Academic literature on the topic 'Rate Theory model'
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Journal articles on the topic "Rate Theory model"
Sadler, D. M., and G. H. Gilmer. "Rate-Theory Model of Polymer Crystallization." Physical Review Letters 56, no. 25 (June 23, 1986): 2708–11. http://dx.doi.org/10.1103/physrevlett.56.2708.
Full textPadoan, Paolo, and Åke Nordlund. "Theory of the Star Formation Rate." Proceedings of the International Astronomical Union 6, S270 (May 2010): 347–54. http://dx.doi.org/10.1017/s1743921311000615.
Full textKikuchi, Akihiko, Nobuya Unno, Tsuguhiro Horikoshi, Shiro Kozuma, and Yuji Taketani. "Catastrophe Theory Model for Decelerations of Fetal Heart Rate." Gynecologic and Obstetric Investigation 61, no. 2 (2006): 72–79. http://dx.doi.org/10.1159/000088812.
Full textCsillik, P., and T. Tarján. "Is convergence rate monotonic?" Acta Oeconomica 57, no. 3 (September 1, 2007): 247–61. http://dx.doi.org/10.1556/aoecon.57.2007.3.2.
Full textKouwenberg, Roy, Agnieszka Markiewicz, Ralph Verhoeks, and Remco C. J. Zwinkels. "Model Uncertainty and Exchange Rate Forecasting." Journal of Financial and Quantitative Analysis 52, no. 1 (February 2017): 341–63. http://dx.doi.org/10.1017/s0022109017000011.
Full textN. Kallianiotis, Dr Ioannis. "EXCHANGE RATE FORECASTING: THE FUNDAMENTAL FORECASTING MODEL." International Journal of Research In Commerce and Management Studies 05, no. 05 (2023): 24–58. http://dx.doi.org/10.38193/ijrcms.2023.5502.
Full textRhee, Joon Hee. "Fractal Interest Rate Model without Ito Formula." Journal of Derivatives and Quantitative Studies 16, no. 1 (May 31, 2008): 21–48. http://dx.doi.org/10.1108/jdqs-01-2008-b0002.
Full textHartoyo, Puji. "Perbandingan Pengujian Capital Asset Pricing Model dan Arbitrage Pricing Theory." Indonesian Treasury Review Jurnal Perbendaharaan Keuangan Negara dan Kebijakan Publik 1, no. 1 (June 30, 2016): 51–66. http://dx.doi.org/10.33105/itr.v1i1.60.
Full textHartoyo, Puji. "Perbandingan Pengujian Capital Asset Pricing Model dan Arbitrage Pricing Theory." Indonesian Treasury Review Jurnal Perbendaharaan Keuangan Negara dan Kebijakan Publik 1, no. 1 (June 30, 2016): 51–66. http://dx.doi.org/10.33105/itrev.v1i1.60.
Full textBarro, Robert J., and David B. Gordon. "A Positive Theory of Monetary Policy in a Natural Rate Model." Credit and Capital Markets – Kredit und Kapital: Volume 52, Issue 4 52, no. 4 (October 1, 2019): 505–26. http://dx.doi.org/10.3790/ccm.52.4.505.
Full textDissertations / Theses on the topic "Rate Theory model"
Elhouar, Mikael. "Essays on interest rate theory." Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-451.
Full textGötsch, Irina. "Libor market model theory and implementation." Saarbrücken VDM, Müller, 2006. http://deposit.d-nb.de/cgi-bin/dokserv?id=2868878&prov=M&dok_var=1&dok_ext=htm.
Full textRiga, Candia. "The Libor Market Model: from theory to calibration." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2011. http://amslaurea.unibo.it/2288/.
Full textYeldener, Suat. "Sinusoidal model based low bit rate speech coding for communication systems." Thesis, University of Surrey, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.359842.
Full textVan, Wijck Tjaart. "Interest rate model theory with reference to the South African market." Thesis, Stellenbosch : University of Stellenbosch, 2006. http://hdl.handle.net/10019.1/3396.
Full textAn overview of modern and historical interest rate model theory is given with the specific aim of derivative pricing. A variety of stochastic interest rate models are discussed within a South African market context. The various models are compared with respect to characteristics such as mean reversion, positivity of interest rates, the volatility structures they can represent, the yield curve shapes they can represent and weather analytical bond and derivative prices can be found. The distribution of the interest rates implied by some of these models is also found under various measures. The calibration of these models also receives attention with respect to instruments available in the South African market. Problems associated with the calibration of the modern models are also discussed.
Stefanovic, Milos. "Vocoder model based variable rate narrowband and wideband speech coding below 9 kbps." Thesis, University of Surrey, 1999. http://epubs.surrey.ac.uk/843965/.
Full textPringle, Sammie VanOrden Marc A. "Applying modern portfolio theory and the capital asset pricing model to DoD's information technology investments." Monterey, Calif. : Naval Postgraduate School, 2009. http://edocs.nps.edu/npspubs/scholarly/theses/2009/March/09Mar%5FPringle.pdf.
Full textThesis Advisor(s): Housel, Thomas J. "March 2009." Description based on title screen as viewed on April 23, 2009. Author(s) subject terms: CAPM, Capital Asset Pricing Model, KVA, Knowledge Value Added, Real Options, ROI, Return on Investment, MPT, Modern Portfolio Theory. Includes bibliographical references (p. 37-39). Also available in print.
Mönnich, Christina. "Tariff rate quotas and their administration : theory, practice and an econometric model for the EU /." Frankfurt am Main [u.a.] : Lang, 2004. http://www.gbv.de/dms/zbw/390979201.pdf.
Full textCohen, Margaret A. "Estimating the growth rate of harmful algal blooms using a model averaged method." View electronic thesis (PDF), 2009. http://dl.uncw.edu/etd/2009-1/rp/cohenm/margaretcohen.pdf.
Full textOinuma, Ryoji. "Fundamental study of evaporation model in micron pore." Texas A&M University, 2004. http://hdl.handle.net/1969.1/1239.
Full textBooks on the topic "Rate Theory model"
Rao, Ramesh K. S. A theory of the firm's cost of capital: How debt affects the firm's risk, value, tax rate, and the government's tax claim. New Jersey: World Scientific Pub., 2007.
Find full textLewellen, Jonathan. Estimation risk, market efficiency, and the predictability of returns. Cambridge, MA: National Bureau of Economic Research, 2000.
Find full textRocşoreanu, C. The FitzHugh-Nagumo model: Bifurcation and dynamics. Dordrecht: Kluwer Academic Publishers, 2000.
Find full textBrigo, Damiano, and Fabio Mercurio. Interest Rate Models Theory and Practice. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4.
Full textJ, Cornyn Anthony, and Mays Elizabeth, eds. Interest rate risk models: Theory and practice. Chicago: Glenlake Publ. Co., 1997.
Find full textBolder, David. Affine term-structure models: Theory and implementation. Ottawa: Financial Markets Department, Bank of Canada, 2001.
Find full textBolder, David. Affine term-structure models: Theory and implementation. Ottawa, Ont: Bank of Canada, 2001.
Find full textPentecost, Eric J. Exchange rate dynamics: A modern analysis of exchange rate theory and evidence. Aldershot, Hants, England: E. Elgar, 1993.
Find full textHans, Dewachter, and Embrechts Marc, eds. Exchange rate theory: Chaotic models of foreign exchange markets. Oxford, UK: Blackwell, 1993.
Find full textNishiyama, Yasuo. Interest rates: Theory, reality and future impacts. Hauppauge, N.Y: Nova Science Publisher's, 2011.
Find full textBook chapters on the topic "Rate Theory model"
Brigo, Damiano, and Fabio Mercurio. "Cases of Calibration of the LIBOR Market Model." In Interest Rate Models Theory and Practice, 283–316. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4_7.
Full textBruhns, O. T. "A Continuum Damage Model for the Description of High Strain Rate Deformations." In Finite Inelastic Deformations — Theory and Applications, 47–56. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-642-84833-9_5.
Full textSandström, Rolf. "Primary Creep." In Basic Modeling and Theory of Creep of Metallic Materials, 59–81. Cham: Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-49507-6_4.
Full textHashiguchi, K., S. Tsutsumi, T. Okayasu, and K. Saitoh. "Subloading Surface Model with Tangential Stress Rate Effect and its Application to Soils." In Bifurcation and Localisation Theory in Geomechanics, 201–7. London: CRC Press, 2021. http://dx.doi.org/10.1201/9781003210931-28.
Full textCheng, Guo-zhu, Jun-feng Ma, Li-hui Qin, Li-xin Wu, and Tian-jun Feng. "Calculation Model of Urban Rail Transit Share Rate Based on Game Theory." In Green Intelligent Transportation Systems, 167–77. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-13-0302-9_17.
Full textBeyer, Hans-Georg. "The Progress Rate of the $$\left( {1\mathop ,\limits^ + \lambda } \right)$$ -ES on the Sphere Model." In The Theory of Evolution Strategies, 51–111. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04378-3_3.
Full textBien, Katarzyna, Ingmar Nolte, and Winfried Pohlmeier. "A multivariate integer count hurdle model: theory and application to exchange rate dynamics." In High Frequency Financial Econometrics, 31–48. Heidelberg: Physica-Verlag HD, 2008. http://dx.doi.org/10.1007/978-3-7908-1992-2_3.
Full textIvanova, Daria, Ekaterina Karnauhova, Ekaterina Markova, and Irina Gudkova. "Analyzing of Licensed Shared Access Scheme Model with Service Bit Rate Degradation in 3GPP Network." In Information Technologies and Mathematical Modelling. Queueing Theory and Applications, 231–42. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-68069-9_19.
Full textPeng, Xiujian, and Philip Adams. "Closure Development and Policy Simulation—The Effects of Increasing Required Rate of Return on Capital." In CHINAGEM—A Dynamic General Equilibrium Model of China: Theory, Data and Applications, 73–97. Singapore: Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-99-1850-8_7.
Full textSandström, Rolf. "Stationary Creep." In Basic Modeling and Theory of Creep of Metallic Materials, 13–38. Cham: Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-49507-6_2.
Full textConference papers on the topic "Rate Theory model"
Lin, Xiangyun, Meilin Li, Rui Zhang, and Weihai Zhang. "LASSO-ARIMA-BP Neural Network Combination Prediction Model and its Application to Exchange Rate Prediction." In 2024 International Conference on Fuzzy Theory and Its Applications (iFUZZY), 1–6. IEEE, 2024. http://dx.doi.org/10.1109/ifuzzy63051.2024.10662882.
Full textD., Jeffrey, Mark Tischler, Robert McKillip, Daniel Wachspress, and Ondrej Juhasz. "A Free Wake Linear Inflow Model Extraction Procedure for Rotorcraft Analysis." In Vertical Flight Society 73rd Annual Forum & Technology Display, 1–18. The Vertical Flight Society, 2017. http://dx.doi.org/10.4050/f-0073-2017-12111.
Full textSalimi, Somayeh, Mahmoud Salmasizadeh, and Mohammad Reza Aref. "Secret key sharing in a new source model: Rate regions." In 2010 Australian Communications Theory Workshop (AusCTW). IEEE, 2010. http://dx.doi.org/10.1109/ausctw.2010.5426771.
Full textZhou, Qiaoqiao, Chung Chan, and Raymond W. Yeung. "On the Discussion Rate Region for the PIN Model." In 2020 IEEE International Symposium on Information Theory (ISIT). IEEE, 2020. http://dx.doi.org/10.1109/isit44484.2020.9174268.
Full textYang, Jie, and Shaozong Zhang. "Measure Exchange Rate Risk Using GARCH Model and Extreme Value Theory." In 2010 3rd International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2010. http://dx.doi.org/10.1109/bife.2010.89.
Full textLi, Zhuoshi, Wenqian Wang, Lizong Cao, and Zhengwei Liu. "China's Forest Coverage Rate Forecasting Model Based on Gray System Theory." In 2015 5th International Conference on Computer Sciences and Automation Engineering (ICCSAE 2015). Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/iccsae-15.2016.86.
Full textSadeghi, Parastoo, Predrag Rapajic, Rodney Kennedy, and Thushara Abhayapala. "Autoregressive Time-Varying Flat-Fading Channels: Model Order and Information Rate Bounds." In 2006 IEEE International Symposium on Information Theory. IEEE, 2006. http://dx.doi.org/10.1109/isit.2006.261890.
Full textZhao, Feng, Jin Sima, and Shao-Lun Huang. "On the Optimal Error Rate of Stochastic Block Model with Symmetric Side Information." In 2021 IEEE Information Theory Workshop (ITW). IEEE, 2021. http://dx.doi.org/10.1109/itw48936.2021.9611481.
Full textKhatami, Mehrdad, Vida Ravanmehr, and Bane Vasic. "GBP-based detection and symmetric information rate for rectangular-grain TDMR model." In 2014 IEEE International Symposium on Information Theory (ISIT). IEEE, 2014. http://dx.doi.org/10.1109/isit.2014.6875107.
Full textGohari, Amin, Onur Gunlu, and Gerhard Kramer. "On Achieving a Positive Rate in the Source Model Key Agreement Problem." In 2018 IEEE International Symposium on Information Theory (ISIT). IEEE, 2018. http://dx.doi.org/10.1109/isit.2018.8437749.
Full textReports on the topic "Rate Theory model"
Ashley, Richard, and Randal J. Verbrugge. The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification. Federal Reserve Bank of Cleveland, February 2023. http://dx.doi.org/10.26509/frbc-wp-201909r2.
Full textCrump, Richard K., Stefano Eusepi, and Emanuel Moench. Is There Hope for the Expectations Hypothesis? Federal Reserve Bank of New York, April 2024. http://dx.doi.org/10.59576/sr.1098.
Full textHausmann, Ricardo, Ugo Panizza, and Ernesto H. Stein. Why Do Countries Float the Way They Float? Inter-American Development Bank, May 2000. http://dx.doi.org/10.18235/0010778.
Full textPompeu, Gustavo, and José Luiz Rossi. Real/Dollar Exchange Rate Prediction Combining Machine Learning and Fundamental Models. Inter-American Development Bank, September 2022. http://dx.doi.org/10.18235/0004491.
Full textMiller, Martin S. Burning-Rate Models and Their Successors: A Personal Perspective. Fort Belvoir, VA: Defense Technical Information Center, June 2003. http://dx.doi.org/10.21236/ada416336.
Full textLegal, Diego, and Eric R. Young. Consumer Bankruptcy and Unemployment Insurance. Federal Reserve Bank of Cleveland, May 2024. http://dx.doi.org/10.26509/frbc-wp-202409.
Full textBosch, Sarah. Evaluation of implementation of models of academic advising in post graduate taught courses. Sheffield Hallam University, 2024. http://dx.doi.org/10.7190/steer/academic_advising_pgt.
Full textBoel, Paola, and Christopher J. Waller. On the essentiality of credit and banking at zero interest rates. Federal Reserve Bank of Cleveland, May 2023. http://dx.doi.org/10.26509/frbc-wp-202313.
Full textFernandez, Andres, Adam Gulan, and Roberto Chang. Bond Finance, Bank Credit, and Aggregate Fluctuations in an Open Economy. Inter-American Development Bank, August 2016. http://dx.doi.org/10.18235/0011758.
Full textWright, Allan, and Francisco A. Ramirez. What are the Fiscal Limits for the Developing Economies of Central America and the Caribbean? Inter-American Development Bank, May 2017. http://dx.doi.org/10.18235/0011799.
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