Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Małgorzata W. Korolkiewicz"'
Publikováno v:
Policy Implications of Research in Education ISBN: 9783030768409
Learning analytics is a rapidly growing feld of research to inform the process of using data to improve learning and teaching. A common focus is to explore and develop strategies to address student learning and engagement issues at the institutional
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7b8d7c0dc9da0dab67964c066c4e3dcf
https://doi.org/10.1007/978-3-030-76841-6_8
https://doi.org/10.1007/978-3-030-76841-6_8
Technological advances have led to increasingly more data becoming available, a phenomenon known as Big Data. The volume of Big Data is to the order of zettabytes, offering the promise of valuable insights with visualisation the key to unlocking thes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6f469060335a03a85b0fa93dfe401bd9
https://doi.org/10.4018/978-1-5225-2512-7.ch005
https://doi.org/10.4018/978-1-5225-2512-7.ch005
Publikováno v:
Renewable Energy. 52:154-159
In this paper, a new method is presented for quantifying dependence in output among wind farms connected to an electricity grid. Overall stability of a grid is an important consideration. If output of wind farms is highly correlated, serious stress c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c22729cf746f5029934c8eef452740b1
https://doi.org/10.1016/j.renene.2012.09.036
https://doi.org/10.1016/j.renene.2012.09.036
Publikováno v:
Topics from Australian Conferences on Teaching Statistics ISBN: 9781493906024
The realities of large first year service courses add substantially to the challenges of creating an environment conducive to learning. Given the increased understanding of the importance of context in Statistics education, discipline relevance is a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8c2cf7abd5fa5cd84627eefdb08508e6
https://doi.org/10.1007/978-1-4939-0603-1_9
https://doi.org/10.1007/978-1-4939-0603-1_9
Publikováno v:
Stochastic Processes, Finance and Control: A Festschrift in Honor of Robert J Elliott
We propose new analytic approximations for the pricing of spread options. A spread option is an option whose payoff depends on the price spread between two underlying assets. Let S1(t) and S2(t) be the prices of the two assets. The payoff of a Europe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::59fd983988c2f28e6f060fa10fe61803
https://doi.org/10.1142/9789814383318_0011
https://doi.org/10.1142/9789814383318_0011
Titman (1985) famously applied optionality to derive the value of a vacant block of land then used as a car park at UCLA for which, in common with traditional property valuation approaches, a willing but not anxious buyer was assumed. However, what m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::50157b00a77cd8fbef0cf7951828fff8
https://hdl.handle.net/1959.8/125006
https://hdl.handle.net/1959.8/125006
Autor:
Małgorzata W. Korolkiewicz
Publikováno v:
International Journal of Stochastic Analysis, Vol 2012 (2012)
We propose a dependent hidden Markov model of credit quality. We suppose that the "true" credit quality is not observed directly but only through noisy observations given by posted credit ratings. The model is formulated in discrete time with a Marko
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fafff1e18f265660219d3989afb77125
https://hdl.handle.net/1959.8/125340
https://hdl.handle.net/1959.8/125340
The trends of solar radiation are not easy to capture and become especially hard to predict when weather conditions change dramatically, such as with clouds blocking the sun. At present, the better performing methods to forecast solar radiation are t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1883bc0c12f0fdf84127c15e2531f53e
https://hdl.handle.net/1959.8/124565
https://hdl.handle.net/1959.8/124565
This paper presents a hidden Markov model of credit quality dynamics, and highlights the use of filtering-based estimation methods for models of this kind. We suppose that the Markov chain governing the 'true' credit quality evolution is hidden in 'n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f24f0fdadf823396341910585e577410
https://hdl.handle.net/1959.8/71844
https://hdl.handle.net/1959.8/71844
Publikováno v:
International Series in Operations Research & Management Science ISBN: 9780387710815
We consider a hidden Markov model of credit quality. We assume that the credit rating evolution can be described by a Markov chain but that we do not observe this Markov chain directly. Rather, it is hidden in “noisy” observations represented by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::27416cd208b0f8730ece204ad0e6a27a
https://hdl.handle.net/1959.8/48511
https://hdl.handle.net/1959.8/48511