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[PDF] Top 20 A dynamic contagion risk model with recovery features

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A dynamic contagion risk model with recovery features

A dynamic contagion risk model with recovery features

... configuration model is a graph where cycles become rare in the asymptotic limit, and therefore one has to be cautious about the scope its applicability to financial ...of a large economic ... Voir le document complet

36

Liquidity risk and contagion for liquid funds

Liquidity risk and contagion for liquid funds

... of a CDS depends, among others, on the recovery amount (a recovery rate of par value and accrued ...buy a CDS and the underlying bond to replicate the risk free ...on a ... Voir le document complet

41

DRARS, A Dynamic Risk-Aware Recommender System

DRARS, A Dynamic Risk-Aware Recommender System

... “Dynamic Risk Aware Recommender ...user with two facets: the profile and the context (Chapter 4) and we propose to define and model the situation as an instanciation of the user ... Voir le document complet

159

Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors

Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors

... proposes a new methodology to model the lapse risk in life insurance by integrating the dynamic aspects of policyholders’ behaviors and the dependency of the lapse intensity on macroeconomic ... Voir le document complet

31

Model inference of Mobile Applications with dynamic state abstraction

Model inference of Mobile Applications with dynamic state abstraction

... their features in terms of functionalities ...share a common feature that can be used for automatic testing: they expose GUIs (Graphical User Interface) for user interaction which can be automati- cally ... Voir le document complet

17

A Hybrid Dynamic Model Of An Insect-Like MAV With Soft Wings

A Hybrid Dynamic Model Of An Insect-Like MAV With Soft Wings

... using a continuous model based on a nonlinear ...number, a simplified analytical model is used to evaluate the aerodynamic per- formances of our aerial ...locomotion model ... Voir le document complet

9

Dynamic Verification of SystemC with Statistical Model Checking

Dynamic Verification of SystemC with Statistical Model Checking

... modeling with SystemC has been very successful in describing the behavior of embedded systems by providing high-level executable models, in which many of them have an inherent probabilistic behavior, ... Voir le document complet

35

Long-Run Market Configurations in a Dynamic Quality-Ladder Model with Heterogeneity

Long-Run Market Configurations in a Dynamic Quality-Ladder Model with Heterogeneity

... in a resource extraction dynamic ...constitutes a Markov- perfect ...of a finite horizon game has been applied in the context of the Ericson-Pakes framework (Goettler and Gordon [2011], and ... Voir le document complet

28

Equilibrium in a dynamic model of congestion with large and small users

Equilibrium in a dynamic model of congestion with large and small users

... used dynamic stochas- tic models designed specifically to describe airport congestion (see, ...1995). A second approach, also directed at studying airport congestion, features deterministic con- ... Voir le document complet

48

The dynamic stochastic topic block model for dynamic networks with textual edges

The dynamic stochastic topic block model for dynamic networks with textual edges

... proposed a dynamic extension of SBM, allowing nodes to switch from their cluster at time t to another cluster at time t + 1, according to a transition probability ...to a group, at each time ... Voir le document complet

46

An Insurance Risk Model with Parisian Implementation Delays

An Insurance Risk Model with Parisian Implementation Delays

... 2. Risk models with Parisian implementation delays In this paper, we assume that the (underlying) Lévy insurance risk process X has bounded variation and satisfies the net profit ...give a ... Voir le document complet

21

Processing various motion features and measuring RGCs pairwise correlations with a 2D retinal model

Processing various motion features and measuring RGCs pairwise correlations with a 2D retinal model

... Recent studies have shown that some retinal neurons are tuned to the orien- tation of elongated visual stimuli. In order to account for direction selectivity and study its effect on the object shape, we implement ... Voir le document complet

2

Processing various motion features and measuring RGCs pairwise correlations with a 2D retinal model

Processing various motion features and measuring RGCs pairwise correlations with a 2D retinal model

... motion features and measuring RGCs pairwise correlations with a 2D retinal model Selma Souihel 1 , Frederic Chavane 2 , Olivier Marre 3 , Bruno Cessac 1 1 Université Côte d’Azur, Inria 2 ... Voir le document complet

2

A model of dynamic liquidity contracts

A model of dynamic liquidity contracts

... against a possible ‘credit ...into a ‘credit crunch’ in finite time, almost surely. With patient agents, this is not an absorbing ...between a phase of investment and a phase of ... Voir le document complet

45

Application of a dynamic urban model

Application of a dynamic urban model

... HAL Id: halshs-01565198 https://halshs.archives-ouvertes.fr/halshs-01565198 Submitted on 19 Jul 2017 HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entific research ... Voir le document complet

16

Real-time simulations of human tongue movements with a reduced order model of a non-linear dynamic biomechanical model

Real-time simulations of human tongue movements with a reduced order model of a non-linear dynamic biomechanical model

... HAL Id: hal-02990799 https://hal.archives-ouvertes.fr/hal-02990799 Submitted on 5 Nov 2020 HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entific research documents, ... Voir le document complet

3

Short-term forecasts of French GDP: A dynamic factor model with targeted predictors

Short-term forecasts of French GDP: A dynamic factor model with targeted predictors

... to a few days before the release of GDP (in the following, M-7, ...and a few days before the GDP ...measured with the root mean squared forecast error (RMSFE), the mean absolute forecast error (MAFE) ... Voir le document complet

26

Dynamic Identification of Robots with a Dry Friction Model Depending on Load and Velocity

Dynamic Identification of Robots with a Dry Friction Model Depending on Load and Velocity

... the dynamic and on the external forces applied through the joint drive ...robots with varying load, the identified IDIM is no more accurate when the transmission uses industrial speed reducer, screw-nut or ... Voir le document complet

8

Dynamic identification of robots with a dry friction model depending on load and velocity

Dynamic identification of robots with a dry friction model depending on load and velocity

... friction model for robots is composed of a viscous friction force and of a constant dry sliding friction ...working with large variation of the payload or inertial and gravity forces, and ... Voir le document complet

8

Short-term forecasts of French GDP: A dynamic factor model with targeted predictors

Short-term forecasts of French GDP: A dynamic factor model with targeted predictors

... correlated with GDP (hard data). We then apply on the reduced dataset the dynamic factor model developed by Gian- none, Reichlin and Small (2008) and estimated with the 2-step method of Doz, ... Voir le document complet

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