Buscar
Mostrando ítems 1-10 de 6190
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
(Elsevier, 2014)
We examine whether the dynamics of the implied volatility surface of individual equity options contains exploitable predictability patterns. Predictability in implied volatilities is expected due to the learning behavior ...
Neural network approach for surface roughness prediction in surface grinding
(2007-12-01)
Several systems are currently tested in order to obtain a feasible and safe method for automation and control of grinding process. This work aims to predict the surface roughness of the parts of SAE 1020 steel ground in a ...
Neural network approach for surface roughness prediction in surface grinding
(2007-12-01)
Several systems are currently tested in order to obtain a feasible and safe method for automation and control of grinding process. This work aims to predict the surface roughness of the parts of SAE 1020 steel ground in a ...
SEA-SURFACE TEMPERATURE ANOMALIES AND HURRICANE PREDICTIONSEA-SURFACE TEMPERATURE ANOMALIES AND HURRICANE PREDICTION
(Instituto de Geofísica, 2013)
Predicting the behaviour of proteins in hydrophobic interaction chromatography: 2. Using a statistical description of their surface amino acid distribution
(2006)
This paper focuses on the prediction of the dimensionless retention time (DRT) of proteins in hydrophobic interaction chromatography (HIC) by means of mathematical models based on the statistical description of the amino ...
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
(Elsevier, 2014)
We examine whether the dynamics of the implied volatility surface of individual equity options contains
exploitable predictability patterns. Predictability in implied volatilities is expected due to the learning
behavior ...
Mean surface temperature prediction models for broiler chickens-a study of sensible heat flow
(2013-07-03)
Body surface temperature can be used to evaluate thermal equilibrium in animals. The bodies of broiler chickens, like those of all birds, are partially covered by feathers. Thus, the heat flow at the boundary layer between ...
Mean surface temperature prediction models for broiler chickens-a study of sensible heat flow
(2013-07-03)
Body surface temperature can be used to evaluate thermal equilibrium in animals. The bodies of broiler chickens, like those of all birds, are partially covered by feathers. Thus, the heat flow at the boundary layer between ...
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
(Elsevier, 2015)
We develop a general equilibrium asset pricing model under incomplete information and rational learning in order to understand the unexplained predictability of option prices. In our model, the fundamental dividend growth ...