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An overview of portfolio insurances : CPPI and CPDO
Joossens, Elisabeth (contributor);  … - European Commission / Joint Research Centre - 2008
Derivative instruments attempt to protect a portfolio against failure events. Constant proportion portfolio insurance (CPPI) and constant proportion debt obligations (CPDO) strategies are recent innovations and have only been adopted in the credit market for the last couple of years. Since their...
Persistent link: https://www.econbiz.de/10015314181
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The Global Conflict Risk Index (GCRI) regression model : data ingestion, processing, and output methods
Ferri, Stefano (contributor);  … - European Commission / Joint Research Centre - 2017
The GCRI is a quantitative conflict risk model, developed by the JRC and based solely on open source data, providing quantitative input to the EU early warning framework, one input to the EU Conflict Early Warning System (EWS), developed by the European External Action Service (EEAS) in close...
Persistent link: https://www.econbiz.de/10015290516
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Estimating population density distribution from network-based mobile phone data
Ricciato, Fabio (contributor); Craglia, Massimo (contributor) - European Commission / Joint Research Centre - 2016
Likelihood estimation problem. The proposed estimation method is validated for consistency with artificially- generated data in a … simplified simulation scenario. Final considerations are provided as input for a future pilot study validating the proposed …
Persistent link: https://www.econbiz.de/10015294802
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Results of time-of-flight transmission measurements for natCe samples at GELINA
Alaerts, Gery (contributor); Heyse, Jan (contributor);  … - European Commission / Joint Research Centre - 2016
Measurements have been performed at the time-of-flight facility GELINA to determine the total cross section for neutron induced reactions in natCe. The measurements have been carried out at the 50 m transmission station at a moderated neutron beam using a Li-glass scintillator with the...
Persistent link: https://www.econbiz.de/10015296099
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Gravity estimations to correct the 'small shares stay small' bias in economic models : the example of Mercosur and EU agri-food trade
Sanjuán López, Ana I. (contributor);  … - European Commission / Joint Research Centre - 2015
The simulation of liberalization trade scenarios in economic models normally understate the export growth for countries …
Persistent link: https://www.econbiz.de/10015298785
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Estimating population density distribution from network-based mobile phone data
Ricciato, Fabio (contributor); Craglia, Massimo (contributor) - European Commission / Joint Research Centre - 2015
Likelihood estimation problem. The proposed estimation method is validated for consistency with artificially- generated data in a … simplified simulation scenario. Final considerations are provided as input for a future pilot study validating the proposed …
Persistent link: https://www.econbiz.de/10015300853
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Comparative testing report on the detection and quantification of GM events in rice noodles : comparative testing round: ILC-EURL-GMFF-CT-02/13
Bassani, Niccolo (contributor);  … - European Commission / Joint Research Centre - 2014
The European Union Reference Laboratory for Genetically Modified Food and Feed (EU-RL GMFF), accredited under ISO/IEC 17043, organised a comparative testing (CT) round for National Reference Laboratories (NRLs) nominated under Regulation (EC) No 882/2004, with voluntary participation of other...
Persistent link: https://www.econbiz.de/10015302204
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Comparative testing report on the detection and quantification of soybean event 40-3-2 : comparative testing round: ILC-EURL-GMFF-CT-01/11
Charels, Diana (contributor); Maras, Marko (contributor);  … - European Commission / Joint Research Centre - 2013
In the frame of Regulation (EC) No 882/2004, the European Union Reference Laboratory for Genetically Modified Food and Feed has the duty to organise comparative testing rounds and to ensure an appropriate follow-up of these activities. This report describes the outcome of the third comparative...
Persistent link: https://www.econbiz.de/10015306403
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Detection of abnormal behavior in trade data using Wavelets, Kalman Filter and Forward Search
Damerval, Christophe (contributor) - European Commission / Joint Research Centre - 2012
In this paper we address the issue of the automatic detection of abnormal behavior in time series extracted from international trade data. We motivate, review and use three specific methods, based on solid frameworks: Wavelets, Kalman Filter and Forward Search. These methods have been...
Persistent link: https://www.econbiz.de/10015307488
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PEFC power stack performance testing procedure : measuring voltage and power as function of current density. Polarisation curve test method. Test module PEFC ST 5-3
Malkow, T. (contributor); De Marco, G. (contributor);  … - European Commission / Joint Research Centre - 2010
This report contains the Test Module TM PEFC ST 5-3 entitled "PEFC power stack performance testing procedure. Measuring voltage and power as function of current density. Polarisation curve test method". It is a testing procedure to characterize the performance of PEFC (polymer electrolyte or...
Persistent link: https://www.econbiz.de/10015310563