Showing 1 to 10 of 27336 matching Articles
Results per page:
By
Mendes, Beatriz; Semeraro, Mariângela; Leal, Ricardo
This paper concerns itself with applications of pair-copulas in finance, and bridges the gap between theory and application. We provide a broad view of the problem of modeling multivariate financial log-returns using pair-copulas, gathering together for this purpose theoretical and computational results from the literature on canonical vines. From the practitioner’s viewpoint, the paper shows the advantages of modeling through pair-copulas and makes clear that it is possible to implement this methodology on a daily basis. All the necessary steps (model selection, estimation, validation, simulations, and applications) are discussed at a level easily understood by all data analysts.
more …
By
Dent, Christopher M.
Present economic linkages between the European Union and East Asia are relatively underdeveloped despite the fact that a number of EU member states have deep historical associations within the region. It is imperative that EU business engages itself more intensively in East Asia if Europe is not to become marginalised in an emergent “Pacific century”. *** DIRECT SUPPORT *** A02GP109 00002
more …
By
Xu, Feng; Michael, Katina; Chen, Xi
The self-disclosure of personal information by users on social network sites (SNSs) play a vital role in the self-sustainability of online social networking service provider platforms. However, people’s levels of privacy concern increases as a direct result of unauthorized procurement and exploitation of personal information from the use of social networks which in turn discourages users from disclosing their information or encourages users to submit fake information online. After a review of the Theory of Planned Behavior (TPB) and the privacy calculus model, an integrated model is proposed to explain privacy disclosure behaviors on social network sites. Thus, the aim of this paper is to find the key factors affecting users’ self-disclosure of personal information. Using privacy calculus, the perceived benefit was combined into the Theory of Planned Behavior, and after some modifications, an integrated model was prescribed specifically for the context of social network sites. The constructs of information sensitivity and perceived benefit were redefined after reviewing the literature. Through a study on the constructs of privacy concern and self-disclosure, this article aims at reducing the levels of privacy concern, while sustaining online transactions and further stimulating the development of social network sites.
more …
By
Laguna, Manuel; Gortázar, Francisco; Gallego, Micael; Duarte, Abraham; Martí, Rafael
Show all (5)
The goal of this work is the development of a black-box solver based on the scatter search methodology. In particular, we seek a solver capable of obtaining high quality outcomes to optimization problems for which solutions are represented as a vector of integer values. We refer to these problems as integer optimization problems. We assume that the decision variables are bounded and that there may be constraints that require that the black-box evaluator is called in order to know whether they are satisfied. Problems of this type are common in operational research areas of applications such as telecommunications, project management, engineering design and the like.Our experimental testing includes 171 instances within four classes of problems taken from the literature. The experiments compare the performance of the proposed method with both the best context-specific procedures designed for each class of problem as well as context-independent commercial software. The experiments show that the proposed solution method competes well against commercial software and that can be competitive with specialized procedures in some problem classes.
more …
-