Search Results - subject:"Model Calibration"

McMC estimation of multiscale stochastic volatility models with applications

Han, Chuan-Hsiang; Molina, German; Fouque, Jean-Pierre - In: Mathematics and Computers in Simulation (MATCOM) 103 (2014) C, pp. 1-11

with simulated data as well as foreign exchange data. Furthermore, we exploit the model calibration problem of implied …

Persistent link: https://www.econbiz.de/10010870207

Laboratory and field assessment of the capacitance sensors Decagon 10HS and 5TE for estimating the water content of irrigated soils

Visconti, Fernando; Paz, José Miguel de; Martínez, Delfina - In: Agricultural Water Management 132 (2014) C, pp. 111-119

Capacitance sensors such as Decagon 10HS and 5TE are increasingly used for soil water content (θ) estimation. However, their reliability and limitations in clayey soils irrigated with saline waters have not been completely characterized under field conditions. Four levels of soil water content...

Persistent link: https://www.econbiz.de/10011047701

k–ω SST (shear stress transport) turbulence model calibration: A case study on a small scale horizontal axis wind turbine

Rocha, P.A. Costa; Rocha, H.H. Barbosa; Carneiro, F.O. Moura - In: Energy 65 (2014) C, pp. 412-418

This work deals with a computational investigation emphasized on the calibration of a turbulence model regarding to the operational capability of a SS-HAWT (small-scale horizontal axis wind turbine). Experimental field tests were carried out to collect data to evaluate the performance (power)...

Persistent link: https://www.econbiz.de/10011054299

Evaluating of soil water balance (SWB-Sci) model for water and nitrogen interactions in pasture: Example using annual ryegrass

Fessehazion, Melake K.; Annandale, John G.; Everson, … - In: Agricultural Water Management 146 (2014) C, pp. 238-248

Poor management of irrigation water and nitrogen (N) fertiliser in ryegrass cropping systems reduces forage yield, and quality, N-use efficiency, and potentially leads to atmospheric and water pollution. The objective of this study was to calibrate and validate the soil water balance (SWB-Sci)...

Persistent link: https://www.econbiz.de/10010939638

Model calibration for building energy efficiency simulation

Mustafaraj, Giorgio; Marini, Dashamir; Costa, Andrea; … - In: Applied Energy 130 (2014) C, pp. 72-85

This research work deals with an Environmental Research Institute (ERI) building where an underfloor heating system and natural ventilation are the main systems used to maintain comfort condition throughout 80% of the building areas. Firstly, this work involved developing a 3D model relating to...

Persistent link: https://www.econbiz.de/10011040781

An improved Markov chain approximation methodology : derivatives pricing and model calibration

Lo, Chia Chun; Skindilias, Konstantinos - In: International journal of theoretical and applied finance 17 (2014) 7, pp. 1-22

Persistent link: https://www.econbiz.de/10010498837

A Novel Multi-Objective Shuffled Complex Differential Evolution Algorithm with Application to Hydrological Model Parameter Optimization

Guo, Jun; Zhou, Jianzhong; Zou, Qiang; Liu, Yi; Song, … - In: Water Resources Management 27 (2013) 8, pp. 2923-2946

Practice experience suggests that the traditional calibration of hydrological models with single objective cannot properly measure all of the behaviors of the hydrological system. To circumvent this problem, in recent years, a lot of studies have looked into calibration of hydrological models...

Persistent link: https://www.econbiz.de/10010794451

Calibration and uncertainty analysis for computer models – A meta-model based approach for integrated building energy simulation

Manfren, Massimiliano; Aste, Niccolò; Moshksar, Reza - In: Applied Energy 103 (2013) C, pp. 627-641

In energy and environment field models are constructed, in general, based on well-defined physical phenomena and properties. Calibration and uncertainty analysis hold a particular interest because models represent a simplification of reality and, therefore, it is necessary to quantify to what...

Persistent link: https://www.econbiz.de/10011041391

Pricing of derivatives on commodity indices

Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International Review of Financial Analysis 29 (2013) C, pp. 143-151

paid to the parameterization of volatility surfaces. We introduce an innovative two step regression approach for model … calibration and present theoretical insights on futures correlations. In an empirical case study we perform the pricing of call …

Persistent link: https://www.econbiz.de/10010741742

Asymmetry in the jump-size distribution of the S&P 500: Evidence from equity and option markets

Kaeck, Andreas - In: Journal of Economic Dynamics and Control 37 (2013) 9, pp. 1872-1888

This paper studies alternative distributions for the size of price jumps in the S&P 500 index. We introduce a range of new jump-diffusion models and extend popular double-jump specifications that have become ubiquitous in the finance literature. The dynamic properties of these models are tested...

Persistent link: https://www.econbiz.de/10010679082