Relevant bibliographies by topics / Exponential ARCH

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Book chapters
  4. Conference papers

Academic literature on the topic 'Exponential ARCH'

Author: Grafiati
Published: 3 June 2025
Last updated: 31 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Exponential ARCH.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Exponential ARCH"

1

Xiang, Li, Zhu Feng, Zhai Qiu, and Ruo Yin Zhang. "Loading Analysis and Mathematical Calculation for Arc Axis of the Exponential Function." Advanced Materials Research 834-836 (October 2013): 1382–85. http://dx.doi.org/10.4028/www.scientific.net/amr.834-836.1382.

Full text
Abstract:
The concept of arch longitudinal beam wharf was brought out in the contemporary shipping industry of China as a result of the conflict between traditional high-piled wharfs and the increasing size of freights. Different alignments of arch axis will lead to different internal force distributions and the most dangerous section. A series of equations for the arch axis are derived through the transformation of the exponential function under a 40-meter-long span. Based on the analysis of equations affected by the combined force of uniform load and concentrated load, it is providing reference for en
APA, Harvard, Vancouver, ISO, and other styles
2

Shen, Peiwen, Yue Chen, Song Ma, and Yong Yan. "Safety Assessment Method of Concrete-Filled Steel Tubular Arch Bridge by Fuzzy Analytic Hierarchy Process." Buildings 14, no. 1 (2023): 67. http://dx.doi.org/10.3390/buildings14010067.

Full text
Abstract:
The concrete-filled steel tubular (CFST) arch bridge has achieved significant development in recent years due to its unique mechanical performance and technical advantages. However, due to the lagging theoretical research compared to engineering practice, many problems have been exposed in the existing bridges, resulting in adverse social impacts and enormous economic losses. With the increasing prominence of safety issues in CFST arch bridges, it is necessary to assess their safety condition in service. This paper establishes a safety assessment index system for CFST arch bridges using the fu
APA, Harvard, Vancouver, ISO, and other styles
3

T., Mohamed Nishad, and Thomachan K.T. "HOW VOLATILE IS INDIAN STOCK MARKET? A STUDY BASED ON SELECTED SECTORAL INDICES." International Journal of Research – Granthaalayah 3, no. 12 (2017): 142–49. https://doi.org/10.5281/zenodo.848963.

Full text
Abstract:
This paper examines the nature of volatility of selected sectoral stock indices traded in the National Stock Exchange. Using the EGARCH model introduced by Nelson, it has been observed that the selected indices are subject to Autoregressive Conditional Heteroskedasticity (ARCH) effects. There are significant leverage effects in the case of five indices. Volatility seems to be highly persistent in the case of all the indices except one. Moreover, four indices are highly sensitive to market events.
APA, Harvard, Vancouver, ISO, and other styles
4

Sichting, Freddy, and Florian Ebrecht. "The rise of the longitudinal arch when sitting, standing, and walking: Contributions of the windlass mechanism." PLOS ONE 16, no. 4 (2021): e0249965. http://dx.doi.org/10.1371/journal.pone.0249965.

Full text
Abstract:
The original windlass mechanism describes a one-to-one coupling between metatarsal joint dorsiflexion and medial longitudinal arch rise. The description assumes a sufficiently stiff plantar aponeurosis and absence of foot muscle activity. However, recent research calls for a broader interpretation of the windlass mechanism that accounts for an extensible plantar aponeurosis and active foot muscles. In this study, we investigate the rise of the arch in response to toe dorsiflexion when sitting, standing, and walking to discuss the windlass mechanism’s contributions in static and dynamic load sc
APA, Harvard, Vancouver, ISO, and other styles
5

He, Yuanfu, Mei Yang, Zhen Xu, Shenyuan Li, and Bowen Zhang. "Design of tunnel steel arch looping manipulator with multiple actuators in limited space." Science Progress 106, no. 2 (2023): 003685042311800. http://dx.doi.org/10.1177/00368504231180025.

Full text
Abstract:
In order to overcome the low efficiency, high labor intensity and high risk of steel arch support operations in tunnel boring machines, a steel arch looping manipulator with multiple actuators was designed. Firstly, in order to simplify the complex design requirements of the manipulator, an exponential product model was established to analyze the influence of each single joint on the end output, and the manipulator was decomposed into different modules. The design is carried out separately, layer by layer, in the order of actuator—trunk module—branch module. Then, the optimal manipulator is ob
APA, Harvard, Vancouver, ISO, and other styles
6

Novianti Dwi PujiAstuti and Suwanda. "Evaluasi Model Exponential Generelized Autoregressive Conditional Heteroscedastic (EGARCH)." Bandung Conference Series: Statistics 2, no. 2 (2022): 358–64. http://dx.doi.org/10.29313/bcss.v2i2.4365.

Full text
Abstract:
Abstract. In time series data that has a fairly high volatility, it is possible to have an error variance that is not constant (Heteroscedasticity). This is reflected in the square of error that also follows the time series model, for example the autoregressive (AR) model and the expectation of the conditional error square is not constant, the AR model of the square of error is called the Autoregressive Conditional Heteroscedastic (ARCH). The AR model that combines time series data and squared error is called Generalized Autoregressive Conditional Heteroscedastic (GARCH). However, the GARCH mo
APA, Harvard, Vancouver, ISO, and other styles
7

Jhohura, Fatema Tuz, and Md Israt Rayhan. "An Assessment of Renewable Energy in Bangladesh through ARIMA, Holt’s, ARCH-GARCH Models." Dhaka University Journal of Science 60, no. 2 (2012): 159–62. http://dx.doi.org/10.3329/dujs.v60i2.11486.

Full text
Abstract:
Forecasting of the Renewable Energy plays a major role in optimal decision formula for government and industrial sector in Bangladesh. This research is based on time series modeling with special application to solar energy data for Dhaka city. Three families of time series models namely, the autoregressive integrated moving average models, Holt’s linear exponential smoothing, and the autoregressive conditional heteroscedastic (with their extensions to generalized autoregressive conditional heteroscedastic) models were fitted to the data. The goodness of fit is performed via the Akaike informat
APA, Harvard, Vancouver, ISO, and other styles
8

Nugroho, Diyas Arya, Alicia Arifin, and Wiwik Wiyanti. "Efektivitas Metode Exponential Smoothing Dan Autoregressive Conditional Heteroscedastic (ARCH) Dalam Memprediksi Harga Saham." Jurnal Sains Matematika dan Statistika 10, no. 2 (2024): 242. http://dx.doi.org/10.24014/jsms.v10i2.27141.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Demirel, Esin. "A COMPARISON OF ARCH MODELS: THE DETERMINANTS OF BITCOIN’S PRICE." Academic Review 1, no. 60 (2024): 141–49. http://dx.doi.org/10.32342/2074-5354-2024-1-60-10.

Full text
Abstract:
The aim of this study is to determine the number of transactions among the currencies, which will eventually become a part of our lives, cannot be physically held, can move quickly, and emerge as a new shopping and investment tool in the changing world order, as of the year (2023) when this study was conducted. The study focuses on the analysis of the variables that affect the most popular currency, Bitcoin. Although the analysis of variables that influence Bitcoin was determined as the primary aim of the study, the study also attempted to reach a general conclusion about the variables affecte
APA, Harvard, Vancouver, ISO, and other styles
10

Ma, Xuan, and Fuli He. "The initial boundary value problem for the Vlasov–Poisson–Fokker–Planck system." Journal of Mathematical Physics 63, no. 9 (2022): 091506. http://dx.doi.org/10.1063/5.0095310.

Full text
Abstract:
This paper is devoted to the initial boundary value problem of the Vlasov–Poisson–Fokker–Planck system in a bounded domain. The global existence of a unique strong solution and its exponential convergence rate to the equilibrium state are proved under the specular reflection boundary condition. The proof is based on an elementary energy method and the [Formula: see text] theory developed by Guo et al. [Arch. Ration. Mech. Anal. 236(3), 1389–1454 (2020)] for kinetic models.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Exponential ARCH"

1

Katsiampa, Paraskevi. "Nonlinear exponential autoregressive time series models with conditional heteroskedastic errors with applications to economics and finance." Thesis, Loughborough University, 2015. https://dspace.lboro.ac.uk/2134/18432.

Full text
Abstract:
The analysis of time series has long been the subject of interest in different fields. For decades time series were analysed with linear models, which have many advantages. Nevertheless, an issue which has been raised is whether there exist other models that can explain and forecast real data better than linear ones. In this thesis, new nonlinear time series models are suggested, which consist of a nonlinear conditional mean model, such as an ExpAR or an Extended ExpAR, and a nonlinear conditional variance model, such as an ARCH or a GARCH. Since new models are introduced, simulated series of
APA, Harvard, Vancouver, ISO, and other styles
2

Tibulo, Cleiton. "MODELOS DE SÉRIES TEMPORAIS APLICADOS A DADOS DE UMIDADE RELATIVA DO AR." Universidade Federal de Santa Maria, 2014. http://repositorio.ufsm.br/handle/1/8334.

Full text
Abstract:
Time series model have been used in many areas of knowledge and have become a current necessity for companies to survive in a globalized and competitive market, as well as climatic factors that have always been a concern because of the different ways they interfere in human life. In this context, this work aims to present a comparison among the performances by the following models of time series: ARIMA, ARMAX and Exponential Smoothing, adjusted to air relative humidity (UR) and also to verify the volatility present in the series through non-linear models ARCH/GARCH, adjusted to residues of the
APA, Harvard, Vancouver, ISO, and other styles

Book chapters on the topic "Exponential ARCH"

1

Rødseth, Øystein J. "Exponential Sums and Distinct Points on Arcs." In Additive Number Theory. Springer New York, 2010. http://dx.doi.org/10.1007/978-0-387-68361-4_22.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Santacroce, Marina, Paola Siri, and Barbara Trivellato. "On Mixture and Exponential Connection by Open Arcs." In Lecture Notes in Computer Science. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-68445-1_67.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Siri, Paola, and Barbara Trivellato. "Minimization of the Kullback-Leibler Divergence over a Log-Normal Exponential Arc." In Lecture Notes in Computer Science. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-26980-7_47.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Nelson, Daniel B. "ARCH Models as Diffusion Approximations." In Arch. Oxford University PressOxford, 1995. http://dx.doi.org/10.1093/oso/9780198774310.003.0009.

Full text
Abstract:
Abstract This paper investigates the convergence of stochastic difference equations (e.g. ARCH) to stochastic differential equations as the length of the discrete time intervals between observations goes to zero. These results are applied to the GARCH(l,1) model of Bollerslev (1986) and to the AR(l) Exponential ARCH model of Nelson (1989). In their continuous time limits, the conditional variance processes in these models have stationary distributions that are inverted gamma and lognormal, respectively. In addition, a class of diffusion approximations based on the Exponential ARCH model is dev
APA, Harvard, Vancouver, ISO, and other styles
5

Day, Theodore E., and Craig M. Lewis. "Stock Market Volatility and the Information Content of Stock Index Options." In Arch. Oxford University PressOxford, 1995. http://dx.doi.org/10.1093/oso/9780198774310.003.0016.

Full text
Abstract:
Abstract Previous studies of the information content of the implied volatilities from the prices of call options have used a cross-sectional regression approach. This paper compares the information content of the implied volatilities from call options on the S&P 100 index to GARCH (Generalized Auto regressive Conditional Heteroscedasticity) and Exponential GARCH models of conditional volatility. By adding the implied volatility to GARCH and EGARCH models as an exogenous variable, the within sample incremental information content of implied volatilities can be examined using a likelihood ra
APA, Harvard, Vancouver, ISO, and other styles
6

breidt, F. Jay, Nuno Crato., and Pedro de Lima. "The Detection and Estimation of Long Memory in Stochastic Volatility." In Time Series With Long Memory. Oxford University PressOxford, 2003. http://dx.doi.org/10.1093/oso/9780199257294.003.0010.

Full text
Abstract:
Abstract A large body of research suggests that the conditional volatility of asset prices displays long-memory or long-range persistence. Furthermore, as we demonstrate below, this type of persistence cannot be appropriately modelled by autoregressive conditional heteroskedastic (ARCH), generalized ARCH (GARCH), exponential GARCH (EGARCH) or standard (short-memory) stochastic volatility .models.
APA, Harvard, Vancouver, ISO, and other styles
7

Huxley, M. N. "Consecutive minor arcs." In Area, Lattice Points, and Exponential Sums. Oxford University PressOxford, 1996. http://dx.doi.org/10.1093/oso/9780198534662.003.0016.

Full text
Abstract:
Abstract The elementary methods for the First Spacing Problem used the divide-and- conquer method, dividing the solutions of the inequalities into families parametrized by a real number t. The expressions in the different inequalities were related by differentiation with respect to t, and if one inequality held for a long interval of t, then the inequality corresponding to its derivative became sharper.
APA, Harvard, Vancouver, ISO, and other styles
8

Osagie Adenomon, Monday. "Financial Time Series Analysis via Backtesting Approach." In Linked Open Data - Applications, Trends and Future Developments. IntechOpen, 2020. http://dx.doi.org/10.5772/intechopen.94112.

Full text
Abstract:
This book chapter investigated the place of backtesting approach in financial time series analysis in choosing a reliable Generalized Auto-Regressive Conditional Heteroscedastic (GARCH) Model to analyze stock returns in Nigeria. To achieve this, The chapter used a secondary data that was collected from www.cashcraft.com under stock trend and analysis. Daily stock price was collected on Zenith bank stock price from October 21st 2004 to May 8th 2017. The chapter used nine different GARCH models (standard GARCH (sGARCH), Glosten-Jagannathan-Runkle GARCH (gjrGARCH), Exponential GARCH (Egarch), Int
APA, Harvard, Vancouver, ISO, and other styles
9

Huxley, M. N. "The Third and Fourth Conditions." In Area, Lattice Points, and Exponential Sums. Oxford University PressOxford, 1996. http://dx.doi.org/10.1093/oso/9780198534662.003.0017.

Full text
Abstract:
Abstract We put together the ideas of the two previous chapters. We want to count coincident pairs among the vectors y constructed from polynomial approximations on the minor arcs. The parameters of the method, M and T, and also H in Chapters 8 and 9 are immutable. The choice of N, the length of the short sums, was made at the outset, and determines R, and so which arcs are major, which are minor. Some fine tuning can be done before applying the large sieve.
APA, Harvard, Vancouver, ISO, and other styles
10

Jakóbczak, Dariusz Jacek. "Contour Reconstruction." In Natural Language Processing. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-0951-7.ch029.

Full text
Abstract:
The method of Probabilistic Features Combination (PFC) enables interpolation and modeling of high-dimensional N data using features' combinations and different coefficients γ: polynomial, sinusoidal, cosinusoidal, tangent, cotangent, logarithmic, exponential, arc sin, arc cos, arc tan, arc cot or power function. Functions for γ calculations are chosen individually at each data modeling and it is treated as N-dimensional probability distribution function: γ depends on initial requirements and features' specifications. PFC method leads to data interpolation as handwriting or signature identifica
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Exponential ARCH"

1

Christensen, Curt, and R. T. Hill. "Corrosion Fatigue Assessment for Sour Crude Oil Pipelines." In CORROSION 1988. NACE International, 1988. https://doi.org/10.5006/c1988-88054.

Full text
Abstract:
Abstract Unlike sour gas pipelines the transmission of sour crude oil must take into consideration the effects of cyclic (fatigue) loading resulting from normal operating conditions as well as from sporadic periods of pressure surge. The significance of flaws in the weld toe region of double submerged-arc welded large diameter line pipe was studied utilizing laboratory and full-scale testing methods. The laboratory test program characterized the critical crack size using the fracture mechanics parameter, KISCC, as well as predicted sub-critical crack growth rate using a Paris exponential funct
APA, Harvard, Vancouver, ISO, and other styles
2

Schoeman, K., P. Meyer, and D. I. L. de Villiers. "Exponential TEM horn with a convex triangular arc." In AFRICON 2013. IEEE, 2013. http://dx.doi.org/10.1109/afrcon.2013.6757614.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Timmermans, J. C. M., F. A. van Goor, and W. J. Witteman. "Cathode hot spots and their influence on the discharge in a XeCl laser." In The European Conference on Lasers and Electro-Optics. Optica Publishing Group, 1994. http://dx.doi.org/10.1364/cleo_europe.1994.ctug5.

Full text
Abstract:
For the 1-kW XeCl laser being developed by NCLR,1 the efficiency and smoothness of the discharge are very important. Arcing at a repetition rate of 1 kHz would result in rapid electrode erosion. To study the onset of streamers and arcs we investigate the discharge with a 10-ns gated CCD-camera. Observations show that instabilities start as hot spots on the cathode. From these hot spots plumes arise that diffuse into the homogeneous bulk discharge. The cathode layer, the distance from the cathode to the point where the plumes vanish into the homogeneous part, grows exponentially in time. The pl
APA, Harvard, Vancouver, ISO, and other styles
4

Майгула, Наталья Валентиновна, and Анастасия Александровна Смирнова. "RATIONALIZATION METHOD: USING MONOTONICITY OF FUNCTIONS IN SOLVING INEQUALITIES." In Проблемы управления качеством образования: сборник статей XLV Международной научной конференции (Луга, Март 2023). Crossref, 2023. http://dx.doi.org/10.37539/230329.2023.17.76.004.

Full text
Abstract:
В статье проанализирован метод рационализации неравенств с точки зрения монотонности логарифмических, показательных, арк-функций. Рассматриваются задачи, в которых демонстрируется применение этого метода, позволяющего перейти от трансцендентных к рациональным неравенствам, что значительно упрощает нахождение решений неравенств. The article analyzes the method of rationalizing inequalities from the standpoint of monotonicity of logarithmic, exponential, and arc functions. The problems are considered in which the application of this method is demonstrated, which makes it possible to move from tr
APA, Harvard, Vancouver, ISO, and other styles
5

Wu, Shengjia, Shin-Jang Sung, Jwo Pan, Poh-Sang Lam, Michael J. Morgan, and Paul S. Korinko. "Modeling of Crack Extensions in Arc-Shaped Specimens of Hydrogen-Charged Austenitic Stainless Steels Using Cohesive Zone Model." In ASME 2018 Pressure Vessels and Piping Conference. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/pvp2018-84919.

Full text
Abstract:
Crack extensions in arc-shaped specimens of hydrogen-charged and as-received conventionally forged (CF) 21-6-9 austenitic stainless steels are investigated by two-dimensional finite element analyses with the cohesive zone model. The material constitutive relation is first obtained from fitting the experimental tensile stress-strain data by conducting an axisymmetric finite element analysis of a round bar tensile specimen of the as-received CF steel. The material constitutive relation for the hydrogen-charged CF steel is estimated based on the experimental tensile stress-strain data of the as-r
APA, Harvard, Vancouver, ISO, and other styles
6

Xu, Li, and Bin Yao. "Output Feedback Adaptive Robust Control of Linear Motors With Negligible Electrical Dynamics." In ASME 2000 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2000. http://dx.doi.org/10.1115/imece2000-2309.

Full text
Abstract:
Abstract This paper studies high performance robust motion control of linear motors that have a negligible electrical dynamics. A discontinuous projection based adaptive robust controller (ARC) is constructed. Since only output signal is available for measurement, an observer is designed to provide exponentially convergent estimates of the unmeasurable states. This observer has an extended filter structure so that online parameter adaptation can be utilized to reduce the effect of the possible large nominal disturbance. Estimation errors that come from initial state estimates and uncompensated
APA, Harvard, Vancouver, ISO, and other styles
7

Rotariu, Mariana, Catalin Ionite, and Marius Turnea. "MODELING AND SIMULATION OF STATIC DEMANDS OF THE VERTEBRAL COLUMN IN THE SAGITTAL PLANE." In eLSE 2018. Carol I National Defence University Publishing House, 2018. http://dx.doi.org/10.12753/2066-026x-18-212.

Full text
Abstract:
Studies show an exponential increase of cases of spine deformation in recent years. In the 21st century, there has been recorded an increase in spine deformity in the sagittal plan due to the lack of activity of the individual, his vicious attitude (sitting in the office, at the computer, telephone, etc.), shoes etc. All the physiological changes of the spine are reflected on the diagram of its solicitation. The recorded requests in the spine are greater if one of the three curves gets eliminated or if the spine curves show accentuations. Physiological curves offer flexibility, mobility and ap
APA, Harvard, Vancouver, ISO, and other styles
8

Chen, Jiayue, and Alfred Eustes. "Simulation of Burst Resistance on Casing with Damage and Deformation Using Finite Element Analysis." In IADC/SPE International Drilling Conference and Exhibition. SPE, 2022. http://dx.doi.org/10.2118/208800-ms.

Full text
Abstract:
Abstract From practice, the strength of casing varies with environment after installation. Mechanical and chemical damage caused by operation and production will degrade the mechanical properties of casing. With weaker casing strength, casing failure can happen unpredictably. To prevent casing failure, it is important to evaluate the casing strength. In this study, the burst strength degradation of casing with damage and deformation is investigated using the Finite Element Analysis (FEA). Damages include crescent-shaped wear by tool joint and slickline motion. The deformations include elastic
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Exponential ARCH' for particular source types:
Journal articles
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography