Research ArticleOpen accessPhrase in the titleTesting VaR Accuracy for CDS Portfolios Using Historical Simulation and Delta-Normal ModelsViviane Y. NaimyThis paper studies the accuracy of the VaR using the Delta-Normal and Historical approaches in measuring the risk of CDS portfolios in three different zones, US, Europe and Asia, for the period March 2013-November 2015. The portfolios consist exclusively of CDS of high rated banks and financial institutions. We found that at the 95% confidence level both approaches were accurate … …Journal of Mathematics and Statistics, Vol. 12, Issue 2 · 16 Apr 2016 · 7,499 accessesView PDFCite
Research ArticleOpen accessIn the abstractLand Cover Changes from Forest Fires Using CA-Markov in Pelalawan, IndonesiaApri Zulmi Hardi, Abdulkader Ali MuradForest and land fires pose significant risks to ecosystems, particularly in Pelalawan Regency, Indonesia, where slash-and-burn practices during the dry season exacerbate peatland degradation. This study integrates Cellular Automata (CA) and Markov-chain analysis to model and predict land cover changes and carbon stock dynamics over the next 20 years. The model projects spatial patterns of land cover changes from 2002-2033 … …Journal of Computer Science, Vol. 21, Issue 2 · 31 Dec 2024 · 4,874 accessesView PDFCite
Research ArticleOpen accessIn the abstractAssisted History Matching for Petroleum Reservoirs in the Social Computing EraMichel Cancelliere, Dario Viberti, Francesca VergaThe exploitation strategy of hydrocarbon reservoirs can be technically and economically optimized only if a reliable numerical model of the reservoir under investigation is available to predict the system response for different production scenarios. A numerical model can be reasonably trustworthy after calibration only, which means the model has at least proved its ability to reproduce the historical behavior of … …American Journal of Applied Sciences, Vol. 10, Issue 8 · 24 Jul 2013 · 7,083 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Data Mining Technique to Find Optimal Customers for Beneficial Customer Relationship ManagementG. Babu, T. BhuvaneswariProblem statement: Modern companies and organizations are efficiently implementing a CRM strategy for managing a company interactions and relationships with customers. CRM systems have been developed and designed to support the areas of marketing, service process and sales. Many literature studies are available to preserve the customer relationship but small drawbacks occur in the existing methods. One method to maintain … …Journal of Computer Science, Vol. 8, Issue 1 · 1 Nov 2011 · 7,260 accessesView PDFCite
Research ArticleOpen accessIn the abstractAdjustment of Peak Streamflows of a Tropical River for UrbanizationAta Amini, Thamer Mohammad Ali, Abdul Halim B Ghazali, Bujang Kim HuatPeak runoff from a catchment is influenced by many factors such as intensity and duration of rainfall, catchment topography, catchment shape, land use and other variables. For a particular catchment, landuse change and other human activities will alter the characteristic of catchment hydrograph. Problem statement: As a result of urbanization, the magnitude of floods occurring in a catchment increased. It … …American Journal of Environmental Sciences, Vol. 5, Issue 3 · 30 Jun 2009 · 7,546 accessesView PDFCite
Research ArticleOpen accessIn the abstractHydropower System Management Considering the Minimum OutflowM. L. Arganis, R. DomínguezThis paper deals with the operating rules of the Grijalva River hydropower serial system obtained by means of stochastic dynamic programming and its subsequent simulation using historical records and synthetic series. Penalties in spills and deficit were considered in optimum policies. During simulation several restrictions were added to the original problem, particularly to ensure minimum outflow so as to guarantee … …American Journal of Environmental Sciences, Vol. 4, Issue 3 · 30 Jun 2008 · 6,540 accessesView PDFCite
Research ArticleOpen accessIn the abstractQTL Mapping Using Multiple Markers SimultaneouslyD. Kolbehdari, J.A.B. RobinsonMethods for detecting and locating a single QTL within a 10 cM region of DNA using 10 equally spaced SNP markers were compared. The QTL was assumed to be bi-allelic and located between markers 5 and 6. Monte Carlo simulation of a granddaughter design with 30 sires and 400 sons was used. Linear regression nested within sire using either two … …American Journal of Agricultural and Biological Sciences, Vol. 2, Issue 3 · 30 Sep 2007 · 7,110 accessesView PDFCite