Volatility modelling is a key issue for the finance industry from an academic and practitioner perspective. This is understandable given the importance that volatility plays in risk management and the development of accurate ...
This paper presents a novel method for ultrasonic range estimation. The method uses a wideband frequency-hop spread spectrum ultrasonic signal to increase robustness to noise and reverberation. The method applies ...
In terms of risk measurement, probability and quantile risk estimation have developed enormously in the past decade, from value-at-risk measures to coherent measures such as expected shortfall. These measures allow an ...
The response of a bridge to a pre-weighed truck can be
measured on site. This paper describes a mathematical
method for converting the measured response of a load
effect into an influence line for that effect. One ...
Pavement surface profiles induce dynamic ride responses in vehicles which can potentially be used to classify road surface roughness. A novel method is proposed for the characterisation of pavement roughness through an ...
Foreign direct investment (FDI) in services has grown significantly in recent years.
Evidence of spatial relationships in FDI decisions have been provided for goods manufacturing by utilizing physical distance-based ...
Measuring Marginal Intra-Industry Trade. — Trade liberalisation and adjustment: how important is intra-industry trade? This paper focuses on the appropriate measurement of intra-industry trade as indicator of structural ...
In-line digital holography based on two-intensity measurements [Zhang et al. Opt. Lett. 29, 1787 (2004)], is modified by introducing a π shifting in the reference phase. Such an improvement avoids the assumption that the ...
Elite rugby union teams currently employ the latest technology to monitor and evaluate the physical demands of training and games on their players. Tackling has been shown to be the most common cause of injury in rugby ...
Herein a two stage Kalman filter based algorithm is proposed for processing of Inertial Measurement Unit (IMU) data to obtain accurate position estimation over a short period of time. The proposed algorithm uses a novel ...