Accurate determination of shear wave arrival time using bender elements may be severely affected by a combination of near field effects and reflected waves. These may mask the first arrival of the shear wave, making its ...
Accurate determination of shear wave arrival time using bender elements may be severely affected by a combination of near field effects and reflected waves. In most cases, the nearfield effect masks the first arrival and ...
This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed
using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic
minimum-variance ...
In machine defect detection, namely those of gears, the major problem is isolating the
defect signature from the measured signal, especially where there is significant background noise or multiple machine components. This ...
In this paper, we explore the impact of investor time-horizon on an optimal downside hedged energy portfolio.
Previous studies have shown that minimum-variance hedging effectiveness improves for longer horizons using
variance ...
Bridge Weigh-In-Motion (B-WIM) is a process by which the axle and gross vehicle weights of vehicles travelling at highway speeds can be determined from instrumented bridges. The traditional method of attaching strain ...
Dowd, Kevin; Cotter, John(University College Dublin. School of Business. Centre for Financial Markets, 2006-09-10)
This paper proposes the use of wavelet methods to estimate U.S. core inflation. It
explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based ...
This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based ...
This paper examines the impact of investor preferences on the optimal futures hedging strategy
and associated hedging performance. Explicit risk aversion levels are often overlooked
in hedging analysis. Applying a ...
The linear canonical transform provides a mathematical model of paraxial propagation though quadratic phase systems. We review the literature on numerical approximation of this transform, including discretization,
sampling, ...