Long term prediction of maximum water levels and combined sewer overflow (CSO) in drainage systems are associated with large uncertainties. Especially on rainfall inputs, parameters, and assessment of return periods. This paper proposes a Monte Carlo based methodology for stochastic prediction of both maximum water levels as well as CSO volumes based on operations of the urban drainage model MO...

Gutenberg and Richter showed that magnitude-recurrence relationship may be represented by a linear relationship when the log of annual rate of exceedance was plotted against magnitude. This type of recurrence model has been in use because of its simplicity and because it fits the data reasonably well over a useful range of magnitudes of engineering interest. A quadratic log frequency relationsh...

This study aims to overcome the problem of dimensionality, accurate estimation, and forecasting Value-at-Risk (VaR) Expected Shortfall (ES) uncertainty intervals in high frequency data. A Bayesian bootstrapping backtest density forecasts, which are based on a weighted threshold quantile continuously ranked probability score, developed. Developed backtesting procedures revealed that an estimated...

This paper aims to study the effect of herding on buy and hold, momentum and contrarian strategy. In this research, the cross-sectional absolute deviation is used to identify herding behavior in twenty industries in Tehran stock market. It is observed that the down and boom periods had more industries with herding. Moreover, the weak herding is more common than the strong herding in this market...

Objective: Market anomalieschange with economic conditions, stock markets, selected samples, time periods and differences between industries. Revision of past forecasts leads to forecast error. The revisions result from new information. On the other hand, some managers slowly revise their forecasts in responding to new information. Therefore, the purpose of this research is to investigate the r...

Rivers are important water resources for human life, but sometimes cause irreparable damages. The flood plains are fertile terrains which are endangered by flood. Flood hazard mapping is one of the basic methods in flood fighting. In order to decline flood damages, the simulation of the hydraulic behavior of the rivers during flood occurrence is very important. In this study, areas that are flo...