Search Results - subject:"Calibration"

Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport

Joseph, Benjamin; Loeper, Grégoire; Obłój, Jan - In: Quantitative finance 24 (2024) 11, pp. 1597-1620

Persistent link: https://www.econbiz.de/10015196948

How severe are European regulatory stress test scenarios? A probabilistic calibration for the euro area

Dallari, Pietro; Gattini, Luca - 2026

implausibly severe, raising questions about calibration. This is consequential for banks' business plans as well as for systemic …

Persistent link: https://www.econbiz.de/10015564411

A configurational study of innovation in the business and economic field

Huarng, Kun-Huang; Yu, Tiffany Hui-Kuang - In: Journal of innovation & knowledge : JIK 12 (2026), pp. 1-6

three key challenges: the naming of antecedents and outcomes, the calibration of variables, and the interpretation of …

Persistent link: https://www.econbiz.de/10015607858

How severe are European regulatory stress test scenarios? : a probabilistic calibration for the euro area

Dallari, Pietro; Gattini, Luca - 2026

implausibly severe, raising questions about calibration. This is consequential for banks' business plans as well as for systemic …

Persistent link: https://www.econbiz.de/10015560826

A Bayesian learning approach for predictive resilience in engineer-to-order supply chains

Alaoua, Aicha; Karim, Mohammed - In: Supply chain analytics 13 (2026), pp. 1-21

Accurate supplier lead time prediction is critical for maintaining resilience in Engineer-to-Order (EtO) supply chains, characterized by high customization and uncertainty. This study develops a simulation-based predictive framework combining log-normal sensitivity analysis, Internet of Things...

Persistent link: https://www.econbiz.de/10015640886

Signature-based models in finance and robust risk measures

Gazzani, Guido - 2023

Persistent link: https://www.econbiz.de/10015546444

The role of objective and subjective knowledge in tourists' environmentally conscious travel decisions

Pilgreen, Daniel G.; Cho, Seung Jin; Zou, Suiwen; … - In: Consumer Behavior in Tourism and Hospitality 20 (2025) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10015373048

Systematic identification and validation of critical success factors for ISO/IEC 17025 implementation

Panagiotidou, Evangelia; Chountalas, Panos T.; … - In: Administrative Sciences : open access journal 15 (2025) 2, pp. 1-30

In the broader context of quality management, testing and calibration laboratories are increasingly adopting ISO … group of industry professionals-including technical managers, quality managers, auditors, and clients-from calibration … implementation within testing and calibration laboratories, thereby contributing directly to enhancing their quality and operational …

Persistent link: https://www.econbiz.de/10015337364

Standard errors for calibrated parameters

Cocci, Matthew D.; Plagborg-Møller, Mikkel - In: The review of economic studies : RES 92 (2025) 5, pp. 2952-2978

Persistent link: https://www.econbiz.de/10015458942

Estimation with probability edited survey data under nonresponse

Ilves, Maiki - 2025

auxiliary information is used to deal with nonresponse. An estimator based on calibration for nonresponse and corrected for bias …

Persistent link: https://www.econbiz.de/10015207175