February 2023 - 28 articles
Multilabel data share important features, including label imbalance, which has a significant influence on the performance of classifiers. Because of this problem, a widely used multilabel classification algorithm, the multilabel k-nearest neighbor (M...
The paper is written to demonstrate the applicability of the notion of triangulation typically used in social sciences research to computationally enhance the mathematics education of future K-12 teachers. The paper starts with the so-called Brain Te...
This paper studies the portfolio selection problem where tradable assets are a bank account, and standard put and call options are written on the S&P 500 index in incomplete markets in which there exist bid–ask spreads and finite liquidity....
The objective of the present paper is to propose a new method to measure the recovery performance of a portfolio of non-performing loans (NPLs) in terms of recovery rate and time to liquidate. The fundamental idea is to draw a curve representing the...
Range value at risk (RVaR) is a quantile-based risk measure with two parameters. As special examples, the value at risk (VaR) and the expected shortfall (ES), two well-known but competing regulatory risk measures, are both members of the RVaR family....
Flooding events have been negatively affecting the Republic of Kazakhstan, with higher occurrence in flat parts of the country during spring snowmelt in snow-fed rivers. The current project aims to assess the flood hazard reduction capacity of Alva i...
In this paper, we develop the new extended Kumaraswamy generated (NEKwG) family of distributions. It aims to improve the modeling capability of the standard Kumaraswamy family by using a one-parameter exponential-logarithmic transformation. Mathemati...
Several studies estimate the volatility spillover effects between gold and silver returns, but none of them used the implied volatility to evaluate the long-term relationship between these two metal markets. Our paper aims to fill this gap in the exi...
Coarse-grained (CG) modeling has defined a well-established approach to accessing greater space and time scales inaccessible to the computationally expensive all-atomic (AA) molecular dynamics (MD) simulations. Popular methods of CG follow a bottom-u...
Slips and falls are among the most serious public safety hazards. Adequate friction at the shoe–floor contact is necessary to reduce these risks. In the presence of slippery fluids such as water or oil, the footwear outsole is crucial for ensur...
of 3
Get Alerted
Add your email address to receive forthcoming issues of this journal.
