The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
Subcontractor selection plays a key role for the main contractor of a complex construction project. In this paper, we identify the higher partial semi-variance (HSV) of processing times to express the risk of tardiness, and propose a Mean-HSV model to provide a formal description for the subcontractor selection problem. The objective is to select the optimal combination of subcontractors to minimize...
This paper takes CSI 300 index futures as the research object, bases on actual market data, it calculates the optimal hedge ratio with VAR model, VECM model and GARCH model, analyses the hedging effectiveness, gets some corresponding results, and puts forward some recommendations for investors.
Statistical theory is used to help select a margin level. This paper present a prudent margin-setting models to protect futures positions from extreme price movement. Five methods based GARCH models to estimate the current volatility are proposed to estimate Value at risk describing the tail of the conditional or unconditional distributions of two financial return series. Using backtesting of historical...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.