Building nonstationary extreme value model using L-moments
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DOI: 10.1007/s42952-025-00325-3
Abstract: The maximum likelihood estimation for a time-dependent nonstationary (NS) extreme value model is often too sensitive to influential observations, such as large values toward the end of a sample. Thus, alternative methods using L-moments have… read more here.
Keywords: using moments; method; extreme value; model ... See more keywords
Putting the present value model into practice: a comparison of two alternative approaches
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DOI: 10.1080/00036846.2018.1456647
Abstract: ABSTRACT A key issue around putting the present-value model into practice is how to construct the unobserved future expectations of the fundamental variables related to an asset. One approach is to fit a vector autoregression… read more here.
Keywords: model practice; putting present; value model; present value ... See more keywords
Probabilistic Inference Hybrid IT Value Model Using Bayesian Network
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DOI: 10.15676/ijeei.2020.12.4.5
Abstract: In this study, we propose probabilistic inference model on a hybrid IT value model using Bayesian Network (BN) that represents uncertain relationships between 13 variables of the model. Those variables are performance, market, innovation, IT… read more here.
Keywords: bayesian network; probabilistic inference; hybrid value; value model ... See more keywords
Integrated Value Model to Assess the Sustainability of Active Learning Activities and Strategies in Architecture Lectures for Large Groups
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DOI: 10.3390/su11102917
Abstract: At present, university professors lack the tools to know which is the most sustainable activity and/or strategy that should be incorporated into large-group theoretical classes in order to improve our students’ learning process whilst taking… read more here.
Keywords: value model; learning; active learning; integrated value ... See more keywords