–16. http://dx.doi.org/10.4018/ijitwe.308465.

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Under the background of "Internet +", the supply chain financial model and process have undergone profound changes. Firstly, through the social network analysis, the correlation between the participants in the Internet + supply chain finance is directly visualized. Secondly, the dynamic risk evolution model of the system is constructed based on the different functions between the participants. Unstable solution and saddle points of the system be calculated ; on this basis, Bayesian learning principles are used to build an Internet + supply chain financial credit default risk simulation model, and the simulation model is encapsulated. Finally, a numerical example is used to verify the simulation model operation Convenience, efficiency and reliability.
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36

Beyer, Hans-Martin, and Bodo Herzog. "Supply Chain Finance: Cost–Benefit Differentials under Reverse Factoring with Extended Payment Terms." International Journal of Financial Studies 9, no. 4 (October 25, 2021): 59. http://dx.doi.org/10.3390/ijfs9040059.

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This article studies the effects of reverse factoring in a supply chain when the buyer company facilitates its lower short-term borrowing rates to the supplier corporation in return for extended payment terms. We explore the role of interest rate changes, rating changes, and the business cycle position on the cost and benefit trade-off from a supplier perspective. We utilize a combined empirical approach consisting of an event study in Step 1 and a simulation model in Step 2. The event study identifies the quantitative magnitude of central bank decisions and rating changes on the interest rate differential. The simulation computes with a rolling-window methodology the daily cost and benefits of reverse factoring from 2010 to 2018 under the assumption of the efficient market hypothesis. Our major finding is that changes of crucial financial variables such as interest rates, ratings, or news alerts will turn former win–win into win–lose situations for the supplier contingent to the business cycle. Overall, our results exhibit sophisticated trade-offs under reverse factoring and consequently require a careful evaluation in managerial decisions.
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37

Khamdamov, T. V. "A brief overview of the evolution of computer simulations in economic research." Journal of the New Economic Association 54, no. 2 (2022): 189–207. http://dx.doi.org/10.31737/2221-2264-2022-54-2-10.

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The article discusses the evolution of two approaches to using computer simulations in economic research. The first was created by the American mathematician Norbert Wiener, who used the theory of cybernetics as a method of scientific research and cognition. The second, which also began its journey in the period 1944–1955, is based on the writings of John von Neumann, then a consultant to Los Alamos National Laboratory, and his invention of cellular automata. The first section provides an overview of the Wiener path, which became the guiding reference point for the Forrester system dynamics and Orcutt microsimulations. The second section presents the Neumann path, which gave birth to such methods as Monte Carlo and agent-based modeling, which, as a result, through the efforts of G. Epstein and P. Axtel, was transformed into a conceptual approach of artificial life specifically designed for socio-economic experiments. Finally, the third section explores the potential for developing hybrid simulations by combining the methods of the two paths in concern.
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38

Breton, Michèle. "Special Issue of Computers & Operations Research Applications of OR in Finance." Computers & Operations Research 35, no. 1 (January 2008): 1–2. http://dx.doi.org/10.1016/j.cor.2006.02.010.

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39

DE GRAAF, CORNELIS S. L., QIAN FENG, DRONA KANDHAI, and CORNELIS W. OOSTERLEE. "EFFICIENT COMPUTATION OF EXPOSURE PROFILES FOR COUNTERPARTY CREDIT RISK." International Journal of Theoretical and Applied Finance 17, no. 04 (June 2014): 1450024. http://dx.doi.org/10.1142/s0219024914500241.

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Three computational techniques for approximation of counterparty exposure for financial derivatives are presented. The exposure can be used to quantify so-called Credit Valuation Adjustment (CVA) and Potential Future Exposure (PFE), which are of utmost importance for modern risk management in the financial industry, especially since the recent credit crisis. The three techniques all involve a Monte Carlo path discretization and simulation of the underlying entities. Along the generated paths, the corresponding values and distributions are computed during the entire lifetime of the option. Option values are computed by either the finite difference method for the corresponding partial differential equations, or the simulation-based Stochastic Grid Bundling Method (SGBM), or by the COS method, based on Fourier-cosine expansions. In this research, numerical results are presented for early-exercise options. The underlying asset dynamics are given by either the Black–Scholes or the Heston stochastic volatility model.
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40

BIAŁASZ, Sebastian, and Ramon PAMIES. "NUMERICAL SIMULATION OF THE DESIGN OF EXTRUSION PROCESS OF POLYMERIC MINI-TUBES." Applied Computer Science 14, no. 3 (September 30, 2018): 81–95. http://dx.doi.org/10.35784/acs-2018-23.

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In this paper we represent a study reporting the numerical simulation of small-diameter pipes extrusion process. Polypropylene and low density polyethylene were chosen as plastics and a selected transverse head as a tool in the simulations. The aim of the study is to examine the distribution of temperature in the individual sections of the bagasse and tools, in order to optimize the parameters and process flow extrusion and validate the implementation tools, by simulating the flow of plastic by the head.
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41

Kayid, Mohamed. "Some common and dynamic properties of logarithmic Pareto distribution with applications." Open Physics 19, no. 1 (January 1, 2021): 669–78. http://dx.doi.org/10.1515/phys-2021-0082.

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Abstract The Pareto distribution satisfies the power law, which is widely used in physics, biology, earth and planetary sciences, economics, finance, computer science, and many other fields. In this article, the logarithmic Pareto distribution, a logarithmic transformation of the Pareto distribution, is presented and studied. The moments, percentiles, skewness, kurtosis, and some dynamic measures such as hazard rate, mean residual life, and quantile residual life are discussed. The parameters were estimated by quantile and maximum likelihood methods. A simulation study was conducted to investigate the efficiency, consistency, and behavior of the maximum likelihood estimator. Finally, the proposed distribution was fitted to some datasets to show its usefulness.
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42

Qin, Zhongfeng, and Xin Gao. "Fractional Liu process with application to finance." Mathematical and Computer Modelling 50, no. 9-10 (November 2009): 1538–43. http://dx.doi.org/10.1016/j.mcm.2009.08.031.

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43

Zhang, Jianling, Zhongzhan Zhang, and Weizhen Wang. "Testing against second-order stochastic dominance of multiple distributions." International Journal of Biomathematics 08, no. 03 (April 21, 2015): 1550040. http://dx.doi.org/10.1142/s1793524515500400.

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Second-order stochastic dominance plays an important role in reliability and various branches of economics such as finance and decision-making under risk, and statistical testing for the stochastic dominance is often useful in practice. In this paper, we present a test of stochastic equality under the constraint of second-order stochastic dominance based on the theory of empirical processes. The asymptotic distribution of the test statistic is obtained, and a simple method to compute the critical value is derived. Simulation results and real data examples are presented to illustrate the proposed test method.
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44

Lei, Yuchen, and Yinghui Li. "Construction and Simulation of the Market Risk Early-Warning Model Based on Deep Learning Methods." Scientific Programming 2022 (March 24, 2022): 1–8. http://dx.doi.org/10.1155/2022/4733220.

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To address the problem of low efficiency of existing forecasting models for market risk warning, a market risk early-warning model based on improved LSTM is suggested utilizing the whale optimization algorithm (WOA) to optimize the number of hidden layer neurons and time step parameters of long short-term memory. The proposed market risk early-warning model is validated by using 40 real estate companies as the research subjects and 20 relevant variables such as gross operating income, net profit asset growth rate, and total asset growth rate as indicators. The results demonstrate that the proposed model’s prediction accuracy for market risk is greater than 96% and that when compared to the standard CNN and LSTM models, the suggested model’s prediction accuracy for corporate finance from 2012 to 2019 is increased by 14% and 12%, respectively, and the prediction accuracy for corporate finance in 2020 is improved by 22% and 7%, respectively, which has certain practical application value and superiority.
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45

Hong, Weijia, and Jun Wang. "Fluctuation complexity of agent-based financial time series model by stochastic Potts system." International Journal of Modern Physics C 26, no. 11 (August 31, 2015): 1550123. http://dx.doi.org/10.1142/s0129183115501235.

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Financial market is a complex evolved dynamic system with high volatilities and noises, and the modeling and analyzing of financial time series are regarded as the rather challenging tasks in financial research. In this work, by applying the Potts dynamic system, a random agent-based financial time series model is developed in an attempt to uncover the empirical laws in finance, where the Potts model is introduced to imitate the trading interactions among the investing agents. Based on the computer simulation in conjunction with the statistical analysis and the nonlinear analysis, we present numerical research to investigate the fluctuation behaviors of the proposed time series model. Furthermore, in order to get a robust conclusion, we consider the daily returns of Shanghai Composite Index and Shenzhen Component Index, and the comparison analysis of return behaviors between the simulation data and the actual data is exhibited.
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46

Torrez, Alvaro Ruddy Miranda, and Xin Ji Gan. "Research on Control Characteristics of Three Axis Paraleel Mechanism Based on PIC16f84A." International Journal of Engineering and Technologies 14 (September 21, 2018): 31–37. http://dx.doi.org/10.56431/p-8vx3y7.

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This paper is about a parallel manipulator and how to controll it using a microcontroller and c++ language. Is explained wich devices are necesaries and why are the optimous for this project. Everything is followed by a simulation using a computer software.
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47

Nguyen, Thi, Anne Ruiz-Gazen, Christine Thomas-Agnan, and Thibault Laurent. "Multivariate Student versus Multivariate Gaussian Regression Models with Application to Finance." Journal of Risk and Financial Management 12, no. 1 (February 9, 2019): 28. http://dx.doi.org/10.3390/jrfm12010028.

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To model multivariate, possibly heavy-tailed data, we compare the multivariate normal model (N) with two versions of the multivariate Student model: the independent multivariate Student (IT) and the uncorrelated multivariate Student (UT). After recalling some facts about these distributions and models, known but scattered in the literature, we prove that the maximum likelihood estimator of the covariance matrix in the UT model is asymptotically biased and propose an unbiased version. We provide implementation details for an iterative reweighted algorithm to compute the maximum likelihood estimators of the parameters of the IT model. We present a simulation study to compare the bias and root mean squared error of the ensuing estimators of the regression coefficients and covariance matrix under several scenarios of the potential data-generating process, misspecified or not. We propose a graphical tool and a test based on the Mahalanobis distance to guide the choice between the competing models. We also present an application to model vectors of financial assets returns.
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Gardini, Laura, Fabio Lamantia, and Fabio Tramontana. "Foreword to the special issue of Mathematics and Computers in Simulation on complex dynamics in economics and finance." Mathematics and Computers in Simulation 108 (February 2015): 1–2. http://dx.doi.org/10.1016/j.matcom.2014.09.003.

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49

Hoti, Suhejla, Michael McAleer, and Laurent L. Pauwels. "Multivariate volatility in environmental finance." Mathematics and Computers in Simulation 78, no. 2-3 (July 2008): 189–99. http://dx.doi.org/10.1016/j.matcom.2008.01.038.

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Newman, Amy. "Real-Time Computer-Mediated Communication: Email and Instant Messaging Simulation." Business Communication Quarterly 70, no. 4 (December 2007): 466–70. http://dx.doi.org/10.1177/10805699070700040305.

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