Historical simulation

The paper considers the historical retrospective of the development of logistics paradigms and analyzes the apparatus used to solve applied logistics problems. Obstacles to the implementation of the integrated paradigm of logistics, its analytical approach and simulation tools are investigated, which allowed to determine the structure of the decision support system in the management of material flow and formulate the concept of logistics coordination.

15p longtimenosee07 29-03-2024 5 2   Download

Ebook "Stochastic chemical kinetics: Theory and (mostly) systems biological applications" reviews the theory and simulation methods of stochastic kinetics by integrating historical and recent perspectives, presents applications, mostly in the context of systems biology and also in combustion theory. In recent years, due to the development in experimental techniques, such as optical imaging, single cell analysis, and fluorescence spectroscopy, biochemical kinetic data inside single living cells have increasingly been available.

174p tudohanhtau1006 29-03-2024 4 1   Download

Part 1 book "Risk management and financial institutions" includes content: banks; insurance companies and pension plans; mutual funds and hedge funds; trading in financial markets; the credit crisis of 2007; valuation and scenario analysis - the risk neutral and real worlds; how traders manage their risks; interest rate risk; volatility; correlations and copulas; value at risk and expected shortfall; historical simulation and extreme value theory; model building approach.

408p oursky03 21-08-2023 9 5   Download

This study investigates the impact of climate change (CC) on water resources in Phu Yen province, Vietnam by assessing historical trends of temperature, rainfall and flood simulation scenarios from a report of Vietnam of the Ministry of Natural Resources and Environment in 2020. The method for assessing the impacts on water resources was provided in the report of the Intergovernmental Panel on Climate Change (IPCC) in 2007.

14p viironman 02-06-2023 10 3   Download

This study investigated the changes in the climate and the spatiotemporal variations in climate extreme indices of the Dano catchment in Burkina Faso using historical data for the period 1981–2010 and projected for the period 2020–2049. Rainfall and temperature simulations from two RCMs under two Representative Concentration Pathways (RCP 4.5 and RCP 8.5) involved in the CORDEX-Africa project were used in this study

10p thebadguys 15-01-2022 11 0   Download

Metaheuristic search algorithms are used to develop new protocols for optimal intravenous insulin infusion rate recommendations in scenarios involving hospital in-patients with Type 1 Diabetes. Two metaheuristic search algorithms are used, namely, Particle Swarm Optimization and Covariance Matrix Adaption Evolution Strategy.

28p redemption 20-12-2021 14 0   Download

This paper attempts to picture the impact of the market risk of ten commercial banks located in Bangladesh with the help of a non-parametric model known as the Historical Simulation Approach over the course of eight years.

21p nguaconbaynhay12 08-06-2021 10 1   Download

Founder populations have an important role in the study of genetic diseases. Access to detailed genealogical records is often one of their advantages. These genealogical data provide unique information for researchers in evolutionary and population genetics, demography and genetic epidemiology.

10p vikentucky2711 24-11-2020 20 1   Download

Flooding caused by historically high flows, especially in Tra Khuc-Ve River basin in the Mid-Central region in Vietnam in November 2013, which caused widespread damage. The purpose of this paper was to establish the inundation maps in the downstream part of Tra Khuc-Ve rivers by using the coupling of the hydrological and hydraulic models (MIKE SHE/MIKE 11 and MIKE 11 GIS). Calibration and validation of the hydrological model were in good agreement in terms of the vibration amplitude, absolute value, and phases.

12p nguyentanloc09 17-10-2020 23 2   Download

The paper intends to measure the daily Value-at-Risk (VaR) for Rial-Euro exchange rate fluctuations risk. Since in this case we deal with a single risk factor, so we will not use the Monte Carlo simulation method to measure the VaR and we will only use the parametric and historical simulation methods for this purpose. The parametric method using the normal distribution and historical simulation with exponentially weighted data and without weighting is used to calculate VaR.

15p nguyenminhlong19 21-04-2020 13 1   Download

Value at Risk (VaR) is the most popular market risk measure as it summarizes in one figure the exposure to different risk factors. It had been around for over a decade when Expected Shortfall (ES) emerged to correct its shortcomings. Both risk measures can be estimated under several models. We explore the application of a parametric model to fit the joint distribution of risk factor returns based on multivariate finite Gaussian Mixtures, derive a closed-form expression for ES under this model and estimate risk measures for a multi-asset portfolio over an extended period.

17p cothumenhmong4 24-03-2020 24 2   Download

This paper examines the ability to capture the observed baseline temperature and precipitation (1986-2005) in the Ba River Basin from GCM outputs, RCM outputs, bias-corrected GCM outputs and bias-corrected RCM outputs by analyzing statistical indicators between historical simulations and observed data in 4 temperature and 6 rainfall stations. Bias-corrected results of both GCM and RCM have significantly smaller errors compared to the unbias-corrected ones.

9p abcxyz123_02 03-03-2020 8 0   Download

In order to provide a better benchmark for climate simulation programs, climate data at Global Historical Climatology Network (GHCN) and Global Summary of the Day (GSOD) archived by the National Climate Data Center (NCDC) are used to ascertain the nature of climate change over the last century. After data validation, about 6000 stations are considered globally to determine the change in mean temperature, and about 5000 stations to determine that change in maximum and minimum temperatures. Global nature of temperature and its change are presented separately for January and July.

19p mentospurefresh 29-11-2019 12 0   Download

This thesis aimed to identify the approaches with the most academic impact and to explain them in greater detail. Hence, models of each category were chosen and compared. The non-parametric models were represented by the historical simulation, the parametric models by GARCH-type models (GARCH, RiskMetrics, IGARCH, FIGARCH, GJR, APARCH and EGARCH) and the semi-parametric models by the Monte Carlo simulation. The functional principle of each approach was explained, compared and contrasted.

140p nguyenyenyn117 18-06-2019 37 5   Download

This study examines and applies the three statistical value at risk models including variance-covariance, historical simulation, and Monte Carlo simulation in measuring market risk of VN-30 portfolio of Ho Chi Minh stock exchange (HOSE) in Vietnam stock market and some back-testing techniques in assessing the validity of the VaR performance in the timeframe of January 30, 2012–February 26, 2016.

24p danhnguyentuongvi27 18-12-2018 39 2   Download

(bq) part 1 book "cmos vlsi design - a circuits and systems perspective" has contents: introduction, mos transistor theory, cmos processing technology, delay, power, interconnect, robustness, circuit simulation.

353p bautroibinhyen20 06-03-2017 49 6   Download

The U.S. newspaper industry is in the midst of a historic restructuring, buffeted by a deep recession that has battered crucial advertising revenues, long-term structural challenges as readers turn to free news and entertainment on the Internet, and heavy debt burdens weighing down some major media companies. Eight major U.S. newspaper companies filed for bankruptcy between 2008 and early 2010 (though nearly all have since emerged as reorganized companies), while hundreds of smaller papers went out of business or moved to Web-only publications.

87p loixinloi 08-05-2013 40 5   Download

Increased levels and volatility of food prices has led to a surge of interest in large-scale agriculture and land acquisition. This creates challenges for policy makers aiming to establish a policy environment conducive to an agrarian structure to contribute to broad-based development in the long term. Based on a historical review of episodes of growth of large farms and their impact, this paper identifies factors underlying the dominance of owner-operated farm structures and ways in which these may change with development.

37p thieubaotrang 23-04-2013 57 4   Download

A number of Russian verbs lack 1sg nonpast forms. These paradigmatic gaps are puzzling because they seemingly contradict the highly productive nature of inflectional systems. We model the persistence and spread of Russian gaps via a multi-agent model with Bayesian learning. We ran three simulations: no grammar learning, learning with arbitrary analogical pressure, and morphophonologically conditioned learning. We compare the results to the attested historical development of the gaps.

8p hongvang_1 16-04-2013 48 1   Download

This committee was assembled to provide expertise in the areas of science and technology pertinent to the concerns of the CBDCOM commander and executive director and the technical director of the Edgewood Research, Development and Engineering Center (RDEC), which historically has been an important organization in the Army and Department of Defense for chemical and biological research.

8p nunongnuna 03-04-2013 65 7   Download