Articles de revues : « CHARN models »

1

Kanai, Hiroomi, Hiroaki Ogata et Masanobu Taniguchi. « Estimating function approach for CHARN Models ». METRON 68, n^o 1 (avril 2010) : 1–21. http://dx.doi.org/10.1007/bf03263521.

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Amano, Tomoyuki. « Asymptotic Optimality of Estimating Function Estimator for CHARN Model ». Advances in Decision Sciences 2012 (3 juillet 2012) : 1–11. http://dx.doi.org/10.1155/2012/515494.

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CHARN model is a famous and important model in the finance, which includes many financial time series models and can be assumed as the return processes of assets. One of the most fundamental estimators for financial time series models is the conditional least squares (CL) estimator. However, recently, it was shown that the optimal estimating function estimator (G estimator) is better than CL estimator for some time series models in the sense of efficiency. In this paper, we examine efficiencies of CL and G estimators for CHARN model and derive the condition that G estimator is asymptotically optimal.

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Ngatchou-Wandji, Joseph, Marwa Ltaifa, Didier Alain Njamen Njomen et Jia Shen. « Nonparametric Estimation of the Density Function of the Distribution of the Noise in CHARN Models ». Mathematics 10, n^o 4 (17 février 2022) : 624. http://dx.doi.org/10.3390/math10040624.

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This work is concerned with multivariate conditional heteroscedastic autoregressive nonlinear (CHARN) models with an unknown conditional mean function, conditional variance matrix function and density function of the distribution of noise. We study the kernel estimator of the latter function when the former are either parametric or nonparametric. The consistency, bias and asymptotic normality of the estimator are investigated. Confidence bound curves are given. A simulation experiment is performed to evaluate the performance of the results.

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Arrouch, Mohamed Salah Eddine, Echarif Elharfaoui et Joseph Ngatchou-Wandji. « Change-Point Detection in the Volatility of Conditional Heteroscedastic Autoregressive Nonlinear Models ». Mathematics 11, n^o 18 (21 septembre 2023) : 4018. http://dx.doi.org/10.3390/math11184018.

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This paper studies single change-point detection in the volatility of a class of parametric conditional heteroscedastic autoregressive nonlinear (CHARN) models. The conditional least-squares (CLS) estimators of the parameters are defined and are proved to be consistent. A Kolmogorov–Smirnov type-test for change-point detection is constructed and its null distribution is provided. An estimator of the change-point location is defined. Its consistency and its limiting distribution are studied in detail. A simulation experiment is carried out to assess the performance of the results, which are compared to recent results and applied to two sets of real data.

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Chananet, C., S. Sukparungsee et Y. Areepong. « The ARL of EWMA Chart for Monitoring ZINB Model Using Markov Chain Approach ». International Journal of Applied Physics and Mathematics 4, n^o 4 (2014) : 236–39. http://dx.doi.org/10.7763/ijapm.2014.v4.290.

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Antonowicz, Mirosław. « Innovative Models of Supply Chain Management ». Journal of Management and Business Administration. Central Europe 26, n^o 2 (15 juin 2018) : 2–15. http://dx.doi.org/10.7206/jmba.ce.2450-7814.225.

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Pupo, Amaury, David Baez-Nieto, Agustín Martínez, Ramón Latorre et Carlos González. « Proton channel models ». Channels 8, n^o 3 (22 avril 2014) : 180–92. http://dx.doi.org/10.4161/chan.28665.

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Milac, Adina, Andriy Anishkin, Sarosh N. Fatakia, Carson C. Chow, Sergei Sukharev et H. Robert Guy. « Structural models of TREK channels and their gating mechanism ». Channels 5, n^o 1 (janvier 2011) : 23–33. http://dx.doi.org/10.4161/chan.5.1.13905.

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Korobko, M. M. « Discrete model of chain conveyor movement dynamics ». Naukovij žurnal «Tehnìka ta energetika» 11, n^o 4 (10 septembre 2020) : 89–94. http://dx.doi.org/10.31548/machenergy2020.04.089.

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Improving the reliability of structures of transport mechanisms and other elements, reducing metal content, improving performance, expanding functionality and technical capabilities is a priority area of work to improve existing and develop new machines for beet growing. The dynamic model of the chain conveyor which considers the basic movement and fluctuations of elements of the drive and a working cloth is developed in work. The model is represented by a system of discrete masses with eight degrees of freedom. The operation of chain conveyors is characterized by the presence of dynamic forces arising from the pulsating movement of the chain at a steady rotation of the drive sprocket. At the start-up site, dynamic forces from increasing the speed from zero to a certain constant value are added to these forces. Under such conditions, significant alternating dynamic loads can occur in the chain, which as a result of the accumulation of fatigue phenomena can lead to its premature destruction.

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Irfan Sabir, Raja, et Muhammad Irfan. « Levels and Barriers to Supply Chain Integration : A conceptual model of Supply Chain Performance ». International Journal of Management Science and Business Administration 1, n^o 1 (2014) : 52–59. http://dx.doi.org/10.18775/ijmsba.1849-5664-5419.2014.11.1005.

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In modern business scenario Supply chain has become the back bone for every business organization. All supply chain partners are joined together in value delivery network of company that no one can perform better without support of other. The ultimate objective of this cohesive relationship is to deliver value to customers and gets desired state of customer satisfaction & loyalty for the organization. For this purpose it is necessary to integrate the internal and external partners of Supply chain at different levels. The Purpose of the paper is to investigate the impact of supply chain integration on supply chain performance. The construct of Supply chain integration has been divided into three derivers that are information integration, coordination resource sharing and organizational relationship linkage. There are certain barriers to integration found in each industry that have moderating effects on the relationship b/w integration and organization performance.

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Trivedi, Jay Y. « Analyzing Symbiotic Marketing Models and Strategies in Customer Consumption value Chain ». International Journal of Scientific Research 2, n^o 12 (1 juin 2012) : 317–20. http://dx.doi.org/10.15373/22778179/dec2013/96.

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Kwon, Hyun-Han, et Byung-Sik Kim. « Development of Statistical Downscaling Model Using Nonstationary Markov Chain ». Journal of Korea Water Resources Association 42, n^o 3 (31 mars 2009) : 213–25. http://dx.doi.org/10.3741/jkwra.2009.42.3.213.

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Striessnig, Jörg, et Alexandra Koschak. « Exploring the function and pharmacotherapeutic potential of voltage-gated Ca2+channels with gene-knockout models ». Channels 2, n^o 4 (4 juillet 2008) : 233–51. http://dx.doi.org/10.4161/chan.2.4.5847.

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Power, Mary E., Adrian Sun, Gary Parker, William E. Dietrich et J. Timothy Wootton. « Hydraulic Food-Chain Models ». BioScience 45, n^o 3 (mars 1995) : 159–67. http://dx.doi.org/10.2307/1312555.

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Drton, Mathias. « Discrete chain graph models ». Bernoulli 15, n^o 3 (août 2009) : 736–53. http://dx.doi.org/10.3150/08-bej172.

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Taylor, Greg. « BAYESIAN CHAIN LADDER MODELS ». ASTIN Bulletin 45, n^o 1 (17 octobre 2014) : 75–99. http://dx.doi.org/10.1017/asb.2014.25.

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AbstractThe literature on Bayesian chain ladder models is surveyed. Both Mack and cross-classified forms of the chain ladder are considered. Both cases are examined in the context of error terms distributed according to a member of the exponential dispersion family. Tweedie and over-dispersed Poisson errors follow as special cases. Bayesian cross-classified chain ladder models may randomise row, column or diagonal parameters. Column and diagonal randomisation has been largely absent from the literature until recently. The present paper allows randomisation of row and column parameters. The Bayes estimator, the linear Bayes (credibility) estimator, and the MAP estimator are shown to be identical in the Mack case, and in the cross-classified case provided that the error terms are Tweedie distributed. In the Mack case the variance structure is generalised considerably from the existing literature. In the cross-classified case the model structure differs somewhat from the existing literature, and a comparison is made between the two. MAP estimators for the cross-classified case are often given by implicit equations that require numerical solution. Recursive formulas are given for these in the general case of error terms from the exponential dispersion family. The connection between the cross-classified case and Bornhuetter-Ferguson prediction is explored.

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Korpysa, Jarosław, Marcin Halicki et Agnieszka Lopatka. « Entrepreneurial management of project supply chain – a model approach ». Problems and Perspectives in Management 18, n^o 3 (10 septembre 2020) : 211–23. http://dx.doi.org/10.21511/ppm.18(3).2020.18.

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The paper’s principal purpose is to present the original concept of the project supply chain’s entrepreneurial management. Based on the literature on the subject, one defines the entrepreneurial management concept showing the influence of entrepreneurial management on company operation. Moreover, the paper also outlines the most important concepts of the project supply chain and presents the functioning scheme. Theoretical considerations concerning contemporary theories of entrepreneurial management and project supply chain are the prelude to presenting the concept of entrepreneurial management. The presented approach can be found helpful for the effective management of the project supply chain, which has not yet been thoroughly defined. It should be mentioned that the designed model of the entrepreneurial supply chain management is an original proposal for the paradigm of project supply chains. Both in a classical and project supply chain, a significant role is given to the flow of material resources between the individual chain components. It determines that the project supply chain is mainly driven by the need for its members’ value increase. It was explained that regarding entrepreneurial competences, knowledge can be transferred to other organizations in the whole supply chain. It was also mentioned that the project supply chain’s entrepreneurial management takes into account the flexibility manifesting itself through the establishment of agile project teams, and by focusing on human relationships. It is the basis for the presented concept of the entrepreneurial management model of the project supply chain. AcknowledgmentThe project is financed within the framework of the program of the Minister of Science and Higher Education under the name “Regional Excellence Initiative” in the years 2019–2022; project number 001/RID/2018/19; the amount of financing PLN 10,684,000.00.

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Umurzakov, Uktam. « PREDICTION OF PRICES FOR AGRICULTURAL PRODUCTS THROUGH MARKOV CHAIN MODEL ». International Journal of Psychosocial Rehabilitation 24, n^o 03 (18 février 2020) : 293–303. http://dx.doi.org/10.37200/ijpr/v24i3/pr200782.

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Winward, Kyle D. « ChiltonLibrary ». Charleston Advisor 25, n^o 3 (1 janvier 2024) : 15–19. http://dx.doi.org/10.5260/chara.25.3.06.

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ChiltonLibrary is a collection of automotive original equipment manufacturer (OEM) repair and maintenance articles and diagrams. ChiltonLibrary includes makes and models from the 1940s to current model years. The current version has added accessibility features, including ReadSpeaker text-to-speech versions of articles. ChiltonLibrary also includes technical service bulletins/recall information, automotive repair videos, and ASE test prep quizzes. ChiltonLibrary is an authoritative resource that benefits from an intuitive interface and a mobile-responsive design.

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Etienne, M., et K. Sekimoto. « Progressive Quenching --- Ising Chain Models ». Acta Physica Polonica B 49, n^o 5 (2018) : 883. http://dx.doi.org/10.5506/aphyspolb.49.883.

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Larson, Paul, et Stevo Todorčević. « Chain conditions in maximal models ». Fundamenta Mathematicae 168, n^o 1 (2001) : 77–104. http://dx.doi.org/10.4064/fm168-1-3.

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Trienekens, J. H., et H. H. Hvolby. « Models for supply chain reengineering ». Production Planning & ; Control 12, n^o 3 (janvier 2001) : 254–64. http://dx.doi.org/10.1080/095372801300107761.

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Egli, R., et N. F. Stewart. « Chain models in computer simulation ». Mathematics and Computers in Simulation 66, n^o 6 (août 2004) : 449–68. http://dx.doi.org/10.1016/j.matcom.2004.02.017.

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Gottard, Anna, et Carla Rampichini. « Chain graphs for multilevel models ». Statistics & ; Probability Letters 77, n^o 3 (février 2007) : 312–18. http://dx.doi.org/10.1016/j.spl.2006.07.011.

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Huebschmann, Johannes, et Tornike Kadeishvili. « Small models for chain algebras ». Mathematische Zeitschrift 207, n^o 1 (mai 1991) : 245–80. http://dx.doi.org/10.1007/bf02571387.

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Xu, Chuanchao, Bo Li, Yanfei Lan et Yi Tang. « A Closed-Loop Supply Chain Problem with Retailing and Recycling Competition ». Abstract and Applied Analysis 2014 (2014) : 1–14. http://dx.doi.org/10.1155/2014/509825.

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We investigate a durable product retailing and recycling problem in a closed-loop supply chain consisting of a single manufacturer and two competitive retailers, in which the manufacturer collects used products via retailers from the consumers and has sufficient channel power over the retailers to act as a Stackelberg leader; the retailers compete in retail products and recycling used products. In order to analyze the impact of retailing and recycling competitions on the profits of the manufacturer and the competitive retailers, two collection models (coordinated collection (ModelC) and decentralized collection (ModelD)) are established, respectively. Then, based on game theory, we derive the optimal retail price, the optimal repurchase price, and the optimal profits of the manufacturer and the retailers. The managerial insights demonstrate that more intense retailing competition induces the increase of the manufacturer's profits in both forward and reverse channels and retailers' profits in the forward channel and the decrease of retailers' profits in the reverse channel, while more intense recycling competition induces the decrease of the profits of the manufacturer and retailers in both forward and reverse channels. Finally, numerical examples are given to illustrate the effectiveness of the proposed models.

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Do, Taegwan, Hyeseung Kim et Sundo Choi. « A Preliminary Study on the Prediction Method for the Probability of Drone Threats Using Markov Chain Model ». Journal of Energy Engineering 32, n^o 2 (30 juin 2023) : 1–10. http://dx.doi.org/10.5855/energy.2023.32.2.001.

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Koilo, Viktoriia. « Business model for integrated sustainable value creation : A supply chain perspective ». Problems and Perspectives in Management 20, n^o 1 (26 janvier 2022) : 93–107. http://dx.doi.org/10.21511/ppm.20(1).2022.09.

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In the context of globalization, the process of value creation is becoming more complex, exposed to greater risks for companies, partners, and customers. Moreover, modern digital technologies, such as the use of digital twin technology, can increase the use of geographically dispersed work teams and contribute to sustainable value creation in the future. However, the digital transition creates new organizational models and influences relationships in supply chains, thus affecting structural changes in business models.Hence, the study aims to investigate, from the whole value chain perspective, how the next generation of digital services is affecting business value and changing the business model concept. In addition, this paper discusses the stakeholder and social responsibility value creation perspective on business model for integrated sustainable value creation. To investigate this, it was decided to use a quantitative methodology in the form of questionnaires, which were distributed among different interested parties: two contractors, three suppliers, and an operator. The results indicated that all respondents, such as an operator, shipping companies, and subsea service providers, are positive about future digital technologies, which should ensure environmental sustainability, improve human interaction and communication. At the same time, they emphasize the importance of integrated join work within the value creation element. Overall, all participants are interested in reducing costs, they expect initiatives from each other in offering sustainable and innovative solutions, and to achieve these, innovative cooperation is needed. AcknowledgmentThe study is supported by a grant from the Research Based Innovation “SFI Marine Operation in Virtual Environment (SFI-MOVE)” (Project no: 237929) in Norway.

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Kameda, T. « Folding study Perturbed Gaussian chain model ». Seibutsu Butsuri 41, supplement (2001) : S171. http://dx.doi.org/10.2142/biophys.41.s171_2.

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Gournellos, Theodore. « A theoretical Markov chain model of the long term landform evolution ». Zeitschrift für Geomorphologie 41, n^o 4 (26 décembre 1997) : 519–29. http://dx.doi.org/10.1127/zfg/41/1997/519.

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Ghazanfari, Dr Morteza, Saeed Domirani et Hamed Hamze. « Human resources strategies approach in organizations with network model (supply chain model) “Case study : defense industries organizations” ». International Academic Journal of Organizational Behavior and Human Resource Management 05, n^o 01 (6 juin 2018) : 63–83. http://dx.doi.org/10.9756/iajobhrm/v5i1/1810004.

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Artola, Miguel. « Constitution and chart as constitutional patterns ». Revista de História das Ideias 9, Tomo III (1987) : 869–77. http://dx.doi.org/10.14195/2183-8925_9-3_11.

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Milewska, Beata. « Supply chain models in garment industry ». Transport Economics and Logistics 78 (21 décembre 2018) : 91–102. http://dx.doi.org/10.26881/etil.2018.78.08.

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The paper presents the results of the study concerning supply chain models which was conducted by the author in Polish garment industry enterprises. The goal of the paper was to identify the types of supply chain models in this sector. The research methods were interviews and direct observations of manufacturing and logistics processes in clothing companies. Four types of supply chains models were characterized on the examples of supply chains of various companies. The criteria taken into consideration when characterizing the models included but were not limited to: the supply chain leader, the manufactured products (mass or individualized), the material flow strategy (push, pull), and the geographical location of the supply chain nodes. The factors differentiating these models were related to competitiveness – first of all, the price, the quality of products and services, the time of delivery, the accessibility of products, the extent of the product range.

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Jansen, M. J. W. « UNCERTAINTY ANALYSIS OF FOOD-CHAIN MODELS ». Acta Horticulturae, n^o 476 (novembre 1998) : 33–40. http://dx.doi.org/10.17660/actahortic.1998.476.3.

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E.S. Socolar, Joshua. « Discrete models of force chain networks ». Discrete & ; Continuous Dynamical Systems - B 3, n^o 4 (2003) : 601–18. http://dx.doi.org/10.3934/dcdsb.2003.3.601.

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Hasbun, Javier E., Lok C. Lew Yan Voon et Morten Willatzen. « On chain models for contact electrification ». Journal of Physics : Condensed Matter 34, n^o 13 (21 janvier 2022) : 135501. http://dx.doi.org/10.1088/1361-648x/ac47de.

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Abstract An exact analytical model of charge dynamics for a chain of atoms with asymmetric hopping terms is presented. Analytic and numeric results are shown to give rise to similar dynamics in both the absence and presence of electron interactions. The chain model is further extended to the case of two atoms per cell (a perfect alloy system). This extension is further applied to contact electrification between two different atomic chains and the effect of increasing the magnitude of the contact transfer matrix element is studied.

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Gottschau, Adam. « Exchangeability in Multivariate Markov Chain Models ». Biometrics 48, n^o 3 (septembre 1992) : 751. http://dx.doi.org/10.2307/2532342.

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Meidani, Hadi, et Roger Ghanem. « Uncertainty quantification for Markov chain models ». Chaos : An Interdisciplinary Journal of Nonlinear Science 22, n^o 4 (décembre 2012) : 043102. http://dx.doi.org/10.1063/1.4757645.

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SOLOW, ANDREW R., et WOOLLCOTT K. SMITH. « Using Markov chain successional models backwards ». Journal of Applied Ecology 43, n^o 1 (9 janvier 2006) : 185–88. http://dx.doi.org/10.1111/j.1365-2664.2005.01127.x.

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Marcotte, Francois, Bernard Grabot et Roberta Affonso. « Cooperation models for supply chain management ». International Journal of Logistics Systems and Management 5, n^o 1/2 (2009) : 123. http://dx.doi.org/10.1504/ijlsm.2009.021648.

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Hernandez, Rafael, et Esperanza Lopez. « Spin chain sigma models with fermions ». Journal of High Energy Physics 2004, n^o 11 (30 novembre 2004) : 079. http://dx.doi.org/10.1088/1126-6708/2004/11/079.

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Liu, Ru-Fen, János G. Ángyán et John F. Dobson. « Dispersion interaction in hydrogen-chain models ». Journal of Chemical Physics 134, n^o 11 (21 mars 2011) : 114106. http://dx.doi.org/10.1063/1.3563596.

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Abdelkafi, Nizar, et Margherita Pero. « Supply chain innovation-driven business models ». Business Process Management Journal 24, n^o 2 (3 avril 2018) : 589–608. http://dx.doi.org/10.1108/bpmj-05-2016-0109.

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Dotson, Taylor C., Julieanne V. Heffernan, Joanne Budzien, Keenan T. Dotson, Francisco Avila, David T. Limmer, Daniel T. McCoy, John D. McCoy et Douglas B. Adolf. « Rheological complexity in simple chain models ». Journal of Chemical Physics 128, n^o 18 (14 mai 2008) : 184905. http://dx.doi.org/10.1063/1.2912054.

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Heffernan, Julieanne V., Joanne Budzien, Francisco Avila, Taylor C. Dotson, Victoria J. Aston, John D. McCoy et Douglas B. Adolf. « Rotational relaxation in simple chain models ». Journal of Chemical Physics 127, n^o 21 (7 décembre 2007) : 214902. http://dx.doi.org/10.1063/1.2798755.

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Zuo-Jun Shen. « Integrated Stochastic Supply-Chain Design Models ». Computing in Science & ; Engineering 9, n^o 2 (mars 2007) : 50–59. http://dx.doi.org/10.1109/mcse.2007.34.

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Larsson, Nils-Göran, et Pierre Rustin. « Animal models for respiratory chain disease ». Trends in Molecular Medicine 7, n^o 12 (décembre 2001) : 578–81. http://dx.doi.org/10.1016/s1471-4914(01)02167-0.

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Smith, R. « Markov chain models for threshold exceedances ». Biometrika 84, n^o 2 (1 juin 1997) : 249–68. http://dx.doi.org/10.1093/biomet/84.2.249.

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Ferrándiz, Juan, Enrique F. Castillo et Pilar Sanmartín. « Temporal aggregation in chain graph models ». Journal of Statistical Planning and Inference 133, n^o 1 (juillet 2005) : 69–93. http://dx.doi.org/10.1016/j.jspi.2004.03.012.

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Balzter, Heiko. « Markov chain models for vegetation dynamics ». Ecological Modelling 126, n^o 2-3 (février 2000) : 139–54. http://dx.doi.org/10.1016/s0304-3800(00)00262-3.

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Articles de revues sur le sujet « CHARN models »

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