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Fan Ding, Min Liu, Simon M. Hsiang, Peng Hu, Yuxiang Zhang and Kewang Jiang
The complexity and uncertainty of construction projects contribute to low efficiency in the construction industry. This research applied the Takt-time planning method to optimize the construction working process, and proposed a risk control framework bas...
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Weiwen Zhou, Elise Miller-Hooks and Sagar Sahasrabudhe
Increasing popularity in gig employment has enabled the use of an at-will workforce of self-contracted couriers to participate in many service industries serving urban areas. This gig workforce has come to play a particularly important role in the growin...
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Ayoub Kyoud, Cherif El Msiyah and Jaouad Madkour
The Moroccan banking system suffered a significant impact due to the extreme market conditions caused by the COVID-19 outbreak, which led to an increase in non-performance loans. This, in turn, reduced the value of banks? assets and their ability to meet...
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Pir Dino Soomro, Xianping Fu, Muhammad Aslam, Dani Elias Mfungo and Arsalan Ali
An imperative application of artificial intelligence (AI) techniques is visual object detection, and the methods of visual object detection available currently need highly equipped datasets preserved in a centralized unit. This usually results in high tr...
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Riaman, Sukono, Sudradjat Supian and Noriszura Ismail
This paper discusses the relationship between weather and rice productivity modeled using the Cobb?Douglas production function principle, with the hypothesis that rice production will increase in line with the increase in average rainfall, wind speed, an...
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Stéphane Crépey, Noureddine Lehdili, Nisrine Madhar and Maud Thomas
A major concern when dealing with financial time series involving a wide variety of market risk factors is the presence of anomalies. These induce a miscalibration of the models used to quantify and manage risk, resulting in potential erroneous risk meas...
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Katleho Makatjane and Tshepiso Tsoku
This study aims to overcome the problem of dimensionality, accurate estimation, and forecasting Value-at-Risk (VaR) and Expected Shortfall (ES) uncertainty intervals in high frequency data. A Bayesian bootstrapping and backtest density forecasts, which a...
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Joel Hinaunye Eita and Charles Raoul Tchuinkam Djemo
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets wit...
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Douglas E. Johnston
In this paper, we provide a novel Bayesian solution to forecasting extreme quantile thresholds that are dynamic in nature. This is an important problem in many fields of study including climatology, structural engineering, and finance. We utilize results...
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Brina Miftahurrohmah,Catur Wulandari,Yogantara Setya Dharmawan
Pág. 11 - 21
Background: Stock investment has been gaining momentum in the past years due to the development of technology. During the pandemic lockdown, people have invested more. One the one hand, stock investment has high potential profitability, but on the other,...
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