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Hany F. Atlam, Muhammad Ajmal Azad, Madini O. Alassafi, Abdulrahman A. Alshdadi and Ahmed Alenezi
Most current access control models are rigid, as they are designed using static policies that always give the same outcome in different circumstances. In addition, they cannot adapt to environmental changes and unpredicted situations. With dynamic system...
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Xingtao Tang, Xiaodong Sun and Ming Yao
Accurate real-time rotor position is indispensable for switched reluctance motors (SRM) speed and torque control. Traditional position sensors add complexity and potential failure risk to the system. Owing to the added advantages of high stability and lo...
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Hossein Hassani, Stephan Unger and Christina Beneki
This article investigates the impact of big data on the actuarial sector. The growing fields of applications of data analytics and data mining raise the ability for insurance companies to conduct more accurate policy pricing by incorporating a broader va...
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Camila Costa Dutra, Maria Auxiliadora Cannarozzo Tinoco, Rogério Feroldi Miorando
Pág. 321 - 331
This work presents an application of an integrated model for the evaluation and probabilistic optimization of projects portfolios, integrating economic, risk and social and environmental impacts analysis. The model uses the Monte Carlo simulation and lin...
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André Alves Portela Santos
Pág. 141 - 166
Robust optimization has been receiving increased attention in the recent few years due to the possibility of considering the problem of estimation error in the portfolio optimization problem. A question addressed so far by very few works is whether this ...
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Paul Van Rensburg
AbstractEmploying prespecified macroeconomic variables as potential priced factors, the Arbitrage Pricing Theory (APT) may be modelled as a non-linear seemingly unrelated regression with across equation restrictions. This portrayal allows for the simulta...
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Hadis Pakdel, Dev Raj Paudyal, Sreeni Chadalavada, Md Jahangir Alam and Majid Vazifedoust
The frequency and severity of extremes, including extreme precipitation events, extreme evapotranspiration and extreme water storage deficit events, are changing. Thus, the necessity for developing a framework that estimates non-stationary conditions is ...
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Alemu Tulu Chala
The lead arrangers of syndicated loans often have lending relationships with the borrowers, while other lenders participating in the syndicate largely engage in an arm?s length transaction. Relatively little is known about how these relationships affect ...
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Wanlu Zhu, Tianwen Gu, Jie Wu and Zhengzhuo Liang
In instances where vessels encounter impacts or other factors leading to communication impairments, the status of electrical equipment becomes inaccessible through standard communication lines for the controllers. Consequently, the shipboard power system...
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Yousef-Awwad Daraghmi, Mamoun Abu Helou, Eman-Yasser Daraghmi and Waheeb Abu-ulbeh
The violation traffic laws by driving at high speeds, the overloading of passengers, and the unfastening of seatbelts are of high risk and can be fatal in the event of any accident. Several systems have been proposed to improve passenger safety, and the ...
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Sijin Wu, Susan Grant-Muller and Lili Yang
In many countries, governments have implemented non-pharmaceutical techniques to limit COVID-19 transmission. Restricting human mobility is one of the most common interventions, including lockdown, travel restrictions, working from home, etc. However, du...
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Roberta Avanzato and Francesco Beritelli
An accurate estimate of rainfall levels is fundamental in numerous application scenarios: weather forecasting, climate models, design of hydraulic structures, precision agriculture, etc. An accurate estimate becomes essential to be able to warn of the im...
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Hassan Haes Alhelou, Mohamad Esmail Hamedani Golshan, Takawira Cuthbert Njenda and Pierluigi Siano
In the event of a generator loss or disturbance, the power system frequency declines quickly and overall system stability is at risk. During these scenarios, under frequency load shedding is triggered to restore the power system frequency. The main stage...
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Joshua Macabuag, Tiziana Rossetto, Ioanna Ioannou and Ian Eames
Catastrophe models quantify potential losses from disasters, and are used in the insurance, disaster-risk management, and engineering industries. Tsunami fragility and vulnerability curves are key components of catastrophe models, providing probabilistic...
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Joshua Macabuag, Tiziana Rossetto, Ioanna Ioannou and Ian Eames
Catastrophe models quantify potential losses from disasters, and are used in the insurance, disaster-risk management, and engineering industries. Tsunami fragility and vulnerability curves are key components of catastrophe models, providing probabilistic...
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Muhammad Waqas, Nudrat Fatima, Aryan Khan, Muhammad Arif
Pág. 51 - 68
The aim of the empirical study is to investigate credit risk determinants in banking sectors across three kinds of South Asian economies. An accumulated sample of 105 unbalanced panel data of financial firms over the period of 2000-2015, by applying Gene...
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Giacomo Gerosa, Riccardo Marzuoli, Beatrice Monteleone, Maria Chiesa and Angelo Finco
The estimation of the ozone (O3) stomatal dose absorbed by a forest is a crucial step for O3 risk assessment. For this purpose, data on O3 concentrations at the forest top-canopy are needed. However, O3 is barely measured at that height, while more often...
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Francois van Dyk, Gary van Vuuren, Andre Heymans
The Sharpe ratio is widely used as a performance evaluation measure for traditional (i.e., long only) investment funds as well as less-conventional funds such as hedge funds. Based on mean-variance theory, the Sharpe ratio only considers the first two mo...
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Francois van Dyk, Gary van Vuuren, Andre Heymans
The Sharpe ratio is widely used as a performance evaluation measure for traditional (i.e., long only) investment funds as well as less-conventional funds such as hedge funds. Based on mean-variance theory, the Sharpe ratio only considers the first two mo...
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Younghun Jung, Venkatesh Merwade, Kyudong Yeo, Yongchul Shin and Seung Oh Lee
Collection and investigation of flood information are essential to understand the nature of floods, but this has proved difficult in data-poor environments, or in developing or under-developed countries due to economic and technological limitations. The ...
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