We explore the performance of mixed-frequency predictive regressions for stock returns from perspective a Bayesian investor. develop constrained parameter learning approach sequential estimation allowing belief revisions. Empirically, we find that models improve predictability, not only because combination predictors with different frequencies but also due to preservation high-frequency feature...

in the prediction of quantiles of daily Standard & Poor’s 500 (S&P 500) returns we consider how to use high-frequency 5-minute data. We examine methods that incorporate the high frequency information either indirectly, through combining forecasts (using forecasts generated from returns sampled at different intraday interval), or directly, through combining high frequency information into one mo...

Often, at the time when a performance model is built, some of its input parameters are not known exactly. This can be for a variety of reasons, such as the system itself not having been completed, a benchmarking process not yet having been carried out, or that precise estimates for the parameters are very difficult to obtain. In these situations, interval values can be used to express the uncer...

This work presents the dynamic response of a pavement plate resting on a soil whose inertia is taken into account in the design of pavements by rational methods. Thus, the pavement is modeled as a thin plate with finite dimensions, supported longitudinally by dowels and laterally by tie bars. The subgrade is modeled via Pasternak-Vlasov type (three-parameter type) foundation models and the movi...

Background: Annual patient effective dose equivalent can be considered as a quantitative physical parameter describing the activities performed in each nuclear medicine department. Annual staff dose equivalent could be also considered as a parameter describing the amount of radiation risk for performing the activities. We calculated the staff to patient dose equivalent ratio to be used as a phy...

helicopter-borne electromagnetic (hem) is a fast and high resolution airborne electromagnetic (aem) method that is frequently used for imaging of the subsurface resistivity structures. this is a versatile and cost effective method, frequently has used in mineral and groundwater exploration and various environmental problems. modern frequency-domain hem systems utilize small electromagnetic, mag...

We construct a structural order parameter from the energy equipartition of normal modes of vibration to quantify the structural heterogeneity in disordered solids. The order parameter exhibits strong spatial correlations with low-temperature dynamics and local structural entropy. To characterize the role of particles with the most defective local structures identified by the order parameter, we...