Relevant bibliographies by topics / Linear Assets

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Linear Assets'

Author: Grafiati
Published: 4 June 2021
Last updated: 13 February 2022

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Journal articles on the topic "Linear Assets"

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Kasaï, Ndahiriwe, and Ruthira Naraidoo. "Financial assets, linear and nonlinear policy rules." Journal of Economic Studies 39, no. 2 (May 11, 2012): 161–77. http://dx.doi.org/10.1108/01443581211222644.

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Seneviratne, Dammika, Lorenzo Ciani, Marcantonio Catelani, and Diego Galar. "Smart maintenance and inspection of linear assets: An Industry 4.0 approach." ACTA IMEKO 7, no. 1 (April 1, 2018): 50. http://dx.doi.org/10.21014/acta_imeko.v7i1.519.

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<p class="Abstract">Linear assets have linear properties, for instance, similar underlying geometry and characteristics, over a distance. They show specific patterns of continuous inherent deteriorations and failures. Therefore, remedial inspection and maintenance actions will be similar along the length of a linear asset, but because as the asset is distributed over a large area, the execution costs are greater.</p><p class="Abstract">Autonomous robots, for instance, unmanned aerial vehicles, pipe inspection gauges, and remotely operated vehicles, are used in different industrial settings in an ad-hoc manner for inspection and maintenance. Autonomous robots can be programmed for repetitive and specific tasks; this is useful for the inspection and maintenance of linear assets.</p>This paper reviews the challenges of maintaining the linear assets, focusing on inspections. It also provides a conceptual framework for the use of autonomous inspection and maintenance practices for linear assets to reduce maintenance costs, human involvement, etc., whilst improving the availability of linear assets by effective use of autonomous robots and data from different sources.
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Muckleroy, G., D. Stewart, and M. L. Pickering. "Managing Priorities: CRW's Program for Owning Linear Assets." Proceedings of the Water Environment Federation 2016, no. 7 (January 1, 2016): 3699–724. http://dx.doi.org/10.2175/193864716819714591.

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Adams, Philip D. "The extended linear expenditure system with financial assets." Economics Letters 31, no. 2 (December 1989): 179–82. http://dx.doi.org/10.1016/0165-1765(89)90195-x.

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Kaddoura, Khalid, and Tarek Zayed. "Erosion Void Condition Prediction Models for Buried Linear Assets." Journal of Pipeline Systems Engineering and Practice 10, no. 1 (February 2019): 04018029. http://dx.doi.org/10.1061/(asce)ps.1949-1204.0000357.

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Karimian, Farzad, Khalid Kaddoura, Tarek Zayed, Alaa Hawari, and Osama Moselhi. "Prediction of Breaks in Municipal Drinking Water Linear Assets." Journal of Pipeline Systems Engineering and Practice 12, no. 1 (February 2021): 04020060. http://dx.doi.org/10.1061/(asce)ps.1949-1204.0000511.

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Stenström, Christer, and Aditya Parida. "Measuring performance of linear assets considering their spatial extension." Journal of Quality in Maintenance Engineering 20, no. 3 (August 5, 2014): 276–89. http://dx.doi.org/10.1108/jqme-05-2014-0031.

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Shahfira, Dwi, and Nanu Hasanuh. "The Influence of Company Size and Debt to Asset Ratio on Return On Assets." Moneter - Jurnal Akuntansi dan Keuangan 8, no. 1 (April 1, 2021): 9–13. http://dx.doi.org/10.31294/moneter.v8i1.8807.

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This research purposed to identify the effect of Company Size (SIZE) and Debt to Asset Ratio (DAR) on Return On Asset (ROA). The dependent variable was Return On Assets (ROA) and the independent variable was Company Size (SIZE) and Debt to Asset Ratio (DAR). Data were obtained from the financial statement of 12 manufacturing companies in sub-sector of automotive registered on Indonesia Stock Exchange in the period 2014-2018. The study used Multiple Linear Regression Test as the data analysis method. The results show that Company Size partially had a significant positive effect on Return On Assets (ROA). Also, Debt to Asset Ratio (DAR) partially had a significant negative effect on Return On Assets (ROA). Simultaneously, Company Size (SIZE) and Debt to Asset Ratio (DAR) had effect on Return On Assets (ROA). So, the company should keep the stability of the company size and expect to perform debt management properly to optimize increasing the level of Return On Assets (ROA) and remain stable.
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Righi, Marcelo Brutti, and Paulo Sergio Ceretta. "Estimating non-linear serial and cross-interdependence between financial assets." Journal of Banking & Finance 37, no. 3 (March 2013): 837–46. http://dx.doi.org/10.1016/j.jbankfin.2012.10.016.

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CHEN, CHING-LUNG, and CHEI-WEI WU. "DIAGNOSING ASSETS IMPAIRMENT BY USING RANDOM FORESTS MODEL." International Journal of Information Technology & Decision Making 11, no. 01 (January 2012): 77–102. http://dx.doi.org/10.1142/s0219622012500046.

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This study develops a diagnosing model to examine the outcomes of assets write-off in enriching the literatures of assets impairment. Prior studies employed the Logit, linear and Tobit regression models to classify the determination of assets impairment and to diagnose the magnitude of the impairment, respectively. However, the drivers of assets write-off are somewhat complicated explicitly or implicitly, these models are unlikely to provide fairly satisfactory results. To improve the diagnosis, the Random Forests model is used for the classification determining and the magnitude diagnosing of assets impairment in this study. The result reveals that the Random Forests model outperforms the Logit and linear regression models in each case with variables selected by individual wrapping approach. This study also demonstrates diagnostic checks for both models with similar selected variables. The results are robust to these various specifications.
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Dissertations / Theses on the topic "Linear Assets"

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Clayton, Maya. "Econometric forecasting of financial assets using non-linear smooth transition autoregressive models." Thesis, University of St Andrews, 2011. http://hdl.handle.net/10023/1898.

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Following the debate by empirical finance research on the presence of non-linear predictability in stock market returns, this study examines forecasting abilities of nonlinear STAR-type models. A non-linear model methodology is applied to daily returns of FTSE, S&P, DAX and Nikkei indices. The research is then extended to long-horizon forecastability of the four series including monthly returns and a buy-and-sell strategy for a three, six and twelve month holding period using non-linear error-correction framework. The recursive out-of-sample forecast is performed using the present value model equilibrium methodology, whereby stock returns are forecasted using macroeconomic variables, in particular the dividend yield and price-earnings ratio. The forecasting exercise revealed the presence of non-linear predictability for all data periods considered, and confirmed an improvement of predictability for long-horizon data. Finally, the present value model approach is applied to the housing market, whereby the house price returns are forecasted using a price-earnings ratio as a measure of fundamental levels of prices. Findings revealed that the UK housing market appears to be characterised with asymmetric non-linear dynamics, and a clear preference for the asymmetric ESTAR model in terms of forecasting accuracy.
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Mitrenga, Ondřej, and Hai Trieu Phan. "Linear correlation pattern between Asset Management in European Union Households and country’s Degree of Development." Thesis, Jönköping University, Internationella Handelshögskolan, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-53183.

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This Master Thesis in General Management aims on defining the relationship between a country's degree of development and household asset management in the European Union. Both of the variables are defined by relevant sub-variables where the relationships are being observed. There were used datasets gathered by respected European Statistical Agency Eurostat for 2019. Master Thesis focuses on the European Union area and it aims at defining the crucial relationships between the variables in order to draw the conclusions that would help in pursuing the degree of development in different countries. In the Master Thesis, we were using quantitative research reflecting on the statistically expressed relationships using the correlation pattern. There were used 29 numbers for each of the variables representing the total number of European Union members in 2019 (28) plus the European Union average. There were found statistically significant relationships based on which we were able to define a proper generalization together with the causation pattern for the European Union countries and households.
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Lucena, Igor Macedo de. "What characteristics influence the future performance of the investment funds of shares in Brazil?" Universidade Federal do CearÃ, 2014. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12523.

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nÃo hÃ
Segundo Jensen (1968), a indÃstria de fundos mÃtuos de investimento, cuja expansÃo està prevista teoricamente pelo Teorema da SeparaÃÃo enunciado em Sharpe (1964), teria limitaÃÃes no sentido de bater o mercado em termos de performance risco-retorno mensurada pelo alfa de Jensen. Nesta ampla discussÃo, esta dissertaÃÃo se posiciona em sugerir um exercÃcio empÃrico aplicado a um cross-section contendo 243 fundos de investimentos em aÃÃes, categoria Ibovespa Ativo, o qual visa identificar que variÃveis financeiras, contÃbeis e administrativas se mostram capazes de prever no ano seguinte o sinal e a significÃncia do alfa de Jensen. Foram extraÃdos retornos diÃrios para todos os fundos nos anos de 2011 e 2012, e calculadas mÃtricas clÃssicas de retorno, risco e performance, bem como os 24 balancetes mensais e informaÃÃes administrativas do perÃodo em questÃo. Metodologicamente, as variÃveis explicativas consistem em estatÃsticas descritivas obtidas a partir de dados financeiros diÃrios e contÃbeis mensais, enquanto as performances a serem modeladas sÃo estimadas por meio do Capital Asset Pricing Model (CAPM). Dessa maneira, foi possÃvel ordenar os fundos em trÃs grupos, composto por Loosers, Draw e Winners, de acordo com suas performances em relaÃÃo ao Ãndice Ibovespa. Sendo assim, foi identificado que apenas 71 dos fundos foram capazes de performar melhor que o Ãndice Ibovespa durante o ano de 2012. Os resultados obtidos com a estimaÃÃo do arcabouÃo de Probit ordenado sugerem que fundos com maiores performances mensuradas pelos alfa de Jensen e Ãndices de Calmar e Sortino, associados a menores taxas de administraÃÃo, tendem a bater o mercado no ano seguinte. Entretanto, mÃtricas clÃssicas como desvio-padrÃo, taxa de performance e Ãndice de Sharpe (1964) nÃo se mostraram significantes. O modelo sugere, tambÃm, que a variÃvel Drawdown seja apresentada como mÃtrica eficiente de mensuraÃÃo de risco.
According to Jensen (1968), the mutual funds industry expansion is theoretically predicted by the Separation Theorem stated by Sharpe (1964), however with limitations in order to exceed the market in terms of risk-return performance measured by Jensen's alpha. In this broad discussion, this dissertation suggest an empirical exercise applied to a cross-section containing 243 stock funds, within the Ibovespa Active category, which aims to identify which financial, accounting and administrative variables are capable to predict the next year's value and the significance of the Jensen's alpha. Daily returns were extracted for all funds in 2011 and 2012, and were calculated classic metrics such as return, risk and performance. There were also extracted 24 monthly accounting balances and administrative informations for the period in question. Methodologically, the explanatory variables consist of descriptive statistics obtained from daily financial data and monthly accounting data, while the performances to be modeled are estimated using the Capital Asset Pricing Model (CAPM). Using this technic it was possible divide the funds into three groups, consisting of Loosers, Draw and Winners, according to their performances in relation to the Ibovespa index. Thus, it was discovered that only 71 funds were able to perform better than the Ibovespa Index during the year 2012. The estimation results of the ordered probit framework suggests that funds with higher performances measured by the Jensen's Alpha and with higher Sortino and Calmar ratios, associated with lower management fees tend to surpass the market in the next year. However, classical metrics like standard deviation, performance fees and Sharpe ratio (1964) were not significant. The model also suggests that the drawdown variable should be used as an efficient risk metric.
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Sak, Halis, Wolfgang Hörmann, and Josef Leydold. "Efficient Risk Simulations for Linear Asset Portfolios." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 2008. http://epub.wu.ac.at/1200/1/document.pdf.

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We consider the problem of calculating tail probabilities of the returns of linear asset portfolios. As flexible and accurate model for the logarithmic returns we use the $t$-copula dependence structure and marginals following the generalized hyperbolic distribution. Exact calculation of the tail-loss probabilities is not possible and even simulation leads to challenging numerical problems. Applying a new numerical inversion method for the generation of the marginals and importance sampling with carefully selected mean shift we develop an efficient simulation algorithm. Numerical results for a variety of realistic portfolio examples show an impressive performance gain. (author´s abstract)
Series: Research Report Series / Department of Statistics and Mathematics
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Breitsch, Brian W. "Linear Combinations of GNSS Phase Observables to Improve and Assess TEC Estimation Precision." Thesis, Colorado State University, 2018. http://pqdtopen.proquest.com/#viewpdf?dispub=10604719.

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One of the principal observations derived from GNSS (Global Navigation Satellite Systems) signals is ionospheric total electron content (TEC), which is a measure of the density of free electrons (i.e. ionosphere plasma density) integrated along the signal path. TEC is typically computed using the difference of dual-frequency signals from a GNSS satellite, thereby taking advantage of the frequency dispersive effects of ionosphere plasma on microwave-band propagation. However, it is difficult to distinguish between the ionosphere and other frequency-dependent effects, such as multipath and satellite antenna phase effects. Newly available triple-frequency GNSS signals allow computation of geometry-ionosphere-free combinations (GIFC) that specifically highlight the impact of residual errors from these effects. This work aims to: 1) introduce a framework for choosing linear estimator coefficients for GNSS parameters, 2) use this system to derive triple-frequency TEC estimator and GIFC coefficients, 3) introduce and summarize typical GIFC signals from real triple-frequency GPS data, 4) highlight the various frequency-dispersive effects that pervade these signals, and 5) use statistics from GIFC signals to assess the impact of error residuals on TEC estimates made using GPS signals.

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Knapp, Bettina, and Lars Kaderali. "Reconstruction of Cellular Signal Transduction Networks Using Perturbation Assays and Linear Programming." Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2014. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-127239.

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Perturbation experiments for example using RNA interference (RNAi) offer an attractive way to elucidate gene function in a high throughput fashion. The placement of hit genes in their functional context and the inference of underlying networks from such data, however, are challenging tasks. One of the problems in network inference is the exponential number of possible network topologies for a given number of genes. Here, we introduce a novel mathematical approach to address this question. We formulate network inference as a linear optimization problem, which can be solved efficiently even for large-scale systems. We use simulated data to evaluate our approach, and show improved performance in particular on larger networks over state-of-the art methods. We achieve increased sensitivity and specificity, as well as a significant reduction in computing time. Furthermore, we show superior performance on noisy data. We then apply our approach to study the intracellular signaling of human primary nave CD4+ T-cells, as well as ErbB signaling in trastuzumab resistant breast cancer cells. In both cases, our approach recovers known interactions and points to additional relevant processes. In ErbB signaling, our results predict an important role of negative and positive feedback in controlling the cell cycle progression.
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Knapp, Bettina, and Lars Kaderali. "Reconstruction of Cellular Signal Transduction Networks Using Perturbation Assays and Linear Programming." Public Library of Science, 2013. https://tud.qucosa.de/id/qucosa%3A27289.

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Perturbation experiments for example using RNA interference (RNAi) offer an attractive way to elucidate gene function in a high throughput fashion. The placement of hit genes in their functional context and the inference of underlying networks from such data, however, are challenging tasks. One of the problems in network inference is the exponential number of possible network topologies for a given number of genes. Here, we introduce a novel mathematical approach to address this question. We formulate network inference as a linear optimization problem, which can be solved efficiently even for large-scale systems. We use simulated data to evaluate our approach, and show improved performance in particular on larger networks over state-of-the art methods. We achieve increased sensitivity and specificity, as well as a significant reduction in computing time. Furthermore, we show superior performance on noisy data. We then apply our approach to study the intracellular signaling of human primary nave CD4+ T-cells, as well as ErbB signaling in trastuzumab resistant breast cancer cells. In both cases, our approach recovers known interactions and points to additional relevant processes. In ErbB signaling, our results predict an important role of negative and positive feedback in controlling the cell cycle progression.
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Vrillet, Guerric. "Non-linear spectroscopy of biologically active surfaces : application to DNA and immuno-assays." Thesis, Robert Gordon University, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.395750.

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Book, Emil, and Linus Ekelöf. "A Multiple Linear Regression Model To Assess The Effects of Macroeconomic Factors On Small and Medium-Sized Enterprises." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254298.

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Small and medium-sized enterprises (SMEs) have long been considered the backbone in any country’s economy for their contribution to growth and prosperity. It is therefore of great importance that the government and legislators adopt policies that optimise the success of SMEs. Recent concerns of an impending recession has made this topic even more relevant since small companies will have greater difficulty withstanding such an event. This thesis will focus on the effects of macroeconomic factors on SMEs in Sweden, with the usage of multiple linear regression. Data was collected for a 10 year period, from 2009 to 2019 at a monthly interval. The end result was a five variable model with an coefficient of determination of 98%.
Små- och medelstora företag (SMEs) har länge varit ansedda som en av de viktigaste komponenterna i ett lands ekonomi, främst för deras bidrag till tillväxt och framgång. Det är därför mycket viktigt att regeringar och lagstiftare för en politik som främjar SMEs optimala tillväxt. Flera år av högkonjunktur och oro över kommande lågkonjunktur har gjort detta ämne ytterst relevant då små företag är de som kommer att drabbas värst av en svårare ekonomisk tillvaro. Denna rapport använder multipel linjär regression för att utvärdera effekterna av olika makroekonomiska faktorer på SMEs i Sverige. Data har insamlats månadsvis för en 10 årsperiod mellan 2009 till 2010. Resultatet blev en modell med fem variabler och en förklaringsgrad på 98%.
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Santella, Giuseppe. "Valorizzazione energetica di una linea di decompressione gas in assetto cogenerativo." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2019.

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Il gas naturale è per eccellenza il combustibile di transizione verso una nuova visione dell’energia, che ci traghetterà verso una diminuzione dei consumi di combustibili fossili e di emissioni in aria di anidride carbonica. Affinché si possa trasportare il gas per lunghe distanze, è necessario comprimerlo ad elevate pressioni e l’energia spesa, che non interessa l’utente finale ma che viene pagata, tutt’oggi è dissipata attraverso dei semplici processi di laminazione che richiedono il preriscaldamento del gas per evitare la formazione di idrati, pericolosi per le utenze a valle delle centrali di riduzione. Il salto di pressione può essere sfruttato utilizzando un sistema di turbo-espansione affinché si possa recuperare l’energia meccanica e quindi elettrica attraverso dei generatori collegati all’albero. In questo caso è previsto un sistema di riscaldamento più articolato delle attuali configurazioni. Questa tesi presenta una simulazione di un modello in grado di analizzare il processo appena descritto, valutando gli aspetti energetici ed economici, garantendo la possibilità di ottenere i benefici della normativa CAR. In particolare, sono state confrontate tre differenti configurazioni per il riscaldamento del gas all’ingresso degli stadi di espansione, una caldaia a gas naturale adibita al riscaldamento del metano per la sola espansione, una caldaia in assetto cogenerativo con produzione di calore utile ed un gruppo di cogenerazione applicate ad un caso reale. Si sono ottenuti risparmi annui di energia primaria notevoli per gli ultimi due scenari e una considerevole diminuzione di emissione di anidride carbonica. In fine si è valutato il potenziale recupero energetico che si otterrebbe se ogni impianto industriale e di produzione elettrica del Paese fosse fornito di un sistema simile a quello analizzato nello studio, arrivando a calcolare l’eventuale energia primaria risparmiata e il contributo all’efficientamento energetico.
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Books on the topic "Linear Assets"

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R, Salkin G., ed. The management of corporate financial assets: Applications of mathematical programming models. London: Academic Press, 1987.

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Heston, Steven L. Testing approximate linear asset pricing models. New Haven, CT: Yale University, School ofOrganization and Management, 1992.

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Marohn, Christina A. Stochastische mehrstufige lineare Programmierung im Asset- & -Liability-Management. Bern: P. Haupt, 1998.

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Michaeloudis, Androulla. Studies in the application of the linear structural relation to method comparison studies of biochemical assays. London: North East London Polytechnic, 1986.

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David, Carlson, ed. Linear algebra gems: Assets for undergraduate mathematics. [Washington, DC]: Mathematical Association of America, 2002.

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Linear Algebra Gems: Assets for Undergraduate Mathematics (Notes Series, Volume 59). Mathematical Assn of America, 2002.

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Back, Kerry E. Dynamic Asset Pricing. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0010.

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The distinction between conditional and unconditional factor pricing models is explained. The conditional CAPM implies that unconditional risk premia are linear in the expected beta and the beta of the beta. The CCAPM and ICAPM are derived as approximate relations in discrete time. Testing conditional models is equivalent to unconditional tests of pricing for managed portfolios. The Gordon growth model is derived, assuming that dividend growth and the single‐period SDF are IID over time. The equity premium and risk‐free rate puzzles are derived from the Gordon growth model with a CRRA investor and lognormal consumption growth. The Campbell‐Shiller linearization implies that dividend yields predict either future returns or future dividend growth.
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Ahmad, Nazihah, Hawa Ibrahim, and Maznah Mat Kasim. Matrices and linear systems. UUM Press, 2018. http://dx.doi.org/10.32890/9789672064794.

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This book is suitable as a first course for undergraduate students.Matrices and Linear Systems presents the fundamentals of linear algebra. It focuses on the computational part of the linear algebra course.It helps students to have sufficient proficiency to overcome their initial anxiety in reading and writing simple mathematical proofs in a more theoretical part of the course later.Basic concepts are presented along with sufficient computational examples which allow students to follow through the step-by-step solutions at their own pace.Supplementary exercises are included at the end of most chapters, so that students can assess their understanding for the entire corresponding chapter.There is also a guidance in the use of the Microsoft EXCEL software in solving the computational exercises in the last chapter. As a whole, this book serves as an additional self-study aid and will extend students learning process beyond the limitations of a classroom.
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1945-, Salomons W., and Stigliani William M, eds. Biogeodynamics of pollutants in soils and sediments: Risk asses[s]ment of delayed and non-linear responses. Berlin: Springer-Verlag, 1995.

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Michaeloudis, Androulla. Studies in the application of the linear structural relation to method comparison studiesof biochemical assays. NELP, 1986.

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Book chapters on the topic "Linear Assets"

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Sun, Yong, Lin Ma, Warwick Robinson, Michael Purser, Avin Mathew, and Colin Fidge. "Renewal Decision Support for Linear Assets." In Engineering Asset Management and Infrastructure Sustainability, 885–99. London: Springer London, 2012. http://dx.doi.org/10.1007/978-0-85729-493-7_68.

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Sun, Y., C. Fidge, and L. Ma. "Optimizing Preventive Maintenance Strategies for Linear Assets." In Lecture Notes in Mechanical Engineering, 91–102. London: Springer London, 2013. http://dx.doi.org/10.1007/978-1-4471-4993-4_9.

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Wang, Taiji, Weiyi Liu, and Zhuyu Li. "Fuzzy Double Linear Regression of the Financial Assets Yield." In Communications in Computer and Information Science, 59–62. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-02298-2_9.

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Vilar-Zanón, José Luis, and Olivia Peraita-Ezcurra. "Pricing Illiquid Assets by Entropy Maximization Through Linear Goal Programming." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 513–18. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89824-7_91.

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Prevezianou, Maria F. "WannaCry as a Creeping Crisis." In Understanding the Creeping Crisis, 37–50. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-70692-0_3.

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AbstractThis chapter deepens our understanding of cyber crises with the help of the creeping crisis concept. The chapter shows that although emerging technologies make malicious activities in cyberspace more sophisticated, vulnerabilities enabling such threats have been inherent in cyber assets for a very long time in the form of creeping crises. The question is: was WannaCry the acute crisis or just a precursor event to a bigger explosion? It is argued that the WannaCry ransomware attack in 2017 should be considered a wake-up call. The chapter demonstrates how the cyber threat was lurking in the background, gradually evolving in time and space in a non-linear fashion and receiving varying levels of attention.
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Madankumar, Sakthivel. "A Classification Algorithm Based on Linear Regression and Linear Programming for Predicting the Breast Cancer." In Asset Analytics, 139–57. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-2774-3_7.

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Castagnoli, Erio, and Marco Li Calzi. "Linear Gears for Asset Pricing." In Contributions to Management Science, 33–44. Heidelberg: Physica-Verlag HD, 1993. http://dx.doi.org/10.1007/978-3-642-95900-4_4.

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McGregor, John D. "The Many Paths to Quality Core Assets." In Software Product Lines: Going Beyond, 502. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-15579-6_50.

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Ahuja, Anjali, and Anamika Jain. "Study of FM/FM(FM)/1/L Queue with Server Startup Under Threshold N-Policy Using Parametric Non-linear Programming Method." In Asset Analytics, 51–79. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-3643-4_5.

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Wilhelm, Jochen E. M. "The Linear Structure of Capital Asset Pricing Models." In Lecture Notes in Economics and Mathematical Systems, 3–39. Berlin, Heidelberg: Springer Berlin Heidelberg, 1985. http://dx.doi.org/10.1007/978-3-642-50094-7_2.

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Conference papers on the topic "Linear Assets"

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Shelton, Rebecca, and Steven Sheets. "Tactical Asset Management Plans for Linear Assets." In Pipelines 2014. Reston, VA: American Society of Civil Engineers, 2014. http://dx.doi.org/10.1061/9780784413692.144.

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Maletič, Damjan, Viktor Lovrenčič, Nenad Gubenjak, Yury Tsimberg, Nuno Marques de Almeida, Ana Lovrenčič, and Matjaž Maletič. "Linear Asset Management: a Case Study of Overhead Transmission Lines." In Values, Competencies and Changes in Organizations. University of Maribor Press, 2021. http://dx.doi.org/10.18690/978-961-286-442-2.40.

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Linear assets are defined as assets whose length plays a critical role in their maintenance Linear asset owners strive to optimize the value and performance of each asset throughout its lifecycle while meeting all of safety, reliability, quality, performance, and regulatory compliance requirements... A case study is used to present the implementation of linear asset management practices for overhead transmission lines (OHTL). More specifically, the purpose of this paper is to propose an Asset Health Index (AHI) for OHTL using a condition-based method and discuss some other monitoring methods (e.g., robot LineVue with non-destructive in-situ inspection technology for conductors and an integral online approach to ensure tower and conductor integrity - OTLM device and strain gauges). In addition, various issues, and challenges for managing linear assets are also discussed.
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Sun, Yong, Colin Fidge, and Lin Ma. "Reliability prediction of long-lived linear assets with incomplete failure data." In 2011 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering (ICQR2MSE). IEEE, 2011. http://dx.doi.org/10.1109/icqr2mse.2011.5976585.

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Tang, Zao, Junyong Liu, Yafei Yang, Lei Wu, Youbo Liu, and Jichun Liu. "Tight Mixed-Integer Linear Programming Formulation for Energy Storage Assets in NCUC Problem." In 2019 IEEE Power & Energy Society General Meeting (PESGM). IEEE, 2019. http://dx.doi.org/10.1109/pesgm40551.2019.8973699.

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Wang Zhihao, Wang Wei, and Gu Zhengbing. "Multi-linear regression model of Fixed Assets Investment in Heilongjiang Province in China." In 2010 Chinese Control and Decision Conference (CCDC). IEEE, 2010. http://dx.doi.org/10.1109/ccdc.2010.5498699.

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Deng, Xue, Rongjun Li, Xue Deng, and Yanchun Wan. "Linear Efficacy Method for a Portfolio Selection with Bounded Assets Based on Possibility Theory." In 2009 Fourth International Conference on Computer Sciences and Convergence Information Technology. IEEE, 2009. http://dx.doi.org/10.1109/iccit.2009.183.

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Bian, Steve, and Brian McDermott. "DC Water at Work: Optimal Risk Management of Construction Close to Buried Linear Assets." In Pipelines 2019. Reston, VA: American Society of Civil Engineers, 2019. http://dx.doi.org/10.1061/9780784482490.048.

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Vanrenterghem, A., and P. Kraft. "Using Big Data and Cutting Edge Tools to Optimize the Sustainability of Linear Buried Water Assets." In International Conference on Sustainable Infrastructure 2017. Reston, VA: American Society of Civil Engineers, 2017. http://dx.doi.org/10.1061/9780784481219.036.

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Karagiannis, Georgios, Stamatios Amanatiadis, and Evdoxios Mimis. "Accurate motion plan of ultrasonic linear array transducer for non-destructive 3D endoscopy of iconic cultural heritage assets." In 2019 IEEE International Conference on Imaging Systems and Techniques (IST). IEEE, 2019. http://dx.doi.org/10.1109/ist48021.2019.9010447.

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Swan, Mark, and Rick Ranalli. "Corrosion Control Strategies to Protect Linear Assets: Dundas Street Sanitary Sewer and Forcemain Project, Oakville in the Region of Halton, Ontario, Canada." In Pipelines 2014. Reston, VA: American Society of Civil Engineers, 2014. http://dx.doi.org/10.1061/9780784413692.018.

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Reports on the topic "Linear Assets"

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Bergey, John, Liam O'Brien, and Dennise Smith. Mining Existing Assets for Software Product Lines. Fort Belvoir, VA: Defense Technical Information Center, May 2000. http://dx.doi.org/10.21236/ada378147.

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McGregor, John D. The Evolution of Product Line Assets. Fort Belvoir, VA: Defense Technical Information Center, June 2003. http://dx.doi.org/10.21236/ada418409.

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O'Brien, Liam, and Dennis Smith. MAP and OAR Methods: Techniques for Developing Core Assets for Software Product Lines from Existing Assets. Fort Belvoir, VA: Defense Technical Information Center, April 2002. http://dx.doi.org/10.21236/ada403805.

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Hansen, Lars Peter, and Kenneth Singleton. Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors. Cambridge, MA: National Bureau of Economic Research, March 1997. http://dx.doi.org/10.3386/t0086.

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Riveros, Guillermo, Felipe Acosta, Reena Patel, and Wayne Hodo. Computational mechanics of the paddlefish rostrum. Engineer Research and Development Center (U.S.), September 2021. http://dx.doi.org/10.21079/11681/41860.

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Purpose – The rostrum of a paddlefish provides hydrodynamic stability during feeding process in addition to detect the food using receptors that are randomly distributed in the rostrum. The exterior tissue of the rostrum covers the cartilage that surrounds the bones forming interlocking star shaped bones. Design/methodology/approach – The aim of this work is to assess the mechanical behavior of four finite element models varying the type of formulation as follows: linear-reduced integration, linear-full integration, quadratic-reduced integration and quadratic-full integration. Also presented is the load transfer mechanisms of the bone structure of the rostrum. Findings – Conclusions are based on comparison among the four models. There is no significant difference between integration orders for similar type of elements. Quadratic-reduced integration formulation resulted in lower structural stiffness compared with linear formulation as seen by higher displacements and stresses than using linearly formulated elements. It is concluded that second-order elements with reduced integration and can model accurately stress concentrations and distributions without over stiffening their general response. Originality/value – The use of advanced computational mechanics techniques to analyze the complex geometry and components of the paddlefish rostrum provides a viable avenue to gain fundamental understanding of the proper finite element formulation needed to successfully obtain the system behavior and hot spot locations.
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Downard, Alicia, Stephen Semmens, and Bryant Robbins. Automated characterization of ridge-swale patterns along the Mississippi River. Engineer Research and Development Center (U.S.), April 2021. http://dx.doi.org/10.21079/11681/40439.

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The orientation of constructed levee embankments relative to alluvial swales is a useful measure for identifying regions susceptible to backward erosion piping (BEP). This research was conducted to create an automated, efficient process to classify patterns and orientations of swales within the Lower Mississippi Valley (LMV) to support levee risk assessments. Two machine learning algorithms are used to train the classification models: a convolutional neural network and a U-net. The resulting workflow can identify linear topographic features but is unable to reliably differentiate swales from other features, such as the levee structure and riverbanks. Further tuning of training data or manual identification of regions of interest could yield significantly better results. The workflow also provides an orientation to each linear feature to support subsequent analyses of position relative to levee alignments. While the individual models fall short of immediate applicability, the procedure provides a feasible, automated scheme to assist in swale classification and characterization within mature alluvial valley systems similar to LMV.
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Oberle, William F. Autonomous Identification of Vertical Lines in Video Images to Assist in UGV Cover and Concealment. Fort Belvoir, VA: Defense Technical Information Center, November 2004. http://dx.doi.org/10.21236/ada428169.

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Olson, N. J., and T. E. Meier. Meier associates and Pacific Northwest Laboratory staff exchange: Transfer of corrosion monitoring expertise to assess and develop in-line inspection tools for corrosion control. Office of Scientific and Technical Information (OSTI), April 1995. http://dx.doi.org/10.2172/69129.

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Zamenian, Hamed, and Dulcy M. Abraham. Installation and Maintenance of Raised Pavement Markers at State Transportation Agencies: Synthesis of Current Practices. Purdue University, 2020. http://dx.doi.org/10.5703/1288284317135.

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Although raised pavement markers (RPMs) have been widely applied by the Indiana Department of Transportation (INDOT), there have been multiple cases where snowplowing activities have damaged pavements as well as the raised pavement markers on INDOT’s roadway assets. Dislodged raised pavement markers could reduce the design life of pavements because they leave openings for water and debris to infiltrate through pavement section. Interviews with INDOT personnel indicated that the proper installation of the markers and careful attention to the tooling of the center line of the concrete pavements could alleviate this problem. To explore issues related to the proper installation of RPMs, this study (INDOT/JTRP SPR 4318) was launched by the Indiana Department of Transportation (INDOT)/Joint Transportation Program (JTRP) to develop a synthesis of current practices on installation and maintenance of raised pavement markers at State Transportation Agencies (STAs) in the U.S. The study was conducted using a qualitative exploratory approach focusing on the review of current practices in installation and maintenance of raised pavement markers among STAs. Survey analysis and focused interviews with personnel from STAs, along with reviews of documents provided by STAs were the avenues used for data collection in this project.
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Paternesi Meloni, Walter, Davide Romaniello, and Antonella Stirati. On the Non-Inflationary effects of Long-Term Unemployment Reductions. Institute for New Economic Thinking Working Paper Series, April 2021. http://dx.doi.org/10.36687/inetwp156.

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The paper critically examines the New Keynesian explanation of hysteresis based on the role of long-term unemployment. We first examine its analytical foundations, according to which rehiring long-term unemployed individuals would not be possible without accelerating inflation. Then we empirically assess its validity along two lines of inquiry. First, we investigate the reversibility of long-term unemployment. Then we focus on episodes of sustained long-term unemployment reductions to check for inflationary effects. Specifically, in a panel of 25 OECD countries (from 1983 to 2016), we verify by means of local projections whether they are associated with inflationary pressures in a subsequent five-year window. Two main results emerge: i) the evolution of the long-term unemployment rate is almost completely synchronous with the dynamics of the total unemployment rate, both during downswings and upswings; ii) we do not find indications of accelerating or persistently higher inflation during and after episodes of strong declines in the long-term unemployment rate, even when they occur in country-years in which the actual unemployment rate was estimated to be below a conventionally estimated Non-Accelerating Inflation Rate of Unemployment (NAIRU). Our results call into question the role of long-term unemployment in causing hysteresis and provide support to policy implications that are at variance with the conventional wisdom that regards the NAIRU as an inflationary barrier.
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