Search results for "PRI"

showing 10 items of 17196 documents

Optimal Dynamic Portfolio Risk Management

2016

Numerous econometric studies report that financial asset volatilities and correlations are time-varying and predictable. Over the past decade, this knowledge has stimulated increasing interest in various dynamic portfolio risk control techniques. The two basic types of risk control techniques are: risk control across assets and risk control over time. At present, the two types of risk control techniques are not implemented simultaneously. There has been surprisingly little theoretical study of optimal dynamic portfolio risk management. In this paper, the author fills this gap in the literature by formulating and solving the multi-period portfolio choice problem. In terms of dynamic portfoli…

010407 polymersEconomics and EconometricsApplication portfolio managementComputer scienceFinancial assetControl (management)Diversification (finance)01 natural sciencesSpectral risk measureAccounting0502 economics and businessEconomicsEconometricsCapital asset pricing modelChoice problemModern portfolio theoryRisk managementActuarial science050208 financebusiness.industry05 social sciencesGeneral Business Management and AccountingPortfolio risk0104 chemical sciencesReplicating portfolioRisk ControlPortfolioPortfolio optimizationbusinessFinanceThe Journal of Portfolio Management
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Joint interpretation of seismic refraction tomography and electrical resistivity tomography by cluster analysis to detect buried cavities

2020

Abstract In the last few years, the geophysical methods of seismic refraction tomography (SRT) and electrical resistivity tomography (ERT) are among the most used geophysical techniques for the reconstruction of subsoil geometries, for the investigation of underground cavities and also for the archaeological prospecting. However, the main disadvantage of each geophysical method is the difficulty of final interpretation of the data. In order to eliminate artifacts and generally improve the reliability and accuracy of geophysical interpretation, it is useful to perform a joint approach of different geophysical methods, also introducing the a priori information. In this work, it is shown the i…

010504 meteorology & atmospheric sciences010502 geochemistry & geophysics01 natural sciencesSRT ERT Joint interpretation K-means cluster analysis Modeling CavityInterpretation (model theory)GeophysicsElectrical resistivity and conductivitySettore GEO/11 - Geofisica ApplicataCluster (physics)A priori and a posterioriTomographySeismic refractionElectrical resistivity tomographyJoint (geology)GeologySeismology0105 earth and related environmental sciences
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A novel comprehensive procedure for estimating greenhouse gas emissions from water resource recovery facilities

2017

The emissions of the major greenhouse gases (GHGs), i.e. carbon dioxide (CO2), methane (CH4), and nitrous oxide (N2O) from water resource recovery facilities (WRRFs) are of increasing concern in the water industry. In order to produce useful and comparable information for monitoring, assessing, and reporting GHG emissions from WRRFs, there is a need for a generally accepted methodology for their quantification. This paper aims at proposing the first protocol for monitoring and accounting for GHG emissions from WRRFs, taking into account both direct and indirect internal emissions and focusing the attention on plant sections known to be primarily responsible for GHG emissions (i.e. oxidation…

010504 meteorology & atmospheric sciences0208 environmental biotechnologyNitrous Oxide02 engineering and technologyWastewater01 natural sciencesMethaneCarbon footprint; Methane; Nitrous oxide; Off-gas; Wastewater; Energychemistry.chemical_compoundBiogasOff-ga0105 earth and related environmental sciencesResource recoveryCarbon FootprintEnergy recoveryEnergyWaste managementSettore ICAR/03 - Ingegneria Sanitaria-AmbientaleEnvironmental engineering020801 environmental engineeringAnaerobic digestionchemistryGreenhouse gasCarbon footprintEnvironmental scienceAerationMethane
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Assessment of the Potential Evapotranspiration MODIS Product Using Ground Measurements in the Pampas

2018

Evapotranspiration is the hydrological variable of greatest relevance in the Argentina Pampas Region (APR). The estimation of potential evapotranspiration (PET) in this area becomes essential since primary productivity is directly linked to water availability. In order to evaluate the MOD16_A2 product of evapotranspiration (ET), a comparison with in situ measurements was conducted. We used ET data provided by the Oficina de Riesgo Agropecuario, corresponding to 24 stations placed in the region covering all seasons for the years 2012 to 2014. Results show an overestimation of 86% and 52% in Autumn-Winter and Spring-Summer, respectively. Mean Absolut Error (MAE) range between ±0.9 and ±2.1 mm…

010504 meteorology & atmospheric sciences0211 other engineering and technologies02 engineering and technologyLongwave radiationAtmospheric sciences01 natural sciencesTerm (time)EvapotranspirationProduct (mathematics)Range (statistics)Environmental sciencePrimary productivity021101 geological & geomatics engineering0105 earth and related environmental sciences2018 IEEE Biennial Congress of Argentina (ARGENCON)
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Beyond APAR and NPQ: Factors Coupling and Decoupling SIF and GPP Across Scales

2021

The connection between solar-induced fluorescence (SIF) and vegetation gross primary productivity is being widely investigated across spatial, temporal, and biological scales, including: a) studies at the leaf [1], [2], plant canopy [2]–[4] or satellite pixel scale [5], [6], b) temporally with studies spanning from diurnal [7] to seasonal scales [1], [3], [5], and b) biologically with studies covering various plant functional types (PFTs), e.g., crops [4], [7], deciduous [8] or evergreen forests [1], [3], in response to different sources of stress.

010504 meteorology & atmospheric sciences0211 other engineering and technologies02 engineering and technologyVegetationDecoupling (cosmology)15. Life on landEvergreenAtmospheric sciences01 natural sciencesGross primary productivityDeciduousPlant canopy021101 geological & geomatics engineering0105 earth and related environmental sciencesMathematics2021 IEEE International Geoscience and Remote Sensing Symposium IGARSS
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The 1430s: a cold period of extraordinary internal climate variability during the early Spörer Minimum with social and economic impacts in north-west…

2016

Changes in climate affected human societies throughout the last millennium. While European cold periods in the 17th and 18th century have been assessed in detail, earlier cold periods received much less attention due to sparse information available. New evidence from proxy archives, historical documentary sources and climate model simulations permit us to provide an interdisciplinary, systematic assessment of an exceptionally cold period in the 15th century. Our assessment includes the role of internal, unforced climate variability and external forcing in shaping extreme climatic conditions and the impacts on and responses of the medieval society in north-western and central Europe. Climate…

010504 meteorology & atmospheric sciences530 PhysicsStratigraphyFood prices010502 geochemistry & geophysics01 natural sciencesProxy (climate)medicineEconomic impact analysis910 Geography & travel550 Earth sciences & geology0105 earth and related environmental sciencesGlobal and Planetary Change300 Social sciences sociology & anthropologyPaleontologySubsistence agriculture15. Life on landSeasonalitymedicine.disease13. Climate actionClimatologyFamine570 Life sciences; biologyClimate modelGlobal and Planetary Change900 History
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Three X-ray Flares Near Primary Eclipse of the RS CVn Binary XY UMa

2016

We report on an archival X-ray observation of the eclipsing RS CVn binary XY UMa ($\rm P_{orb}\approx$ 0.48d). In two $\emph{Chandra}$ ACIS observations spanning 200 ks and almost five orbital periods, three flares occurred. We find no evidence for eclipses in the X-ray flux. The flares took place around times of primary eclipse, with one flare occurring shortly ($<0.125\rm P_{orb}$) after a primary eclipse, and the other two happening shortly ($<0.05\rm P_{orb}$) before a primary eclipse. Two flares occurred within roughly one orbital period ($\Delta \phi\approx1.024\rm P_{orb}$) of each other. We analyze the light curve and spectra of the system, and investigate coronal length scales both…

010504 meteorology & atmospheric sciencesAstrophysics::High Energy Astrophysical PhenomenaFOS: Physical sciencesFluxOrbital eccentricityAstrophysics01 natural scienceslaw.inventionOrb (astrology)Settore FIS/05 - Astronomia E AstrofisicalawPrimary (astronomy)0103 physical sciencesAstrophysics::Solar and Stellar Astrophysics010303 astronomy & astrophysics0105 earth and related environmental sciencesEclipseHigh Energy Astrophysical Phenomena (astro-ph.HE)PhysicsAstronomy and AstrophysicsLight curveOrbital periodstars: binariesSpace and Planetary Sciencestars: flareAstrophysics::Earth and Planetary AstrophysicsAstrophysics - High Energy Astrophysical PhenomenaFlare
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A roadmap for amphibious drilling at the Campi Flegrei caldera: insights from a MagellanPlus workshop

2019

Large calderas are among the Earth's major volcanic features. They are associated with large magma reservoirs and elevated geothermal gradients. Caldera-forming eruptions result from the withdrawal and collapse of the magma chambers and produce large-volume pyroclastic deposits and later-stage deformation related to post-caldera resurgence and volcanism. Unrest episodes are not always followed by an eruption; however, every eruption is preceded by unrest. The Campi Flegrei caldera (CFc), located along the eastern Tyrrhenian coastline in southern Italy, is close to the densely populated area of Naples. It is one of the most dangerous volcanoes on Earth and represents a key example of an acti…

010504 meteorology & atmospheric sciencesCalderasGeochemistryEnergy Engineering and Power TechnologyPyroclastic rockVolcanologyMagma chamberVolcanism010502 geochemistry & geophysics01 natural sciencesdrillingsouthern ItalycalderaCaldera14. Life underwater0105 earth and related environmental sciencesgeographygeography.geographical_feature_categoryMechanical Engineeringlcsh:QE1-996.5VolcanologyMagellanPlus workshopInternational Ocean Discovery Programlcsh:GeologyCampi Flegrei calderaVolcanoItaly13. Climate actionEruptionMagmacaldera Campi Flegrei monitopring system hydrothermal system IODPCampi FlegreiGeology
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Climate indices for the Baltic states from principal component analysis

2017

Abstract. We used principal component analysis (PCA) to derive climate indices that describe the main spatial features of the climate in the Baltic states (Estonia, Latvia, and Lithuania). Monthly mean temperature and total precipitation values derived from the ensemble of bias-corrected regional climate models (RCMs) were used. Principal components were derived for the years 1961–1990. The first three components describe 92 % of the variance in the initial data and were chosen as climate indices in further analysis. Spatial patterns of these indices and their correlation with the initial variables were analyzed, and it was detected (based on correlation coefficient between principal compon…

010504 meteorology & atmospheric sciencesCorrelation coefficientlcsh:Dynamic and structural geology0208 environmental biotechnologylcsh:QE1-996.502 engineering and technologySeasonalitymedicine.disease01 natural sciences020801 environmental engineeringLatitudelcsh:Geologylcsh:QE500-639.5ClimatologyPrincipal component analysisSpatial ecologymedicineGeneral Earth and Planetary SciencesCommon spatial patternEnvironmental scienceClimate modellcsh:QPrecipitationlcsh:Science0105 earth and related environmental sciencesEarth System Dynamics
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Comparison of gap-filling techniques applied to the CCI soil moisture database in Southern Europe

2021

Abstract Soil moisture (SM) is a key variable that plays an important role in land-atmosphere interactions. Monitoring SM is crucial for many applications and can help to determine the impact of climate change. Therefore, it is essential to have continuous and long-term databases for this variable. Satellite missions have contributed to this; however, the continuity of the series is compromised due to the data gaps derived by different factors, including revisit time, presence of seasonal ice or Radio Frequency Interference (RFI) contamination. In this work, the applicability of different gap-filling techniques is evaluated on the ESA Climate Change Initiative (CCI) SM combined product, whi…

010504 meteorology & atmospheric sciencesDatabaseCorrelation coefficient0208 environmental biotechnologySoil ScienceGeology02 engineering and technologycomputer.software_genre01 natural sciencesNormalized Difference Vegetation Index020801 environmental engineeringRandom forestSupport vector machineAutoregressive modelPrincipal component analysisPotential evaporationComputers in Earth Sciencescomputer0105 earth and related environmental sciencesMathematicsInterpolationRemote sensingRemote Sensing of Environment
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