Relevant bibliographies by topics / KMV Model

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Academic literature on the topic 'KMV Model'

Author: Grafiati
Published: 4 June 2021
Last updated: 16 June 2025

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Journal articles on the topic "KMV Model"

1

Yang, Liu, and Fang Qiquan. "Credit Risk Research on Chinese Real Estate Enterprises Based on Modified KMV Model." International Journal of Current Science Research and Review 06, no. 09 (2023): 6229–35. https://doi.org/10.5281/zenodo.8336988.

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Abstract : This paper first analyses the current situation of credit risk in China’s real estate industry, and then compares the traditional and modern credit risk measurement models. On this basis, the KMV model is selected, and the artificial intelligence model Genetic Algorithm (GA) and GARCH model are introduced to improve the accuracy of the KMV model. Secondly, the annual financial data and stock trading data of 24 real estate listed companies for 2018 – 2022 are selected for empirical research. By analyzing the total default distance of the 24 companies and the actual economic development of China, it is proved that the results of the GA-GARCH-KMV model are 8% more correct than the classical KMV model, which indicates that the model has better applicability.
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Ruijie, Liu, and Zhang Xinyan. "Credit Risk Measure of Listed Pharmaceutical and Biological Companies Based on Genetic Algorithm KMV Model." International Journal of Engineering Research & Science 9, no. 4 (2023): 01–09. https://doi.org/10.5281/zenodo.7879808.

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<strong>Abstract</strong><strong>&mdash;</strong> In order to measure the credit risk of listed companies in China&#39;s pharmaceutical and biological industry, a total of 28 listed companies in the A-share ST category and non-ST category were therefore selected as samples, and the model was improved using genetic algorithms, while the credit risk of 290 listed companies in the A-share pharmaceutical and biological industry in 2019-2021 was analyzed based on the improved model, and the research results showed that: the improved KMV model can effectively identify the improved KMV model can effectively identify the credit risk of listed companies in the industry, and the accuracy of the improved KMV model in determining whether an enterprise is in default reaches 78.57%; the credit risk of the pharmaceutical and biological industry decreases in the year of the outbreak of the new crown epidemic in 2020, and increases and the credit risk of enterprises appears polarized one year after the outbreak of the epidemic.
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Tasken, Senbati, and Haibo Yan. "Study of Green Credit Risk in the Steel Industry Considering Exogenous Shocks." Academic Journal of Management and Social Sciences 7, no. 2 (2024): 38–43. http://dx.doi.org/10.54097/cxzn9s85.

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Based on the ESG-KMV model constructed by introducing industry ESG thresholds and ESG score values into the traditional KMV model's enterprise asset value and enterprise default point, a nonlinear mathematical expectation ESG-KMV model was constructed from the perspective of a commercial bank considering exogenous shocks and other factors, in order to measure the impact of exogenous shocks on the green credit risk of iron and steel enterprises. Results: The ESG-KMV model based on nonlinear expectation modification is introduced under the consideration of exogenous shocks, and the measurement results show that the default distance in the control group is relatively stable, while the default distance in the default group becomes sharply larger and smaller, and then becomes stable and smaller, which indicates that the model can effectively measure the impact of exogenous shocks on the green credit risk of iron and steel enterprises.
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Tarsicius Sunaryo. "Mengukur Risiko Kredit dengan Model Merton." JURNAL MANAJEMEN RISIKO 3, no. 1 (2022): 29–41. http://dx.doi.org/10.33541/mr.v3i1.4546.

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Abstract: Nilai perusahaan sama dengan penjumlahan nilai saham dan nilai utang (bond atau kewajiban) perusahaan. Nilai perusahaan berfluktuasi. Bila nilai perusahaan lebih kecil dibanding nilai bond perusahaan, maka perusahaan default. KMV menentukan bahwa titik default perusahaan sama dengan nilai utang jangka pendek dan setengah dari utang jangka panjangnya. Semakin tinggi nilai perusahaan, semakin kecil perusahaan default. KMV memetakan jarak dari nilai perusahaan ke titik default ke frekuensi default (expected default frequency). Keywords: risk/credit sensitive bond,leverage, probaility of default, default point, distane to default, mapping, expeced default frequencies, credit loss, expected credit loss, credit put, credit derivative.
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Chen, Haojie, Ng Sin Huei, and Lew Shian Loong. "Application of Credit Risk Management Model in Chinese Banks." Asian Journal of Finance & Accounting 11, no. 1 (2019): 141. http://dx.doi.org/10.5296/ajfa.v11i1.14168.

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The main objective of this paper is to perform empirical analysis and research on the KMV and Zeta models, discussing whether banks in China could adopt both models in their credit risk management practices. In order to measure credit risk, the KMV model focuses on “Expected Default Probability” (EDP) that is calculated using Black-Scholes Option Pricing Formula. On the other hand, the Zeta Model focuses on determining the probability of a company going bankrupt two years prior to the event. Previous research on risk management has shown that the primary risk the banks generally face is credit risk as an increasingly greater number of banks suffer losses because of credit issues. This paper therefore aims to add to the existing literature a strong case for the relevance of both the KMV and Zeta models to be considered in the topic of banks’ credit risk management.
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Yusof, Norliza Muhamad, Iman Qamalia Alias, Ainee Jahirah Md Kassim, and Farah Liyana Natasha Mohd Zaidi. "Determining the Credit Score and Credit Rating of Firms using the Combination of KMV-Merton Model and Financial Ratios." Science and Technology Indonesia 6, no. 3 (2021): 105–12. http://dx.doi.org/10.26554/sti.2021.6.3.105-112.

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Credit risk management has become a must in this era due to the increase in the number of businesses defaulting. Building upon the legacy of Kealhofer, McQuown, and Vasicek (KMV), a mathematical model is introduced based on Merton model called KMV-Merton model to predict the credit risk of firms. The KMV-Merton model is commonly used in previous default studies but is said to be lacking in necessary detail. Hence, this study aims to combine the KMV-Merton model with the financial ratios to determine the firms’ credit scores and ratings. Based on the sample data of four firms, the KMV-Merton model is used to estimate the default probabilities. The data is also used to estimate the firms’ liquidity, solvency, indebtedness, return on asset (ROA), and interest coverage. According to the weightages established in this analysis, scores were assigned based on those estimates to calculate the total credit score. The firms were then given a rating based on their respective credit score. The credit ratings are compared to the real credit ratings rated by Malaysian Rating Corporation Berhad (MARC). According to the comparison, three of the four companies have credit scores that are comparable to MARC’s. Two A-rated firms and one D-rated firm have the same ratings. The other receives a C instead of a B. This shows that the credit scoring technique used can grade the low and the high credit risk firms, but not strictly for a firm with a medium level of credit risk. Although research on credit scoring have been done previously, the combination of KMV-Merton model and financial ratios in one credit scoring model based on the calculated weightages gives new branch to the current studies. In practice, this study aids risk managers, bankers, and investors in making wise decisions through a smooth and persuasive process of monitoring firms’ credit risk.
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Septiana, Nurul Izzati, Fatin Salwa Binti Haji Katri, Azlina Binti Ideris, and Nadiana Noryatim. "Estimating Expected Default Probability and Credit Risk Spread Using the KMV Merton Model: A Case Study of Bank Islam Malaysia Berhad." Jihbiz : Jurnal Ekonomi, Keuangan dan Perbankan Syariah 9, no. 1 (2025): 93–105. https://doi.org/10.33379/jihbiz.v9i1.6373.

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The objective of the paper is to estimate the expected default probability and credit risk spread of Bank Islam Malaysia using the KMV Merton Model and analyse the strengths of the KMV model. The data used in this research are short term and long-term liabilities data of Bank Islam Malaysia Berhad that we obtained from the financial statements, stock prices and number of stocks traded of BIMB and Islamic Bank-relevant interest rates data that we obtained from the Overnight Policy Rate Decision (OPR) by Bank Negara Malaysia. The data is then prepared and interpolated to match weekly period before applying the KMV Model using Microsoft Excel to calculate the default probability and credit risk spread of BIMB. The result shows that the Probability of Default for BIMB is nearly 0.0001 for the first 3 years of its debt maturity period and nearly 0.0007 and 0.002 for the maturity period of 4 and 5 years respectively. Credit risk spread for BIMB is nearly null for the first 2 years maturity period then gradually increases each year to 0.01, 0.05 and 0.14. BIMB’s distance to default ranges between 9.17-10.01. The research indicates that the BIMB’s calculated PD is reliable and that the KMV Merton Model provides high accuracy and reliability of credit risk measurements. The KMV Model can be applied to different types of companies including Islamic Bank.
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Zhang, Qingyuan. "Research on Bank Financial Risk Control Mechanism Based on KMV Model." Frontiers in Business, Economics and Management 6, no. 3 (2022): 241–44. http://dx.doi.org/10.54097/fbem.v6i3.3628.

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Starting from the loan users, KMV model transfers the evaluation of credit risk from the perspective of banks to the perspective of repayment enterprises, and judges whether the lending enterprises have repayment ability as the basis for evaluating credit risk. Credit risk is the core risk faced by commercial banks. When the economic situation fluctuates, people's economic expectations will gradually change, and the behavior of borrowers will also change. This paper studies the financial risk control mechanism of banks based on KMV model. This paper studies the credit risk status of 11 listed banks in China from 2018 to 2021, in order to observe whether macroeconomic changes have affected them since the new normal of economy. The empirical results show that the volatility of large commercial banks in each year is obviously lower than that of small and medium-sized commercial banks. The fluctuation range of weighted average default distance of large commercial banks is obviously smaller than that of small and medium-sized commercial banks. The empirical results show that KMV model has strong credit risk identification ability. The smaller the average default distance of an enterprise, the greater the corresponding default risk.
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Zhang, H., Y. W. Guo, Y. Hou, L. Tang, and M. Deveci. "Improved Whale Optimization Algorithm for supply chain financial risk assessment of cloud warehouse platform." Advances in Production Engineering & Management 19, no. 3 (2024): 395–407. https://doi.org/10.14743/apem2024.3.515.

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This study provides an in-depth analysis of a new financial model for cloud warehouses and evaluates the associated credit risk within the context of supply chain financing, focusing on the intelligent transformation in this field. Concurrently, an optimization problem was derived from the evaluation issue, with the whale optimization algorithm (WOA) used to identify a reasonable default point and distance. To simplify the identification of these points, we enhanced the traditional WOA, resulting in an improved version, the IWOA, which demonstrated very good optimization performance. The IWOA's optimization capabilities were applied to determine the optimal ratio of short- and long-term debt coefficients, identifying the default point in the Kealhofer, McQuown, and Vasicek (KMV) credit monitoring model, replacing fixed values and yielding more precise results. Furthermore, this study introduces a novel analytical approach to credit risk measurement, advancing the development of related theories and methods. Accurate analysis of financial stability and risk is crucial in industrial sectors, including engineering and manufacturing. The simulation using specific data revealed that the IWOA-KMV model exhibited better and faster optimization capabilities, with greater discrimination ability compared to the KMV model. Overall, this study examines the risk factors in the cloud warehouse financing model, offers an improved version of the WOA, introduces a modified IWOA-KMV model to create a scientific, practical credit risk assessment framework, and provides guidance for risk control in cloud warehouse financing, a novel financing service.
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Gurny, Martin, Sergio Ortobelli Lozza, and Rosella Giacometti. "Structural Credit Risk Models with Subordinated Processes." Journal of Applied Mathematics 2013 (2013): 1–12. http://dx.doi.org/10.1155/2013/138272.

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We discuss structural models based on Merton's framework. First, we observe that the classical assumptions of the Merton model are generally rejected. Secondly, we implement a structural credit risk model based on stable non-Gaussian processes as a representative of subordinated models in order to overcome some drawbacks of the Merton one. Finally, following the KMV-Merton estimation methodology, we propose an empirical comparison between the results obtained from the classical KMV-Merton model and the stable Paretian one. In particular, we suggest alternative parameter estimation for subordinated processes, and we optimize the performance for the stable Paretian model.
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Dissertations / Theses on the topic "KMV Model"

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Jezbera, Lukáš. "KMV model v podmínkách českého kapitálového trhu." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-75355.

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The thesis is focused on the options of quantifying credit risk by using the concept of the KMV model. The introduction outlines the basic approaches to measuring credit risk. In the following chapters is specified the nature of KMV model with the focus on its application in the Czech capital market. Self-calibration of the KMV model is made in this part. The analytical part related to the quantification of credit risk using the KMV model is implemented on selected companies which are traded on the Prague Stock Exchange. The results obtained are consequently confronted with the official rating degrees of agency Moody's.
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Урсуленко, Г. В. "Застосування моделі KMV при оцінці кредитного ризику". Thesis, Українська академія банківської справи Національного банку України, 2011. http://essuir.sumdu.edu.ua/handle/123456789/62158.

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Перевагами моделі KMV є: казуальний характер моделі; викорис- тання ринкової інформації про ціни; можливість здійснення прогнозу. До недоліків даної моделі можна віднести такі: наявність багатьох тео- ретичних припущень, які на практиці не підтверджуються; складність у застосуванні до деривативів; суперечливість результатів щодо ринків, які розвиваються.
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Paula, Daniela Rezende de. "Análise da inadimplência no mercado de financiamento de automóveis no Brasil: uma proposta de adaptação do modelo KMV." Universidade Presbiteriana Mackenzie, 2010. http://tede.mackenzie.br/jspui/handle/tede/984.

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Made available in DSpace on 2016-03-15T19:33:04Z (GMT). No. of bitstreams: 1 Daniela Rezende de Paula.pdf: 383337 bytes, checksum: 2c7c9d004a174c0b9a286928d37a9eef (MD5) Previous issue date: 2010-03-01<br>Fundo Mackenzie de Pesquisa<br>Sales of new cars in Brazil have increased significantly in the last decade, with average growth of 10% per year. Government incentives, such as tax reduction, were used as a forcing agent for the segment during the crisis period between 2008 and 2009. With the continuation of strong market, funding also increase . The objective of this research is to test, based on a study Securato (2003), who adapted the KMV model to study the probability of default for private companies, which is the default risk associated with the financing of vehicles, using as variables the relationship between debt and payment to the contractor for the good and the devaluation of the prices of passenger cars and light commercial market. The adaptation of the KMV model, however, showed no predictive ability for the market of auto finance.<br>As vendas de veículos novos no Brasil vêm aumentando significativamente na última década, com crescimento médio de 10% ao ano. Incentivos governamentais, como a redução da carga tributária, foram usados como agentes impulsionares para o segmento durante o período de crise entre 2008 e 2009. Com a manutenção do mercado aquecido, os financiamentos também cresceram. O objetivo desta pesquisa é testar, baseando-se em um estudo de Securato (2003), que adaptou o modelo KMV para estudar a probabilidade de inadimplência em empresas de capital fechado, qual é o risco de inadimplência associado ao financiamento de veículos, usando como variáveis a relação entre dívida contratada e pagamento à vista do bem e a desvalorização dos preços dos veículos de passeio e comerciais leves no mercado. A adaptação do modelo KMV, entretanto, não mostrou capacidade preditiva para o mercado de financiamento de automóveis.
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Lamberti, José Renato de Paula. "Análise da contribuição do modelo KMV para previsão de default de empresas nacionais de grande porte." Pontifícia Universidade Católica de São Paulo, 2011. https://tede2.pucsp.br/handle/handle/991.

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Made available in DSpace on 2016-04-25T16:44:21Z (GMT). No. of bitstreams: 1 Jose Renato de Paula Lamberti.pdf: 1340923 bytes, checksum: 9600626bdbb142fe874e7ba242bc30b1 (MD5) Previous issue date: 2011-05-19<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior<br>Evaluating the risk of default by a company became an indispensable object when making the decision to grant to the financial credit institutions. Taking in account the current record of credit growth, the strategic role of risk management for financial institutions, the constant innovations in the process of detection risk and the large volume of academic researches related to management models for credit risk, because of this, it was considered the appropriate occasion for the development of this dissertation. The present work aims to confront the traditional analysis of risk based on accounting ratios and the results of KMV model to determine the probability of default of publicly traded companies. The dissertation will address the theoretical review of the traditional analysis of credit risk and the model of KWN (based on the theory of Black and Scholes 1973 and Merton, 1974). The next step will apply the accounting ratios and the KMV model, calculating the probability of default of the building sample. Therefore, we will discuss the limitations of the KMV model and some recommendations in order to improve management of credit<br>Avaliar o risco de inadimplência de uma empresa tornou-se objeto indispensável para a tomada de decisão de concessão de crédito para as instituições financeiras. O atual histórico de crescimento do crédito, o papel estratégico do gerenciamento do risco para as instituições financeiras, as constantes inovações nos procedimentos de detecção de risco e o grande volume de pesquisas acadêmicas abordando modelos de gestão dos riscos de crédito, considerou-se oportuna a ocasião para o desenvolvimento desta dissertação. O presente trabalho tem como objetivo confrontar a análise tradicional de risco baseada em índices contábeis e o resultado do modelo KMV para determinar a probabilidade de default das empresas de capital aberto. A dissertação abordará a revisão teórica da análise tradicional do risco de crédito e em seguida, a modelagem do KMV ( baseada na teoria de Black e Scholes, 1973 e Merton, 1974). O próximo passo aplicará os índices contábeis e a modelagem do KMV, calculando a probabilidade de default das empresas da amostra. Por conseguinte, serão discutidas as limitações do modelo KMV e algumas recomendações com o intuito de aprimorar o gerenciamento do crédito
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Sedlárová, Michala. "Analýza vybraných modelov kreditného rizika." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-16960.

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The main aim of my final thesis is to familiar reader with different ways of measuring credit risk by means of particular structural models of credit risk. This issue has been already described by foreign authors. Though, neither Czech nor Slovak economists have been deeply involved in this topic so far. For this reason, I have decided to focus on those models and both describe them as well as put them into the practice. My final thesis gradually focus on individual detailed model description in each chapter in following sequence: Credit Metrics, Black-School model, Merton model, KMV, Credit Grades. Moreover, it also targets model's construction as well as practical application. Regarding practical model's application, Black-School model is applied on IBM and KMV on Kraft Foods Company. Admittedly, that proves the fact that structural models are not only theoretical models, but also practical models applyable on real companies. Finally, I will compare all above mentioned models in selected parameters.
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Alsadhan, Abdulaziz O. A. "The implementation of knowledge management systems: An empirical study of critical success factors and a proposed model." Thesis, University of Bradford, 2007. http://hdl.handle.net/10454/4193.

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KM is the process of creating value from the intangible assets of an enterprise. It deals with how best to leverage knowledge internally in the enterprise (in its individual employees, and the knowledge that gets built into its structures and systems) and externally to the customers and stakeholders. As KM initiatives, projects and systems are just beginning to appear in organisations, there is little research and empirical field data to guide the successful development and implementation of such systems or to guide the expectations of the potential benefits of such systems. In addition, about 84 per cent of KM programmes failed or exerted no significant impact on the adopting organisations worldwide due to inability to consider many critical factors that contribute to the success of KM project implementation. Hence, this study is an exploratory investigation into the KM implementation based on an integrated approach. This includes: (1) a comprehensive review of the relevant literature; (2) a comprehensive analysis of secondary case studies of KM implementations in 90 organisations presented in the literature, in order to arrive at the most critical factors of KM implementation and their degree of criticality; (3) exploratory global survey of 92 organisations in 23 countries that have already implemented or are in the process of implementing KM; (4) in-depth case studies of four leading organisations to understand how KM implementation processes and the critical factors identified are being addressed. Based on the empirical findings of the study, 28 critical factors were identified that must be carefully considered in the KM implementation to achieve a successful project. Moreover, the study proposes an integrated model for effective KM implementation which contains essential elements that contribute to project success.<br>Government of Saudi Arabia represented by King Saud University.
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Alsadhan, Abdulaziz Omar Abdullah. "The implementation of knowledge management systems : an empirical study of critical success factors and a proposed model." Thesis, University of Bradford, 2007. http://hdl.handle.net/10454/4193.

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KM is the process of creating value from the intangible assets of an enterprise. It deals with how best to leverage knowledge internally in the enterprise (in its individual employees, and the knowledge that gets built into its structures and systems) and externally to the customers and stakeholders. As KM initiatives, projects and systems are just beginning to appear in organisations, there is little research and empirical field data to guide the successful development and implementation of such systems or to guide the expectations of the potential benefits of such systems. In addition, about 84 per cent of KM programmes failed or exerted no significant impact on the adopting organisations worldwide due to inability to consider many critical factors that contribute to the success of KM project implementation. Hence, this study is an exploratory investigation into the KM implementation based on an integrated approach. This includes: (1) a comprehensive review of the relevant literature; (2) a comprehensive analysis of secondary case studies of KM implementations in 90 organisations presented in the literature, in order to arrive at the most critical factors of KM implementation and their degree of criticality; (3) exploratory global survey of 92 organisations in 23 countries that have already implemented or are in the process of implementing KM; (4) in-depth case studies of four leading organisations to understand how KM implementation processes and the critical factors identified are being addressed. Based on the empirical findings of the study, 28 critical factors were identified that must be carefully considered in the KM implementation to achieve a successful project. Moreover, the study proposes an integrated model for effective KM implementation which contains essential elements that contribute to project success.
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Moura, João Sichieri. "Avaliação do risco de crédito: aplicação do modelo KMV para obter a probabilidade de default no setor siderúrgico." João Moura, 2007. http://hdl.handle.net/10438/2686.

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Submitted by Joao Moura (joaosic@gmail.com) on 2009-06-30T19:59:09Z No. of bitstreams: 1 Tese_MFEE_JOAO SICHIERI_2007.pdf: 336631 bytes, checksum: dc4d29066af0bd6c7564db0c209c3eb2 (MD5)<br>Approved for entry into archive by Vitor Souza(vitor.souza@fgv.br) on 2009-07-07T14:50:25Z (GMT) No. of bitstreams: 1 Tese_MFEE_JOAO SICHIERI_2007.pdf: 336631 bytes, checksum: dc4d29066af0bd6c7564db0c209c3eb2 (MD5)<br>Made available in DSpace on 2009-07-07T14:51:00Z (GMT). No. of bitstreams: 1 Tese_MFEE_JOAO SICHIERI_2007.pdf: 336631 bytes, checksum: dc4d29066af0bd6c7564db0c209c3eb2 (MD5) Previous issue date: 2007-05-30<br>Credit risk management has assumed increasing importance for the managers and directors of enterprises. Thus, different approaches aimed to measure the probability of default are under discussion nowadays. This paper evaluates models that have become more popular over the last 30 years in order forecast defaults or to provide information regarding to financial difficulties of enterprises. This paper will focus on the KMV model in order to estimate the probability of default, its methodology based on market value of the asset and its volatility and finally estimate the probability of default. Finally, to test the KMV model will be used a sample of global steel companies that have credit in Companhia Vale do Rio Doce (CVRD), which will allow us to make comparisons with the models presented in this work.
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Vianna, Renata Moura Issa. "Dualidade No Modelo Kmp E A Lei de Fourier." Instituto de Matemática. Departamento de Matemática, 2015. http://repositorio.ufba.br/ri/handle/ri/19471.

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Submitted by Marcos Samuel (msamjunior@gmail.com) on 2016-06-08T11:40:03Z No. of bitstreams: 1 Dissertação Renata Issa Vianna.pdf: 2838078 bytes, checksum: dafa2b733973cb93879554bca4cfdd15 (MD5)<br>Approved for entry into archive by Alda Lima da Silva (sivalda@ufba.br) on 2016-06-13T17:25:22Z (GMT) No. of bitstreams: 1 Dissertação Renata Issa Vianna.pdf: 2838078 bytes, checksum: dafa2b733973cb93879554bca4cfdd15 (MD5)<br>Made available in DSpace on 2016-06-13T17:25:22Z (GMT). No. of bitstreams: 1 Dissertação Renata Issa Vianna.pdf: 2838078 bytes, checksum: dafa2b733973cb93879554bca4cfdd15 (MD5)<br>O intuito desta dissertação é estudar o modelo KMP. Este é um clássico modelo de interação constituído por uma cadeia de osciladores harmônicos unidimensionais desacoplados que trocam energia por meio de um processo estocástico. Cada elo tem um relógio de Poisson. Sempre que o relógio toca, dois osciladores vizinhos redistribuem energia de maneira uniforme. Além disso, o sistema está em contato com reservatórios nas extremidades, à diferentes temperaturas. Neste trabalho, apresentamos o estudo deste modelo e mostramos a validade da Lei de Fourier.
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Forsberg, Björn. "Classical over-the-barrier model for ionization of poly-cyclic aromatic hydrocarbons in keV-collisions with atomic ions." Thesis, Stockholms universitet, Fysikum, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-60168.

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We are developing a novel classical over-the barrier model for electron transfer from an in nitely thin conducting disc to a point charge projectile to model multiple electron capture in e.g. keV collisions of atomic ions with poly-cyclic aromatic hydrocarbons (PAHs). In its nal form, the present model will incorporate the polarization of the PAH molecules due to the active electron and the point charge projectile at a general angle of incidence. This will drastically improve the description of the potential barrier in comparisons with simpler versions of the model where the nite size and polarizability of the target molecule is neglected or treated in an averaged fashion. In this work we arrive at expressions for the electrostatic potential energy barrier experienced by the active electron in the two spatial orientations where the point charge projectile is located along the normal symmetry axis and in the tangent plane of the disc. Applied to coronene (C24H12) such barriers compare better with high level density functional theory (DFT) calculations than with the results from the simpler versions of the classical over-the-barrier models for atomic and spherical cluster targets. These results thus strongly supports the conducting disc approximation of PAHs. Finally we discuss the nal steps in the model development and possible extensions of the model to include less symmetric elliptical discs or spherical caps.
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Books on the topic "KMV Model"

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Medi︠a︡nik, N. V. Razrabotka modeli realizat︠s︡ii Strategii sokhranenii︠a︡ unikalʹnogo prirodno-resursnogo kompleksa KMV. PGGTU, 2011.

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United States. National Aeronautics and Space Administration., ed. An a priori model for the reduction of nutation observations: KSV₁₉₉₄ ̣₃ nutation series. National Aeronautics and Space Administration, 1995.

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Paretzke, H. Simulation von Elektronenspuren im Energiebereich 0,01-10 keV in Wasserdampf. Gesellschaft für Strahlen- und Umweltforschung, 1988.

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W, Smith J., and NASA Glenn Research Center, eds. Microprobe evaluations of grain boundary segregation in KM4 and IN100. National Aeronautics and Space Administration, Glenn Research Center, 2001.

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Albergel, Jean. Genèse et prédétermination des crues au Burkina Faso: Du m2 au km2, étude des paramètres hydrologiques et de leur évolution. Editions de l'ORSTOM, 1988.

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Helmrot, Ebba. Absorbed dose in AgBr in direct film for photon energies (<150 keV): Relation to optical density : theoretical calculation and experimental evaluation. Munksgaard, 1996.

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Rajeev, S. G. Integrable Models. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198805021.003.0009.

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Some exceptional situations in fluid mechanics can be modeled by equations that are analytically solvable. The most famous example is the Korteweg–de Vries (KdV) equation for shallow water waves in a channel. The exact soliton solution of this equation is derived. The Lax pair formalism for solving the general initial value problem is outlined. Two hamiltonian formalisms for the KdV equation (Fadeev–Zakharov and Magri) are explained. Then a short review of the geometry of curves (Frenet–Serret equations) is given. They are used to derive a remarkably simple equation for the propagation of a kink along a vortex filament. This equation of Hasimoto has surprising connections to the nonlinear Schrödinger equation and to the Heisenberg model of ferromagnetism. An exact soliton solution is found.
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Ubeda Olivas, Milton Francisco, Iris Olinda Rojas Erazo, Carlos Daniel Vecco Giove, and Juan Octavio Pecho Quispe. Gestión de los incendios forestales en el Páramo y las Yungas de la Reserva de Biosfera Gran Pajatén: prevención, respuestas y aprendizajes. Universidad Nacional de San Martín - Fondo Editorial, 2022. http://dx.doi.org/10.51252/4512.

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El Bosque Modelo Río Huayabamba - Abiseo (BMRHA) es la primera iniciativa de su tipo establecida en el Perú en 2015 y que integra en un amplio espacio territorial de 7 200 km2 al Parque Nacional del Río Abiseo y las concesiones de conservación “Montecristo”, “El Breo”, “Martín Sagrado” y “Alto Huayabamba”. El MBRHA es parte de la Reserva de Biosfera Gran Pajatén, reconocida por la Unesco en 2016 y la más grande de las cinco con las que cuenta el Perú; con casi 25 097 km2 en 33 distritos de ocho provincias en los departamentos de Amazonas, La Libertad y San Martín. Esta iniciativa es además “la primera de Sudamérica en contar con un Sitio de Patrimonio Mundial Mixto (natural y cultural)” (Sernanp, 2021).
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Rajeev, S. G. Fluid Mechanics. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198805021.001.0001.

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Starting with a review of vector fields and their integral curves, the book presents the basic equations of the subject: Euler and Navier–Stokes. Some solutions are studied next: ideal flows using conformal transformations, viscous flows such as Couette and Stokes flow around a sphere, shocks in the Burgers equation. Prandtl’s boundary layer theory and the Blasius solution are presented. Rayleigh–Taylor instability is studied in analogy with the inverted pendulum, with a digression on Kapitza’s stabilization. The possibility of transients in a linearly stable system with a non-normal operator is studied using an example by Trefethen et al. The integrable models (KdV, Hasimoto’s vortex soliton) and their hamiltonian formalism are studied. Delving into deeper mathematics, geodesics on Lie groups are studied: first using the Lie algebra and then using Milnor’s approach to the curvature of the Lie group. Arnold’s deep idea that Euler’s equations are the geodesic equations on the diffeomorphism group is then explained and its curvature calculated. The next three chapters are an introduction to numerical methods: spectral methods based on Chebychev functions for ODEs, their application by Orszag to solve the Orr–Sommerfeld equation, finite difference methods for elementary PDEs, the Magnus formula and its application to geometric integrators for ODEs. Two appendices give an introduction to dynamical systems: Arnold’s cat map, homoclinic points, Smale’s horse shoe, Hausdorff dimension of the invariant set, Aref ’s example of chaotic advection. The last appendix introduces renormalization: Ising model on a Cayley tree and Feigenbaum’s theory of period doubling.
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Liu, Xiaodong, and Libin Yan. Elevation-Dependent Climate Change in the Tibetan Plateau. Oxford University Press, 2017. http://dx.doi.org/10.1093/acrefore/9780190228620.013.593.

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As a unique and high gigantic plateau, the Tibetan Plateau (TP) is sensitive and vulnerable to global climate change, and its climate change tendencies and the corresponding impact on regional ecosystems and water resources can provide an early alarm for global and mid-latitude climate changes. Growing evidence suggests that the TP has experienced more significant warming than its surrounding areas during past decades, especially at elevations higher than 4 km. Greater warming at higher elevations than at lower elevations has been reported in several major mountainous regions on earth, and this interesting phenomenon is known as elevation-dependent climate change, or elevation-dependent warming (EDW).At the beginning of the 21st century, Chinese scholars first noticed that the TP had experienced significant warming since the mid-1950s, especially in winter, and that the latest warming period in the TP occurred earlier than enhanced global warming since the 1970s. The Chinese also first reported that the warming rates increased with the elevation in the TP and its neighborhood, and the TP was one of the most sensitive areas to global climate change. Later, additional studies, using more and longer observations from meteorological stations and satellites, shed light on the detailed characteristics of EDW in terms of mean, minimum, and maximum temperatures and in different seasons. For example, it was found that the daily minimum temperature showed the most evident EDW in comparison to the mean and daily maximum temperatures, and EDW is more significant in winter than in other seasons. The mean daily minimum and maximum temperatures also maintained increasing trends in the context of EDW. Despite a global warming hiatus since the turn of the 21st century, the TP exhibited persistent warming from 2001 to 2012.Although EDW has been demonstrated by more and more observations and modeling studies, the underlying mechanisms for EDW are not entirely clear owing to sparse, discontinuous, and insufficient observations of climate change processes. Based on limited observations and model simulations, several factors and their combinations have been proposed to be responsible for EDW, including the snow-albedo feedback, cloud-radiation effects, water vapor and radiative fluxes, and aerosols forcing. At present, however, various explanations of the mechanisms for EDW are mainly derived from model-based research, lacking more solid observational evidence. Therefore, to comprehensively understand the mechanisms of EDW, a more extensive and multiple-perspective climate monitoring system is urgently needed in the areas of the TP with high elevations and complex terrains.High-elevation climate change may have resulted in a series of environmental consequences, such as vegetation changes, permafrost melting, and glacier shrinkage, in mountainous areas. In particular, the glacial retreat could alter the headwater environments on the TP and the hydrometeorological characteristics of several major rivers in Asia, threatening the water supply for the people living in the adjacent countries. Taking into account the climate-model projections that the warming trend will continue over the TP in the coming decades, this region’s climate change and the relevant environmental consequences should be of great concern to both scientists and the general public.
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Book chapters on the topic "KMV Model"

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Dong, Liang, and Junchao Wang. "Credit Risk Measurement of the Listed Company Based on Modified KMV Model." In Proceedings of the Eighth International Conference on Management Science and Engineering Management. Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-642-55122-2_79.

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Piqiang, Zhang, and Zhou Hancheng. "The Credit Risk Measurement of China’s Listed Companies Based on the KMV Model." In Quantitative Financial Risk Management. Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-19339-2_14.

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An, Qi. "Research on the Credit Risk of Hydrogen Energy Industry Based on KMV Model." In Advances in Economics, Business and Management Research. Atlantis Press International BV, 2025. https://doi.org/10.2991/978-94-6463-652-9_87.

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Goduscheit, René Chester, Jacob Høj Jørgensen, Carsten Bergenholtz, and Erik S. Rasmussen. "The KMD Case." In New Global Ict-Based Business Models. River Publishers, 2022. http://dx.doi.org/10.1201/9781003338932-8.

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Kaufmann, Guido. "Systematische Literaturanalyse und Modell." In Familienunternehmen und KMU. Springer Fachmedien Wiesbaden, 2021. http://dx.doi.org/10.1007/978-3-658-34688-1_4.

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Seibold, Laura K. C. "The Theorectical Side: Results, Model Building and Discussion." In Familienunternehmen und KMU. Springer Fachmedien Wiesbaden, 2020. http://dx.doi.org/10.1007/978-3-658-29396-3_4.

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Nyame, Gabriel, and Zhiguang Qin. "A Five-Factor KMS Success Model." In Advances in Intelligent Systems and Computing. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-39512-4_171.

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Grinninger, Jürgen, Philipp Kaiser, and Christian Lieb. "Status Quo und Hürden der Digitalisierung im Supply Chain Management bei KMU." In Schwerpunkt Business Model Innovation. Springer Fachmedien Wiesbaden, 2023. http://dx.doi.org/10.1007/978-3-658-36634-6_25.

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Kugler, Petra, Helen Vogt, Jürg Meierhofer, et al. "Daten im B2B-Ökosystem teilen und nutzen: Wie KMU Voraussetzungen schaffen und Hürden überwinden." In Schwerpunkt Business Model Innovation. Springer Fachmedien Wiesbaden, 2024. http://dx.doi.org/10.1007/978-3-658-43130-3_8.

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Fust, Alexander, and Urs Fueglistaller. "KMU und Innovationen: der Einfluss des Unternehmers." In Business Innovation: Das St. Galler Modell. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-07167-7_6.

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Conference papers on the topic "KMV Model"

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Papavinasam, Sankara. "Inspection, Monitoring, Model: past, Present, Future." In CORROSION 2018. NACE International, 2018. https://doi.org/10.5006/c2018-10607.

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Abstract The title of the paper denotes two attributes: Attribute #1: “Inspection” reveals “past” events, i.e., inspection technologies determine the corrosion rate “after” corrosion had caused loss of material“Monitoring” reveals “Present” situation, i.e., monitoring techniques determine the corrosion rate at the time of monitoring“Model” predicts the “future” situation, i.e., modeling predicts the “futuristic” corrosion rate based on system operating conditions.Attribute #2: The paper discusses “past” developments, “present” status, and “future” advancements of inspection, monitoring, and modelling technologies. The main objective of the paper is on Attribute #2. In the past, the number of internal corrosion related incidences was more than 3 per 1,000 kilometers (km) of pipelines per yearIn the present, the number of internal corrosion related incidences hovers around 0.5 per 1,000 KMs of pipelines per yearIn the future, the industry’s goal is to bring the number of incidences to “ZERO”. This paper explains “effective” and “economical” actions that are required to achieve the “ZERO” incidence goal and the roles of inspection, monitoring, and modeling activities in achieving the goal.
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Lansberg, Alexander Alexandrovich, Vadim Yevgenyevich Bolshev, and Alexander Alexandrovich Panfilov. "Study of Reverse Transformation Mode in 0.4/10 kV Electric Network on Physical Model." In 2024 6th International Conference on Control Systems, Mathematical Modeling, Automation and Energy Efficiency (SUMMA). IEEE, 2024. https://doi.org/10.1109/summa64428.2024.10803844.

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Chauhan, Raj, Shahnawaz Ahmad, Ogala Justin Onyarin, and Rajendra Kumar. "Intelligent Deep Learning Model for Securing KMS Through CSF Deviation Detection." In 2024 13th International Conference on System Modeling & Advancement in Research Trends (SMART). IEEE, 2024. https://doi.org/10.1109/smart63812.2024.10882584.

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Kozel, Tomas, and Ruzena Pavelkova. "POSSIBILITIES FOR DAY-STEP FLOOD FORECASTING IN SMALLER CATCHMENTS USING MACHINE LEARNING METHODS." In 24th SGEM International Multidisciplinary Scientific GeoConference 2024. STEF92 Technology, 2024. https://doi.org/10.5593/sgem2024v/3.2/s11.11.

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Today, it is possible to work with a wide range of freely available data, often on a daily basis. These data can be used to create an early warning system for estimating the approximate hazard. It can also be used to develop models of long-term catchment behaviour. Most applications are generally carried out on catchments larger than 200 km2. For this reason, areas between 20 and 350 km2 were selected to test the hypothesis using models based on machine learning methods. How good results can be achieved when using daily data to predict increased flows caused by previous precipitation (summer) or a combination of snowmelt and precipitation (winter). The one day step was chosen for availability data (free data) and for testing area size limit for this step. The results showed that floods caused by a combination of rain and snowmelt were significantly better than those caused by rain alone. Two methods were compared. The neural networks ANN and fuzzy model. For both methods were founded the best architecture in training period. The results of the experiment showed that the limit of applicability of the data is above (around) 130 km2 in the case of pure rainfall. In the case of floods caused by a combination of rain and snow, the daily step can be used even for catchments of about 20 km2 with a one-day time shift.
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Mi�ankova, Maria, Katarina Ko�i�ova, and Toma� Klie�tik. "Comparison Of Merton�S Model, Black And Cox Model And Kmv Model." In The 8th International Scientific Conference "Business and Management 2014". Vilnius Gediminas Technical University Publishing House Technika, 2014. http://dx.doi.org/10.3846/bm.2014.035.

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Yusof, N. M., and M. M. Jaffar. "The analysis of KMV-Merton model in forecasting default probability." In 2012 IEEE Symposium on Humanities, Science and Engineering Research (SHUSER). IEEE, 2012. http://dx.doi.org/10.1109/shuser.2012.6269010.

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Wang, Chun-Ping, Lin-Jing Qu, and Jian-Wei Li. "Commercial bank credit risk measurement based on KMV model studies." In 2015 International conference on Engineering Management, Engineering Education and Information Technology. Atlantis Press, 2015. http://dx.doi.org/10.2991/emeeit-15.2015.88.

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Gou, Xiao-ju, and Si-wen Gui. "Applying KMV Model to Credit Risk Assessment of Chinese Listed Firms." In 2009 International Conference on Information Management, Innovation Management and Industrial Engineering. IEEE, 2009. http://dx.doi.org/10.1109/iciii.2009.139.

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Li, Hong, Jun Chen, and Qin Yang. "Analysis in Credit Risk of Listed Company Based on KMV Model." In 2010 International Conference on Management and Service Science (MASS 2010). IEEE, 2010. http://dx.doi.org/10.1109/icmss.2010.5576899.

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Yusof, Norliza Muhamad, Aini Hayati Anuar, Norsyaheeda Natasha Isa, Sharifah Nursyuhada Syed Zulkafli, and Muhamad Luqman Sapini. "Developing a java android application of KMV-Merton default rate model." In PROCEEDINGS OF THE 13TH IMT-GT INTERNATIONAL CONFERENCE ON MATHEMATICS, STATISTICS AND THEIR APPLICATIONS (ICMSA2017). Author(s), 2017. http://dx.doi.org/10.1063/1.5012218.

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Reports on the topic "KMV Model"

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Tirapat, Sunti. An investigation of default probability in Thailand. Chulalongkorn University, 2001. https://doi.org/10.58837/chula.res.2001.21.

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Using the sample of 100 most liquid companies listed in the Stock Exchange of Thailand during 1992-1999, the default probabilities from two approaches, the logit model and the KMV model, are calculated and compared. The results from the KMV model suggest that the default probabilities of financial institutions are higher than the probabilities of industrial companies. Moreover, the results from the KMV model confirm that the average default probabilities of the financial distressed firms in the 1997 financial crisis are higher than the average default probabilities of non-distressed firms. Comparing the prediction of the KMV model with the logit model, the results show that the logit model is better in terms of total prediction error and the Type I error at any cut off levels. The regression results suggest that the default probabilities of the two models have positive associations and seem to be consistent over the period of 1992-1999. Finally, the study examines whether the default probabilities have been priced. The results suggest that investors indeed do require compensations for default risk. The evidence also suggests that investors are more concerned of risk and require higher compensation for likelihood of default after the financial crisis.
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Beason, Scott, Taylor Kenyon, Robert Jost, and Laurent Walker. Changes in glacier extents and estimated changes in glacial volume at Mount Rainier National Park, Washington, USA from 1896 to 2021. National Park Service, 2023. http://dx.doi.org/10.36967/2299328.

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Surface area of glaciers and perennial snow within Mount Rainier National Park were delineated based on 2021 aerial Structure-from-Motion (SfM) and satellite imagery to document changes to glaciers over the last 125 years. These extents were compared with previously completed databases from 1896, 1913, 1971, 1994, 2009, and 2015. In addition to the glacial features mapped at the Park, any snow patches noted in satellite- and fixed-wing- acquired aerial images in September 2021 were mapped as perennial snowfields. In 2021, Mount Rainier National Park contained a total of 28 named glaciers which covered a total of 75.496 ± 4.109 km2 (29.149 ± 1.587 mi2). Perennial snowfields added another 1.938 ± 0.112 km2 (0.748 ± 0.043 mi2), bringing the total perennial snow and glacier cover within the Park in 2021 to 77.434 ± 4.221 km2 (29.897 ± 1.630 mi2). The largest glacier at Mount Rainier was the Emmons Glacier, which encompasses 10.959 ± 0.575 km2 (4.231 ± 0.222 mi2). The change in glacial area from 1896 to 2021 was -53.812 km2 (-20.777 mi2), a total reduction of 41.6%. This corresponds to an average rate of -0.430 km2 per year (-0.166 mi2 × yr-1) during the 125 year period. Recent changes (between the 6-year period of 2015 to 2021) showed a reduction of 3.262 km2 (-1.260 mi2) of glacial area, or a 4.14% reduction at a rate of -0.544 km2 per year ( 0.210 mi2 × yr-1). This rate is 2.23 times that estimated in 2015 (2009-2015) of -0.244 km2 per year (-0.094 mi2 × yr-1). Changes in ice volume at Mount Rainier and estimates of total volumes were calculated for 1896, 1913, 1971, 1994, 2009, 2015, and 2021. Volume change between 1971 and 2007/8 was -0.65 km3 ( 0.16 mi3; Sisson et al., 2011). We used the 2007/8 LiDAR digital elevation model and our 2021 SfM digital surface model to estimate a further loss of -0.404 km3 (-0.097 mi3). In the 50-year period between 1971 and 2021, the glaciers and perennial snowfields of Mount Rainier lost a total of -1.058 km3 (-0.254 mi3) at a rate of -0.021 km3 per year (-0.005 mi3 × yr-1). The calculation of the total volume of the glaciers during various glacier extent inventories at Mount Rainier is not straightforward and various methods are explored in this paper. Using back calculated scaling parameters derived from a single volume measurement in 1971 and estimates completed by other authors, we have developed an estimate of glacial mass during the last 125-years at Mount Rainier that mostly agree with volumetric changes observed in the last 50 years. Because of the high uncertainty with these methods, a relatively modest 35% error is chosen. In 2021, Mount Rainier’s 28 glaciers contain about 3.516 ± 1.231 km3 (0.844 ± 0.295 mi3) of glacial ice, snow, and firn. The change in glacial mass over the 125-year period from 1896 to 2021 was 3.742 km3 (-0.898 mi3), a total reduction of 51.6%, at an average rate of -0.030 km3 per year ( 0.007 mi3 × yr-1). Volume change over the 6-year period of 2015 to 2021 was 0.175 km3 (-0.042 mi3), or a 4.75% reduction, at a rate of -0.029 km3 per year (-0.007 mi3 × yr-1). This survey officially removes one glacier from the Park’s inventory and highlights several other glaciers in a critical state. The Stevens Glacier, an offshoot of the Paradise Glacier on the Park’s south face, was removed due to its lack of features indicating flow, and therefore is no longer a glacier but instead a perennial snowfield. Two other south facing glaciers – the Pyramid and Van Trump glaciers – are in serious peril. In the six-year period between 2015 and 2021, these two glaciers lost 32.9% and 33.6% of their area and 42.0% and 42.9% of their volume, respectively. These glaciers are also becoming exceedingly fragmented and no longer possess what can be called a main body of ice. Continued losses will quickly lead to the demise of these glaciers in the coming decades. Overall, the glaciers on the south face of the mountain have been rapidly shrinking over the last 125 years. Our data shows a continuation of gradual yet accelerating loss of glacial ice at Mount Rainier, resulting in significant changes in regional ice volume over the last century. The long-term impacts of this loss will be widespread and impact many facets of the Park ecosystem. Additionally, rapidly retreating south-facing glaciers are exposing large areas of loose sediment that can be mobilized to proglacial rivers during rainstorms, outburst floods, and debris flows. Regional climate change is affecting all glaciers at Mount Rainier, but especially those smaller cirque glaciers and discontinuous glaciers on the south side of the volcano. If the regional climate trend continues, further loss in glacial area and volume parkwide is anticipated, as well as the complete loss of small glaciers at lower elevations with surface areas less than 0.2 km2 (0.08 mi2) in the next few decades.
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Abrahamson, Norman, Nicolas Kuehn, Zeynep Gulerce, et al. Update of the BC Hydro Subduction Ground-Motion Model using the NGA- Subduction Dataset. Pacific Earthquake Engineering Research Center, University of California, Berkeley, CA, 2018. http://dx.doi.org/10.55461/oycd7434.

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An update to the BCHydro ground-motion model for subduction earthquakes has been developed using the 2018 PEER NGA-SUB dataset. The selected subset includes over 70,000 recordings from 1880 earthquakes. The update modifies the BCHydro model to include regional terms for the VS30 scaling, large distance (linear R) scaling, and constant terms, which is consistent with the regionalization approach used in the NGA-W2 ground-motion models. A total of six regions were considered: Cascadia, Central America, Japan, New Zealand, South America, and Taiwan. Region- independent terms are used for the small-magnitude scaling, geometrical spreading, depth to top of rupture (ZTOR ) scaling, and slab/interface scaling. The break in the magnitude scaling at large magnitudes for slab earthquakes is based on thickness of the slab and is subduction-zone dependent. The magnitude scaling for large magnitudes is constrained based on finite-fault simulations as given in the 2016 BCHydro model. Nonlinear site response is also constrained to be the same as the 2016 BCHydro model. The sparse ground-motion data from Cascadia show a factor of 2–3 lower ground motions than for other regions. Without a sound physical basis for this large reduction, the Cascadia model is adjusted to be consistent with the average from all regions for the center range of the data: M = 6.5, R = 100 km, VS30 = 400 m/sec. Epistemic uncertainty is included using the scaled backbone approach, with high and low models based on the range of average ground motions for the different regions. For the Cascadia region, the ground-motion model is considered applicable to distance up to 1000 km, magnitudes of 5.0 to 9.5, and periods from 0 to 10 sec. The intended use of this update is to provide an improved ground-motion model for consideration for use in the development of updated U.S. national hazard maps. This update ground-motion model will be superseded by the NGA-SUB ground-motion model when they are completed.
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Bayless, Jeff, and Norman Abrahamson. An Empirical Model for Fourier Amplitude Spectra using the NGA-West2 Database. Pacific Earthquake Engineering Research Center, University of California, Berkeley, CA, 2018. http://dx.doi.org/10.55461/cfhs8430.

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An empirical ground-motion model (GMM) for shallow crustal earthquakes in California and Nevada based on the NGA-West2 database [Ancheta et al. 2014] is presented. Rather than the traditional response spectrum GMM, this model is developed for the smoothed effective amplitude spectrum (EAS) as defined by PEER [Goulet et al. 2018]. The EAS is the orientation- independent horizontal component Fourier amplitude spectrum (FAS) of ground acceleration. The model is developed using a database dominated by California earthquakes, but takes advantage of crustal earthquake data worldwide to constrain the magnitude scaling and geometric spreading. The near-fault saturation is guided by finite-fault numerical simulations and non-linear site amplification is incorporated using a modified version of Hashash et al. [2018]. The model is applicable for rupture distances of 0–300 km, M 3.0 – 8.0, and over the frequency range 0.1–100 Hz. The model is considered applicable for Vs30 in the range 180–1500 m/sec, although it is not well constrained for Vs30 values greater than 1000 m/sec. Models for the median and the aleatory variability of the EAS are developed. Regional models for Japan and Taiwan will be developed in a future update of the model. A MATLAB program that implements the EAS GMM is provided as an electronic appendix.
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Frydman, Roman, and Morten Nyboe Tabor. Muth’s Hypothesis Under Knightian Uncertainty: A Novel Account of In‡ation Forecasts. Institute for New Economic Thinking Working Paper Series, 2022. http://dx.doi.org/10.36687/inetwp194.

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We open a New Keynesian Phillips curve model to nonrecurring structural shifts in its parameters and propose a novel implementation of Muth.s hypothesis to represent market participants.inflation expectations under Knightian uncertainty arising from such shifts. We refer to our approach as the Knight-Muth hypothesis (KMH). We .nd empirical support for KMH.s core premise that processes driving inflation time-series and inflation forecasts undergo nonrecurring structural shifts. In contrast to the rational expectations hypothesis and behavioral specifications, KMH reconciles model consistency with an autonomous role for participants. expectations in driving aggregate outcomes and the influence of psychological factors on those expectations.
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Alter, Ross, Michelle Swearingen, and Mihan McKenna. The influence of mesoscale atmospheric convection on local infrasound propagation. Engineer Research and Development Center (U.S.), 2024. http://dx.doi.org/10.21079/11681/48157.

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Infrasound—that is, acoustic waves with frequencies below the threshold of human hearing—has historically been used to detect and locate distant explosive events over global ranges (≥1,000 km). Simulations over these ranges have traditionally relied on large-scale, synoptic meteorological information. However, infrasound propagation over shorter, local ranges (0–100 km) may be affected by smaller, mesoscale meteorological features. To identify the effects of these mesoscale meteorological features on local infrasound propagation, simulations were conducted using the Weather Research and Forecasting (WRF) meteorological model to approximate the meteorological conditions associated with a series of historical, small-scale explosive test events that occurred at the Big Black Test Site in Bovina, Mississippi. These meteorological conditions were then incorporated into a full-wave acoustic model to generate meteorology-informed predictions of infrasound propagation. A series of WRF simulations was conducted with varying degrees of horizontal resolution—1, 3, and 15 km—to investigate the spatial sensitivity of these infrasound predictions. The results illustrate that convective precipitation events demonstrate potentially observable effects on local infrasound propagation due to strong, heterogeneous gradients in temperature and wind associated with the convective events themselves. Therefore, to accurately predict infrasound propagation on local scales, it may be necessary to use convection-permitting meteorological models with a horizontal resolution ≤4 km at locations and times that support mesoscale convective activity.
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Derrien, H. NEUTRON TOTAL CROSS SECTIONS OF 235U FROM TRANSMISSION MEASUREMENTS IN THE ENERGY RANGE 2 keV to 300 keV AND STATISTICAL MODEL ANALYSIS OF THE DATA. Office of Scientific and Technical Information (OSTI), 2000. http://dx.doi.org/10.2172/815777.

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8

Russell, H. A. J., and S. K. Frey. Canada One Water: integrated groundwater-surface-water-climate modelling for climate change adaptation. Natural Resources Canada/CMSS/Information Management, 2021. http://dx.doi.org/10.4095/329092.

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Abstract:
Canada 1 Water is a 3-year governmental multi-department-private-sector-academic collaboration to model the groundwater-surface-water of Canada coupled with historic climate and climate scenario input. To address this challenge continental Canada has been allocated to one of 6 large watershed basins of approximately two million km2. The model domains are based on natural watershed boundaries and include approximately 1 million km2 of the United States. In year one (2020-2021) data assembly and validation of some 20 datasets (layers) is the focus of work along with conceptual model development. To support analysis of the entire water balance the modelling framework consists of three distinct components and modelling software. Land Surface modelling with the Community Land Model will support information needed for both the regional climate modelling using the Weather Research &amp;amp; Forecasting model (WRF), and input to HydroGeoSphere for groundwater-surface-water modelling. The inclusion of the transboundary watersheds will provide a first time assessment of water resources in this critical international domain. Modelling is also being integrated with Remote Sensing datasets, notably the Gravity Recovery and Climate Experiment (GRACE). GRACE supports regional scale watershed analysis of total water flux. GRACE along with terrestrial time-series data will serve provide validation datasets for model results to ensure that the final project outputs are representative and reliable. The project has an active engagement and collaborative effort underway to try and maximize the long-term benefit of the framework. Much of the supporting model datasets will be published under open access licence to support broad usage and integration.
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Watson-Lamprey, Jennie. Capturing Directivity Effects in the Mean and Aleatory Variability of the NGA-West2 Ground-Motion Prediction Equations. Pacific Earthquake Engineering Research Center, University of California, Berkeley, CA, 2018. http://dx.doi.org/10.55461/usop6050.

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We expect there to be locations around a rupture that experience both positive and negative directivity effects more than others. The concept was to develop a simple model of additional mean and standard deviation to add to existing published ground motion prediction equations to account for this. The directivity effect predicted by Chiou and Youngs [2014] using the directivity parameter DPP [Spudich et al. 2013] was selected as the basis for the model. A suite of rupture geometries for strike-slip and reverse ruptures was generated and the mean and standard deviation of the change in the 5% damped pseudo-spectral acceleration at sites out to rupture distances of 70 km was calculated. Models are presented for the change in mean and standard deviation for both strike-slip and reverse ruptures that use only simple parameters as inputs.
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Derrien, H., J. A. Harvey, N. M. Larson, L. C. Leal, and R. Q. Wright. Neutron Total Cross Sections of {sup 235}U From Transmission Measurements in the Energy Range 2 keV to 300 keV and Statistical Model Analysis of the Data. Office of Scientific and Technical Information (OSTI), 2000. http://dx.doi.org/10.2172/763240.

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