Relevant bibliographies by topics / Time series momentum

Contents

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

Academic literature on the topic 'Time series momentum'

Author: Grafiati
Published: 4 June 2021
Last updated: 27 July 2025

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Journal articles on the topic "Time series momentum"

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Handley, Nicholas J. "Time Series Momentum." CFA Digest 42, no. 3 (2012): 179–81. http://dx.doi.org/10.2469/dig.v42.n3.47.

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Moskowitz, Tobias J., Yao Hua Ooi, and Lasse Heje Pedersen. "Time series momentum." Journal of Financial Economics 104, no. 2 (2012): 228–50. http://dx.doi.org/10.1016/j.jfineco.2011.11.003.

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Shen, Dehua, Andrew Urquhart, and Pengfei Wang. "Bitcoin intraday time series momentum." Financial Review 57, no. 2 (2021): 319–44. http://dx.doi.org/10.1111/fire.12290.

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He, Xue-Zhong, and Kai Li. "Profitability of time series momentum." Journal of Banking & Finance 53 (April 2015): 140–57. http://dx.doi.org/10.1016/j.jbankfin.2014.12.017.

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Borgards, Oliver. "Dynamic time series momentum of cryptocurrencies." North American Journal of Economics and Finance 57 (July 2021): 101428. http://dx.doi.org/10.1016/j.najef.2021.101428.

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Chevallier, Julien, and Florian Ielpo. "“Time series momentum” in commodity markets." Managerial Finance 40, no. 7 (2014): 662–80. http://dx.doi.org/10.1108/mf-11-2013-0322.

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Purpose – The purpose of this paper is to contain an empirical application of the concept of “time series momentum” – as developed by Moskowitz et al. (2012) – to commodity markets with daily data during 1995-2012. Design/methodology/approach – The paper applies the new concept of “time series momentum” to the sphere of commodity markets. Findings – The paper extends the results previously obtained by Moskowitz et al. (2012) to a second category labeled “breakout strategy.” Research limitations/implications – Further management strategies can be elaborated for investment management purposes, b
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Kim, Abby Y., Yiuman Tse, and John K. Wald. "Time series momentum and volatility scaling." Journal of Financial Markets 30 (September 2016): 103–24. http://dx.doi.org/10.1016/j.finmar.2016.05.003.

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Huang, Dashan, Jiangyuan Li, Liyao Wang, and Guofu Zhou. "Time series momentum: Is it there?" Journal of Financial Economics 135, no. 3 (2020): 774–94. http://dx.doi.org/10.1016/j.jfineco.2019.08.004.

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Hutchinson, Mark C., and John O'Brien. "Time series momentum and macroeconomic risk." International Review of Financial Analysis 69 (May 2020): 101469. http://dx.doi.org/10.1016/j.irfa.2020.101469.

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Lee, Minkyu. "A Study on Time Series Momentum and Technical Analysis." Dongguk Business Research Institute 46, no. 1 (2024): 23–50. http://dx.doi.org/10.55685/bcr.2024.46.1.23.

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This study comprehensively analyzes time series momentum and moving average strategies for the Korean stock market. The results of the empirical analysis are as follows. The correlation coefficients between the returns of time series momentum and moving average strategies are on average above 0.8, indicating that the two strategies are closely related. When calculating risk-adjusted returns and abnormal returns, Sharpe ratios and Jensen alphas were generally higher for the moving average strategy compared to the time series momentum strategy. Decomposing the difference in returns between time-
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Dissertations / Theses on the topic "Time series momentum"

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Gjinaj, Melsi <1988&gt. "Stochastic models for time series momentum." Master's Degree Thesis, Università Ca' Foscari Venezia, 2020. http://hdl.handle.net/10579/17585.

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This thesis examines the performance of the trend-following strategies known as absolute momentum strategies. In particular, I will examine the “Times-series momentum” strategy. First, I will investigate, analyzing different asset classes, if this strategy is still persistent in today’s market. Second, the portfolio strategy will be tested looking at different lookback periods and testing for different predictability horizons in order to investigate if there is a different and time-varying predictability horizon across the asset classes.
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Lockhart-Ross, Simon. "Cross-sectional and time-series momentum on the JSE." Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/20816.

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This research report documents multiple accounts of past return-based momentum strategies employed on South African-listed equities over the period 2002.02-2015.05. Two cross-sectional momentum approaches-strategies that go long (short) in assets with relative formation period out performance (underperformance) of peer stocks to make the winner (loser) portfolio-and four time-series approaches-strategies that go long (short) in assets with formation period outperformance (underperformance) of a hurdle rate to make the winner (loser) portfolio-are employed in this report. This report finds that
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Ljung, Carolina, and Maria Svedberg. "A Study of Momentum Effects on the Swedish Stock Market using Time Series Regression." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228996.

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This study investigates if momentum effects can be found on the Swedish stock market by testing a cross-sectional momentum strategy on historical data. To explain the results mathematically, a second approach, involving time series regression for predicting future returns is introduced and thereby extends the cross-sectional theory. The result of the study shows that momentum effects through the cross-sectional strategy exist on the Swedish stock market. Although positive return is found, the time series regression do not give any significance for predicting future returns. Hence, there is a c
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Schoeman, Cornelius Etienne. "Enhancing a value portfolio with price acceleration momentum." Diss., University of Pretoria, 2012. http://hdl.handle.net/2263/22827.

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Value shares are notorious for remaining stagnant for extended periods of time, forcing value investors to remain locked in their investments often for excessive periods. This research study applied the price acceleration momentum indicator of Bird and Casavecchia (2007) on a value portfolio with the objective of improving the timing of value share acquisitions.A time series study was conducted, taking into account the top 160 JSE shares over the period 1 January 1985 to 31 August 2012. A price acceleration momentum indicator was applied to enhance a value portfolio formed on the basis of book
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Baltas, Akindynos-Nikolaos. "Cross-sectional and time-series momentum in equity and futures markets : trading strategies and the role of correlation risk." Thesis, Imperial College London, 2011. http://hdl.handle.net/10044/1/9131.

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The purpose of the thesis is to investigate momentum trading strategies in equity and futures markets and to explore the links between momentum profitability and the equity market correlation of the economy. The first topic focuses on cross-sectional equity momentum patterns by modeling a stock’s price path as the interaction between a long-term growth component and a number of fluctuating price components that oscillate around the long-term trend at various distinct frequencies. Based on this specification, the dependence of momentum profitability on the asset price response to oscillations a
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Vosilov, Rustam, and Nicklas Bergström. "Cross-Section of Stock Returns: : Conditional vs. Unconditional and Single Factor vs. Multifactor Models." Thesis, Umeå University, Umeå School of Business, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-34898.

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<p>The cross-sectional variation of stock returns used to be described by the Capital Asset Pricing Model until the early 90‟s. Anomalies, such as, book-to-market effect and small firm effect undermined CAPM‟s ability to explain stock returns and Fama & French (1992) have shown that simple firm attributes, like, firm size and book-to-market value can explain the returns far better than Beta. Following Fama & French many other researchers examine the explanatory powers of CAPM and other asset pricing models. However, most of those studies use US data. There are some researches done in different
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Lundström, Christian. "On the returns of trend-following trading strategies." Licentiate thesis, Umeå universitet, Nationalekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-132914.

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Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. We present an ORB strategy based on normally distributed returns to identify such days and find that our ORB trading strategy result in significantly higher returns than zero as well as an increased success rate in relation to a fair game. The characteristics of such an approach over conventional statistical tests is that it invo
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Li, Yuyi. "Empirical likelihood with applications in time series." Thesis, University of Manchester, 2011. https://www.research.manchester.ac.uk/portal/en/theses/empirical-likelihood-with-applications-in-time-series(29c74808-f784-4306-8df9-26f45b30b553).html.

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This thesis investigates the statistical properties of Kernel Smoothed Empirical Likelihood (KSEL, e.g. Smith, 1997 and 2004) estimator and various associated inference procedures in weakly dependent data. New tests for structural stability are proposed and analysed. Asymptotic analyses and Monte Carlo experiments are applied to assess these new tests, theoretically and empirically. Chapter 1 reviews and discusses some estimation and inferential properties of Empirical Likelihood (EL, Owen, 1988) for identically and independently distributed data and compares it with Generalised EL (GEL), GMM
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Purutcuoglu, Vilda. "Unit Root Problems In Time Series Analysis." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/2/12604701/index.pdf.

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In time series models, autoregressive processes are one of the most popular stochastic processes, which are stationary under certain conditions. In this study we consider nonstationary autoregressive models of order one, which have iid random errors. One of the important nonstationary time series models is the unit root process in AR (1), which simply implies that a shock to the system has permanent effect through time. Therefore, testing unit root is a very important problem. However, under nonstationarity, any estimator of the autoregressive coefficient does not have a known exact distribut
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Neslihanoglu, Serdar. "Validating and extending the two-moment capital asset pricing model for financial time series." Thesis, University of Glasgow, 2014. http://theses.gla.ac.uk/5658/.

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This thesis contributes to the ongoing discussion about the financial and statistical modelling of returns on financial stock markets. It develops the asset pricing model concept which has received continuous attention for almost 50 years in the area of finance, as a method by which to identify the stochastic behaviour of financial data when making investment decisions, such as portfolio choices, and determining market risk. The best known and most widely used asset pricing model detailed in the finance literature is the Two-Moment Capital Asset Pricing Model (CAPM) (consistent with the Linear
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Books on the topic "Time series momentum"

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Hall, Alastair R. Generalized Method of Moments. Oxford University Press, Incorporated, 2004.

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Hall, Alastair R. Generalized Method of Moments: Advanced Texts in Econometrics. Oxford University Press, 2005.

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Currie, Philip J. A Moment In Time With Sinosauropteryx (A Moment In Time Series). Red Deer Press, 1999.

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Fishel, Ruth. Take Time for Yourself (Meditative Moments Series). Hci, 1992.

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Gentry, Caron E. Love in Political Times. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190901264.003.0002.

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This chapter delineates the continued relevance and necessity of Christian realism in political and international theology. Of particular importance is how Christian realism understands the fallible nature of human beings, their propensity to seek power, and how justice serves to contain (human) power. The chapter, however, will also explore in depth the two pivotal moments within Niebuhr’s own theology that has prevented Christian realism from being taken further. The first is when Niebuhr abandons love as an ordering principle. The second is when Niebuhr articulated the “moment of anxiety,”
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Books, Honor. Tea Time With God ("Quiet Moments With God" Devotional Series). Honor Books, 1998.

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Mitch, Ney. Moments of Moments Infinite, the Memory Series #4: A Pride and Prejudice Time Travel Tale. Melange Books, LLC, 2020.

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Taking Time for Tea: Quiet Moments and Simple Pleasures (Self-Indulgence Series). Storey Publishing, LLC, 2004.

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Short on Time, Long on Learning: Activities for Those Teachable Moments (Professional Growth Series). Linworth Publishing, 2000.

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Anheier, Helmut K., Matthias Haber, and Mark A. Kayser, eds. Governance Indicators. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198817062.001.0001.

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As difficult as it might seem to define governance, it appears to be that much more difficult to measure it. Since the World Bank Institute launched the Worldwide Governance Indicators in the late 1990s, the governance indicators field has flourished and experienced significant advances in terms of methodology, data coverage and quality, and policy relevance. Other major initiatives have added to a momentum that propelled research on governance indicators seen in few other academic fields in the economic and social sciences. Given these developments and the prominence and policy relevance the
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Book chapters on the topic "Time series momentum"

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Li, Xiaolu, and Xinyin Zhang. "Time Series Momentum Trading Strategy for Cryptocurrencies." In Applied Economics and Policy Studies. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-99-6441-3_17.

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Brzeziński, Aleksander, Jolanta Nastula, and Rui M. Ponte. "Oceanic excitation of the Chandler wobble using a 50-year time series of ocean angular momentum." In International Association of Geodesy Symposia. Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-662-04709-5_72.

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Yang, Haiqin, Irwin King, Laiwan Chan, and Kaizhu Huang. "Financial Time Series Prediction Using Non-fixed and Asymmetrical Margin Setting with Momentum in Support Vector Regression." In Neural Information Processing: Research and Development. Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-39935-3_18.

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Doukhan, Paul. "Moments and Cumulants." In Stochastic Models for Time Series. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-76938-7_12.

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Hansen, Lars Peter. "Generalized method of moments estimation." In Macroeconometrics and Time Series Analysis. Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230280830_13.

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Renault, Eric. "Moment–Based Estimation of Stochastic Volatility Models." In Handbook of Financial Time Series. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-71297-8_12.

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Lindner, Alexander M. "Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes." In Handbook of Financial Time Series. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-71297-8_2.

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Peters, Thomas A. "The Finite Sample Moments of OLS in Dynamic Models when Disturbances are Small." In Time Series and Econometric Modelling. Springer Netherlands, 1987. http://dx.doi.org/10.1007/978-94-009-4790-0_22.

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Maasoumi, Esfandiar. "The Approximate Moments of the 3SLS Reduced Form Estimator and a MELO Combination of OLS-3SLS for Prediction." In Time Series and Econometric Modelling. Springer Netherlands, 1987. http://dx.doi.org/10.1007/978-94-009-4790-0_23.

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Howard, Amanda, Margot Rawsthorne, Pam Joseph, Mareese Terare, Dara Sampson, and Meaghan Katrak Harris. "Emergent moments." In Social Work and Human Services Responsibilities in a Time of Climate Change. Routledge, 2022. http://dx.doi.org/10.4324/9781003146339-9.

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Conference papers on the topic "Time series momentum"

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Kazadaev, Maksim, Vitaliy Pozdnyakov, and Ilya Makarov. "Time Series Generation with GANs for Momentum Effect Simulation on Moscow Stock Exchange." In 2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr). IEEE, 2024. https://doi.org/10.1109/cifer62890.2024.10772763.

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Dai, Weidong, Peng Lou, and Jiale Yang. "Time Series Momentum Study Based on Neural Network Models and Random Forest Models." In 2024 3rd International Conference on Data Analytics, Computing and Artificial Intelligence (ICDACAI). IEEE, 2024. https://doi.org/10.1109/icdacai65086.2024.00084.

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Sukmaningsih, Emi, and Budhi Setiawan. "Effect of Deformation of the Garsela Fault and Secondary Faults on Seismic Hazards, Case Study: Pasirwangi District, Garut Regency." In Sriwijaya International Conference on Engineering and Technology 2023. Trans Tech Publications Ltd, 2025. https://doi.org/10.4028/p-q7jwq0.

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The earthquake caused by the Garsela Fault significantly damaged the infrastructure and home of residents around Pasirwangi District. This fault is in Garut Regency, West Java and is one of the primary sources of earthquakes in Garut. This study aims to calculate rate of surface deformation and interpret its causes by analyzing InSAR data from 2017 to 2021. LiCSBAS, a Python-based time-series deformation analysis program, processed InSAR data to determine fault movement attributes and sources. Geological mapping, analysis of fault kinematics and dynamics determine the characteristics and fault
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Hallgarten, Philipp, David Bethge, Ozan Özdcnizci, Tobias Grosse-Puppendahl, and Enkelejda Kasneci. "TS-MoCo: Time-Series Momentum Contrast for Self-Supervised Physiological Representation Learning." In 2023 31st European Signal Processing Conference (EUSIPCO). IEEE, 2023. http://dx.doi.org/10.23919/eusipco58844.2023.10289753.

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Mahmud, Mohammad Sultan, and Phayung Meesad. "Time series stock price prediction using recurrent error based neuro-fuzzy system with momentum." In 2014 International Electrical Engineering Congress (iEECON). IEEE, 2014. http://dx.doi.org/10.1109/ieecon.2014.6925866.

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Nori, Franco. "Parity-Time-Symmetric Optics, Extraordinary Momentum and Spin in Evanescent Waves, and the Quantum Spin Hall Effect of Light." In 2018 IEEE Photonics Society Summer Topical Meeting Series (SUM). IEEE, 2018. http://dx.doi.org/10.1109/phosst.2018.8456768.

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Schabek, Tomasz, and Nijolė Maknickienė. "INFLUENCE OF MACROECONOMIC FACTORS ON STOCK PRICES IN POLAND – CROSS SECTION AND TIME SERIES ANALYSIS." In Business and Management 2018. VGTU Technika, 2018. http://dx.doi.org/10.3846/bm.2018.54.

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The purpose of the study is to determine if the macroeconomic factors influence rates of returns from broad index of stocks in Poland. The study investigates stability of relation between macroeconomic and stock market variables in short and long time period. After running time series regressions we check if selected macro variables are still significant in cross-section of stock returns including control variables like price to book value, capitalization and momentum. The study is based on large sample of individual rates of returns and macroeconomic variables describing real sphere of the ec
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de Medeiros, Jose´ L., Andre´ L. H. Costa, Joaquim P. P. Neto, and Ofelia Q. F. Arau´jo. "A Dynamic Modeling of Pipeline Networks for Dense Compressible Fluids Tuned With Time Series of Plant Data." In 2002 4th International Pipeline Conference. ASMEDC, 2002. http://dx.doi.org/10.1115/ipc2002-27201.

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We approached a phenomenological model for dynamic simulation of large pipeline networks carrying dense compressible fluids. In a typical application, the thermodynamic condition of the fluid is slightly supercritical, temperature is near environmental levels, pressure is high and the network size reaches hundreds of kilometers. Our model relies on decomposing the network on tube and vertex contexts. In the first context, continuity and momentum equations are written for each tube, jointly with a simplified flow relationship between density and pressure. These equations are treated via a finit
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Tang, Yougang, Yan Li, Peng Xie, Xiaoqi Qu, and Bin Wang. "Dynamic Response of Spar-Type Floating Offshore Wind Turbine in Freak Wave." In ASME 2019 38th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2019. http://dx.doi.org/10.1115/omae2019-95638.

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Abstract Simulations are conducted in time domain to investigate the dynamic response of a SPAR-type floating offshore wind turbine under the scenarios with freak wave. Towards this end, a coupled aero-hydro numerical model is developed. The methodology includes a blade-element-momentum model for aerodynamics, a nonlinear model for hydrodynamics, a nonlinear restoring model of SPAR buoy, and a nonlinear algorithm for mooring cables. The OC3 Hywind SPAR-type FOWT is chosen as an example to study the dynamic response under the freak conditions, while the time series of freak wave is generated by
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Schlitz, Daniel J., Suresh V. Garimella, and Timothy S. Fisher. "Numerical Simulation of Microscale Ion-Driven Air Flow." In ASME 2003 International Mechanical Engineering Congress and Exposition. ASMEDC, 2003. http://dx.doi.org/10.1115/imece2003-41316.

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Ion-driven air flow is a novel method of pumping air at microscale dimensions using the concept of ion drag. The method employs a series of micro-fabricated electrodes to generate strong electric fields that pump unipolar ions through air. Ions collide repeatedly with neutral molecules, thus generating bulk motion of the gas. Meso-scale motion is obtained by changing the voltage of electrodes rapidly over time to create a nearly continuous force on the ions. One application of this technology involves generation of air flow through microchannels or other micro-featured surfaces to create compa
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Reports on the topic "Time series momentum"

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Cristiano-Botia, Deicy J., Manuel Dario Hernandez-Bejarano, and Mario A. Ramos-Veloza. Labor Market Indicator for Colombia (LMI). Banco de la República de Colombia, 2020. http://dx.doi.org/10.32468/be.1152.

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We construct the Labor Market Indicator (LMI) focusing on the cyclical similarities of eighteen time series from household, industrial, and opinion surveys between 2001 and 2019. The LMI summarizes the growth cycle of the labor market as defined by \cite{mintz} and is connected to the evolution of the traditional business cycle indicators as well as to that of the GDP and the Unemployment rate GAP. The evolution of the indicator provide useful information to policy makers, as it complements the characterization of expansions and turning points. Thus, improving the analysis of the current momen
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Bigorre, Sebastien P., Raymond Graham,, and Matthias Lankhorst. The Northwest Tropical Atlantic Station (NTAS): NTAS-21 Mooring Turnaround Cruise Report Cruise On Board RV Ronald H. Brown JOctober 6-25, 2022 Bridgetown, Barbados – Bridgetown, Barbados. Woods Hole Oceanographic Institution, 2023. http://dx.doi.org/10.1575/1912/66127.

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The Northwest Tropical Atlantic Station (NTAS) was established to address the need for accurate air-sea flux estimates and upper ocean measurements in a region with strong sea surface temperature anomalies and the likelihood of significant local air–sea interaction on interannual to decadal timescales. The approach is to maintain a surface mooring outfitted for meteorological and oceanographic measurements at a site near 15°N, 51°W by successive mooring turnarounds. These observations are used to investigate air–sea interaction processes related to climate variability. The NTAS Ocean Reference
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Medhurst, Marijne, Maya Conway, and Kathryn Richardson. Remote learning for students with a disability: Game changer or moment in time? Literature Review. Australian Council for Educational Research, 2022. http://dx.doi.org/10.37517/978-1-74286-683-3.

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This literature review draws from Australian and international research into the impact of remote learning for students with disability, published between March 2020 and April 2022. The literature relates to pedagogical services provided by early childhood services and schools to support students with disability, rather than therapeutic services. The social implications for students are reviewed along with educational factors, and implications for inclusion and support by schools. Following an overview of the legal and policy frameworks supporting the education of students with disability, thi
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Artuso, Filippo, Katrina Barnes, Duncan Green, and Irene Guijt. Emergent Agency in a Time of COVID-19: Research report. Oxfam GB; Atlantic Fellows for Social and Economic Equity, LSE, 2023. http://dx.doi.org/10.21201/2022.8885.

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The outbreak of the COVID-19 pandemic was an unprecedented event in the modern era. Earlier studies demonstrated how ‘critical junctures’, which comprise major historical events and emergencies, often play an essential role in social change. This paper seeks to explore whether the COVID-19 pandemic would prove to be a similar pivotal moment, and what lessons and insights we could gather for positive social change. The research set out to find key insights on how individuals, communities, and organizations in civil society were responding to the pandemic in low-income populations at the interse
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Michalski, A,, D. Andersson, R. Rossi, and C. Soriano. D7.1 DELIVERY OF GEOMETRY AND COMPUTATIONAL MODEL. Scipedia, 2021. http://dx.doi.org/10.23967/exaqute.2021.2.020.

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This document describes the industrial application, on which the developments of the project are implemented, and the CFD set-up. The developments are implemented over six analysis cases with increasing complexity starting from a 2D geometry with mean wind inflow to a 3D geometry with turbulent inflow and real-time shape optimization. The application represents the CAARC tall building model, which has served as a benchmark model for many studies since the 1970’s when it was first developed. Base moments (bending and torsional moments) of the building are extracted for validation by comparison
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Badia, S., A. Martín, J. Principe, C. Soriano, and R. Rossi. D3.1 Report on nonlinear domain decomposition preconditioners and release of the solvers. Scipedia, 2021. http://dx.doi.org/10.23967/exaqute.2021.2.021.

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This document describes the industrial application, on which the developments of the project are implemented, and the CFD set-up. The developments are implemented over six analysis cases with increasing complexity starting from a 2D geometry with mean wind inflow to a 3D geometry with turbulent inflow and real-time shape optimization. The application represents the CAARC tall building model, which has served as a benchmark model for many studies since the 1970’s when it was first developed. Base moments (bending and torsional moments) of the building are extracted for validation by comparison
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Barnes, Katrina, Irene Guijt, Duncan Green, and Filippo Artuso. Emergent Agency in a Time of COVID-19: Key takeaways for donors, INGOs and the wider sector. Oxfam GB; Atlantic Fellows for Social and Economic Equity, LSE, 2023. http://dx.doi.org/10.21201/2023.621489.

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The outbreak of the COVID-19 pandemic was an unprecedented event in the modern era. Earlier studies demonstrated how ‘critical junctures’, which comprise major historical events and emergencies, often play an essential role in social change. This paper seeks to explore whether the COVID-19 pandemic would prove to be a similar pivotal moment, and what lessons and insights we could gather for positive social change. The research set out to find key insights on how individuals, communities, and organizations in civil society were responding to the pandemic in low-income populations at the interse
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Zilberman, Mark. Good and Evil from the Point of View of Physics. Intellectual Archive, 2022. http://dx.doi.org/10.32370/iaj.2763.

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The article analyzes the concepts of "good" and "evil" from the point of view of physics. Although the physical concept of “entropy” as a measure of disorder was the first candidate who could serve as the physical basis of these ethical concepts, in fact it is not suitable for this purpose. However, the “entropic potential of the event” Z (T, A) that describes the impact of the event A that occurred in the moment T0 in the system R to the entropy of this system at the future moment T (T &gt; T0) is well suited for our analysis. The article describes methods for calculating the “entropic potent
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Lazonick, William, Philip Moss, and Joshua Weitz. The Unmaking of the Black Blue-Collar Middle Class. Institute for New Economic Thinking Working Paper Series, 2021. http://dx.doi.org/10.36687/inetwp159.

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In the decade after the Civil Rights Act of 1964, African Americans made historic gains in accessing employment opportunities in racially integrated workplaces in U.S. business firms and government agencies. In the previous working papers in this series, we have shown that in the 1960s and 1970s, Blacks without college degrees were gaining access to the American middle class by moving into well-paid unionized jobs in capital-intensive mass production industries. At that time, major U.S. companies paid these blue-collar workers middle-class wages, offered stable employment, and provided employe
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Hart, Carl, and Gregory Lyons. A tutorial on the rapid distortion theory model for unidirectional, plane shearing of homogeneous turbulence. Engineer Research and Development Center (U.S.), 2022. http://dx.doi.org/10.21079/11681/44766.

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The theory of near-surface atmospheric wind noise is largely predicated on assuming turbulence is homogeneous and isotropic. For high turbulent wavenumbers, this is a fairly reasonable approximation, though it can introduce non-negligible errors in shear flows. Recent near-surface measurements of atmospheric turbulence suggest that anisotropic turbulence can be adequately modeled by rapid-distortion theory (RDT), which can serve as a natural extension of wind noise theory. Here, a solution for the RDT equations of unidirectional plane shearing of homogeneous turbulence is reproduced. It is ass
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