Updating pricing rules
Sign Up to like & getrecommendations! Published in 2018 at "Economic Theory"
DOI: 10.1007/s00199-018-1125-9
Abstract: This paper studies the problem of updating the super-replication prices of arbitrage-free finite financial markets with a frictionless bond. Any super-replication price is a pricing rule represented as the support function of some polytope of… read more here.
Keywords: updating pricing; pricing rule; pricing; pricing rules ... See more keywords
Quantification of cohesive fracture parameters based on the coupling of Bayesian updating and the boundary element method
Sign Up to like & getrecommendations! Published in 2017 at "Engineering Analysis With Boundary Elements"
DOI: 10.1016/j.enganabound.2016.10.010
Abstract: Abstract The fracture process in concrete involves nonlinear mechanical phenomena, which are accurately represented via the cohesive crack model. Due to the inherent randomness of this process, large scatter is observed in the experimental results.… read more here.
Keywords: fracture; element method; boundary element; bayesian updating ... See more keywords
Bayesian updating of slope reliability in spatially variable soils with in-situ measurements
Sign Up to like & getrecommendations! Published in 2018 at "Engineering Geology"
DOI: 10.1016/j.enggeo.2018.03.021
Abstract: Abstract In-situ and/or laboratory test data, monitoring data and other site-specific information are a common basis for assessing geotechnical performance. This information enables one to learn the distribution of geotechnical properties and assess the reliability… read more here.
Keywords: slope; information; slope reliability; reliability ... See more keywords
Bayesian updating of solar resource data for risk mitigation in project finance
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DOI: 10.1016/j.solener.2020.07.096
Abstract: Abstract Project finance is based on the future cash flow of projects. Ensuring that the expected revenue of projects will cover the debt and equity obligations issued by lenders and shareholders is crucial. The uncertainty… read more here.
Keywords: risk; project; solar resource; project finance ... See more keywords
Quantifying monitoring requirements for predicting creep deformations through Bayesian updating methods
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DOI: 10.1016/j.strusafe.2018.06.002
Abstract: Abstract Although the majority of creep models are comprehensive and up-to-date, there is a lack of consensus in their utilisation due to substantial scatter in their predictions, even when comparisons are made under well-controlled conditions.… read more here.
Keywords: updating methods; methodology; requirements predicting; bayesian updating ... See more keywords
A Recursive Bayesian Updating Model of Haptic Stiffness Perception
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Experimental Psychology: Human Perception and Performance"
DOI: 10.1037/xhp0000501
Abstract: Stiffness of many materials follows Hooke’s Law, but the mechanism underlying the haptic perception of stiffness is not as simple as it seems in the physical definition. The present experiments support a model by which… read more here.
Keywords: recursive bayesian; stiffness; perception; model ... See more keywords
Application of Statistical Random Sampling and Bayesian Updating in Planning for Terra-Cotta Façade Inspection
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Architectural Engineering"
DOI: 10.1061/(asce)ae.1943-5568.0000237
Abstract: AbstractIn this paper, an application of statistical random sampling and probabilistic Bayesian updating for planning building facade inspection is introduced. The application method presented is specifically for facades made up of terra-cotta blocks, for which… read more here.
Keywords: random sampling; application statistical; application; statistical random ... See more keywords
Interpreting magnitude of change in strength and conditioning: Effect size selection, threshold values and Bayesian updating
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Sports Sciences"
DOI: 10.1080/02640414.2022.2128548
Abstract: ABSTRACT The magnitude of change following strength and conditioning (S&C) training can be evaluated comparing effect sizes to thresholds. This study conducted a series of meta-analyses and compiled results to identify thresholds specific to S&C,… read more here.
Keywords: effect; magnitude change; strength conditioning; bayesian updating ... See more keywords
Bayesian Updating of Soil–Water Character Curve Parameters Based on the Monitor Data of a Large-Scale Landslide Model Experiment
Sign Up to like & getrecommendations! Published in 2020 at "Applied Sciences"
DOI: 10.3390/app10165526
Abstract: It is important to determine the soil–water characteristic curve (SWCC) for analyzing landslide seepage under varying hydrodynamic conditions. However, the SWCC exhibits high uncertainty due to the variability inherent in soil. To this end, a… read more here.
Keywords: large scale; water; scale landslide; model ... See more keywords