Search Results - subject:"Parametrisation"

Did you mean: subject:"parametrization" (30 results)

Combining predetermined and measured assembly time techniques : parameter estimation, regression and case study of fenestration industry

Polotski, Vladimir; Beauregard, Yvan; Franzoni, Arthur - In: International journal of production research 57 (2019) 17, pp. 5499-5519

Persistent link: https://www.econbiz.de/10012193624

Comparing numerical methods for solving the competitive storage model

Gouel, Christophe - Département Sciences Sociales, Agriculture et … - 2013

paramétrisation des anticipations et l'approximation des règles de décisions. En considérant aussi un modèle de stockage avec …. La paramétrisation des anticipations est la méthode la plus précise, alors que les méthodes de perturbation se montrent …

Persistent link: https://www.econbiz.de/10010780406

Impact of wind gusts on sea surface height in storm surge modelling, application to the North Sea

Grinten, R.; Vries, J.; Swart, H. - In: Natural Hazards 66 (2013) 3, pp. 1313-1326

these are used to derive a parametrisation of the effect of gustiness on characteristics of storm surges. With the … parametrisation and input from the ECMWF model archive, we run hindcasts for a few individual cases and also the 2007–2008 winter …

Persistent link: https://www.econbiz.de/10010759067

Optimal portfolio allocation strategies with dynamic factor models

Thomaidis, Nikos S.; Roumpis, Efthimios; Kondakis, Nick - In: International Journal of Financial Markets and Derivatives 1 (2010) 4, pp. 352-370

We present a framework for designing optimal allocation strategies for large stock portfolios using dynamic factor models and multivariate volatility parametrisations. We attempt to elaborate on the fundamental structure of the Fama and French (FF) factor model with a special focus on the time...

Persistent link: https://www.econbiz.de/10008755235