Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Radu Neagu"'
Publikováno v:
Journal of Risk Model Validation. 13:79-108
Publikováno v:
Journal of Risk Model Validation. 5:49-74
Publikováno v:
The Journal of Risk Model Validation. 3:11-34
In this paper we propose a methodology for translating credit risk scores into empirical probabilities of default (PD), and then segment these measures into rating classes to obtain predefined target default rates for each class. The translation of r
Publikováno v:
Materials Science Forum. :437-444
The apparent activation energy W, the temperature Ta at which the molecular movement is assumed frozen (the relaxation time is infinitely large) and the preexponential factor t0 were determined for Nylon 11 using the data obtained by fractional polar
Autor:
Radu Neagu, Roger Hoerl
Publikováno v:
Quality and Reliability Engineering International. 21:293-309
The progression of a corporation from a status of financial stability into the status of financial distress usually happens over relatively large periods of time, raising the opportunity of identifying these ‘falling’ corporations ahead of time.
Publikováno v:
Materials Science Forum. :703-706
Autor:
Radu Neagu, Igor G. Zurbenko
Publikováno v:
Journal of the Franklin Institute. 340:103-123
We use the principle of minimum cross entropy (MCE) to build a non-parametric adaptive algorithm for smoothing the log-transformed periodogram, and construct an optimal estimate for the spectral density function of a process. We show that this estima
Publikováno v:
Key Engineering Materials. :575-578
Autor:
Igor G. Zurbenko, Radu Neagu
Publikováno v:
Journal of the Franklin Institute. 339:499-520
In this paper we are concerned with the problems of (1) tracking or estimating the unknown, time-varying instantaneous frequency (IF) of a chirp signal from a multi-component signal (we assume our multi-component signal to be formed of additive chirp
Autor:
Radu Neagu, Eugen R. Neagu
Publikováno v:
Journal of Physics D: Applied Physics. 35:2298-2303
For any elemental peak obtained by the thermally stimulated depolarization current technique, there is a relationship between the activation energy W, the pre-exponential factor τ0, the temperature of the maximum current Tm and the heating rate b. T