Sensitivity analysis of Values at Risk

Sensitivity analysis of waters at higher risk subjected to soil contaminations

Existence of heavy minerals in waters in some regions causes serious environmental pollution and affects the soil and water resources quality. Soil and waters sensitive to pollutants were investigated in this research, based on the degree of sensitivity of their parameters. The samples obtained from industrial and agricultural areas for identifying water tables at higher risk and display region...

conditional copula-garch methods for value at risk of portfolio: the case of tehran stock exchange market

ارزش در معرض ریسک یکی از مهمترین معیارهای اندازه گیری ریسک در بنگاه های اقتصادی می باشد. برآورد دقیق ارزش در معرض ریسک موضوع بسیارمهمی می باشد و انحراف از آن می تواند موجب ورشکستگی و یا عدم تخصیص بهینه منابع یک بنگاه گردد. هدف اصلی این مطالعه بررسی کارایی روش copula-garch شرطی در برآورد ارزش در معرض ریسک پرتفویی متشکل از دو سهام می باشد و ارزش در معرض ریسک بدست آمده با روشهای سنتی برآورد ارزش د...

Sensitivity analysis for criteria values in decision making matrix of SAW method

sensitivity analysis of waters at higher risk subjected to soil contaminations

existence of heavy minerals in waters in some regions causes serious environmental pollution and affects the soil and water resources quality. soil and waters sensitive to pollutants were investigated in this research, based on the degree of sensitivity of their parameters. the samples obtained from industrial and agricultural areas for identifying water tables at higher risk and display region...

Hydraulic Parameters Sensitivity Analysis of Porous Media at Inverse Solution of Bromide Transport

Simulation of water and salt transfer in soil is very effective in managing optimal water and fertilizer use in the field. In this study, the HYDRUS-1D model was used to simulate the transfer of water and bromide in a laboratory column of soil with clay loam texture. Soil hydraulic parameters (including air entry point) α, (saturated hydraulic conductivity) ks, (residual moisture content) θr (s...