The “technology bubble” in the late 1990s, financial crisis 2007/2008, and Eurozone generated significant losses across several asset classes. objective of this paper is to investigate risk premia factors such as size, value, momentum, carry, quality, low volatility their time-variant behavior. behavior these baskets has been analyzed based on different conditions: business cycle, yield curve, ...

We propose a modeling approach based on set of small-scale factor models linked together in cluster with linkages derived from Granger causality tests. GDP forecasts are produced using disaggregated across production, expenditure and income accounts. The method combines the advantages large structural macroeconomic small models, making our dynamic (CDFM) useful for large-scale model-consistent ...

this study is investigated the optimum parameters for a tuned mass damper (tmd) under the seismic excitation. shuffled complex evolution (sce) is a meta-heuristic optimization method which is used to find the optimum damping and tuning frequency ratio for a tmd. the efficiency of the tmd is evaluated by decreasing the structural displacement dynamic magnification factor (ddmf) and acceleration ...