Search results for "swa"
showing 10 items of 430 documents
Constraint handling in efficient global optimization
2017
Real-world optimization problems are often subject to several constraints which are expensive to evaluate in terms of cost or time. Although a lot of effort is devoted to make use of surrogate models for expensive optimization tasks, not many strong surrogate-assisted algorithms can address the challenging constrained problems. Efficient Global Optimization (EGO) is a Kriging-based surrogate-assisted algorithm. It was originally proposed to address unconstrained problems and later was modified to solve constrained problems. However, these type of algorithms still suffer from several issues, mainly: (1) early stagnation, (2) problems with multiple active constraints and (3) frequent crashes.…
Firm Size and Volatility Analysis in the Spanish Stock Market
2011
In this article, three strongly related questions are studied. First, volatility spillovers between large and small firms in the Spanish stock market are analyzed by using a conditional CAPM with an asymmetric multivariate GARCH-M covariance structure. Results show that there exist bidirectional volatility spillovers between both types of firms, especially after bad news. Second, the volatility feedback hypothesis explaining the volatility asymmetry feature is investigated. Results show significant evidence for this hypothesis. Finally, the study uncovers that conditional beta coefficient estimates within the used model are insensitive to sign and size asymmetries in the unexpected shock re…
Charcoal-painted images from the French Neolithic Villevenard hypogea: an experimental protocol for radiocarbon dating of conserved and in situ carbo…
2020
A conserved painting removed from a Neolithic collective grave in Marne, France, provided an opportunity for radiocarbon dating to place Les Ronces Hypogeum 21 (Villevenard) into the chronology of that region. Chemical analysis with direct analysis in real time (DART) mass spectrometry, Fourier transform infrared (FTIR) spectroscopy and gas chromatography-mass spectrometry (GC-MS) of samples from the painting revealed the presence of two kinds of wax (beeswax and paraffin or microcrystalline wax) that likely were added during the conservation, a drying oil like linseed oil, as well as markers of pine resin that may arise from turpentine or colophony. A new pretreatment protocol of chlorofor…
Culturomic and quantitative real‐time ‐ polymerase chain reaction analyses for early contamination of abutments with different surfaces: A randomized…
2021
Background Rough and/or plasma-activated abutments seem to be able to increase soft tissue adhesion and stability; however, limited evidence is available about bacterial contamination differences. Purpose The aim was to investigate the oral microbiota on four dental abutments with different surfaces by quantitative real-time polymerase chain reaction (qRT-PCR) and culturomic approach. Methods Forty patients needing a single implant rehabilitation were involved in the study. Forty healing abutments, especially designed for the study, were divided into four groups according to the surface topography (1. machined [MAC], 2. machined plasma of argon treated [plasmaMAC], 3. ultrathin threaded mic…
A computational proposal for a robust estimation of the Pareto tail index: An application to emerging markets
2022
Abstract In this work, we backtest and compare, under the VaR risk measure, the fitting performances of three classes of density distributions (Gaussian, Stable and Pareto) with respect to three different types of emerging markets: Egypt, Qatar and Mexico. We also propose a new technique for the estimation of the Pareto tail index by means of the Threshold Accepting (TAVaR) and the Hybrid Particle Swarm Optimization algorithm (H-PSOVaR). Furthermore, we test the accuracy and robustness of our estimates demonstrating the effectiveness of the proposed approach.
Submarine canyon morphologies in the Gulf of Palermo (Southern Tyrrhenian Sea) and possible implications for geo-hazard
2011
12 pages, 12 figures, 1 table.
Acute onset of bulbar amyotrophic lateral sclerosis after flu – look at the differential diagnosis: A case report
2018
Amyotrophic lateral sclerosis (ALS) is a neurodegenerative disorder affecting upper and lower motor neurones. It can be either familial (fALS) or sporadic (sALS). ALS is characterized by muscle weakness and atrophy that can involve the limbs and trunk (i.e. the spinal form of the disease) or speech and swallowing (i.e. the bulbar form). The aetiology of sALS remains unclear although a gene–environment interaction has been proposed as a concomitant trigger for the neurodegenerative process together with viral infections, smoking, heavy metals and pesticide exposure. Herein, we report the case of a 67-year-old woman who experienced an acute onset of bulbar ALS with an atypical clinical cours…
Bank fragility and contagion: Evidence from the bank CDS market
2016
Understanding how contagion works among financial institutions is a top priority for regulators and policy makers who aim to foster financial stability and to prevent financial crises. Using bank credit default swap (CDS) data, we provide a framework for the evaluation of contagion among banks in different countries and regions during a period of prolonged financial distress. We measure contagion in terms of return spillovers, following a Generalized VAR (GVAR) approach. In addition, we propose an innovative framework to distinguish between two types of contagion: systematic (linked to global factors), and idiosyncratic (linked to bank specific factors). We find evidence of both types of co…
Contratos de permuta financiera ante el impuesto sobre el valor añadido
2021
El estudio de la tributación en el impuesto sobre el valor añadido de los contratos de permuta financiera, exige el previo conocimiento de estos derivados financieros. Para ello acudimos a la jurisprudencia del Tribunal de Justicia de la Unión europea y a las nociones de la Contabilidad internacional
Submarine Slope Failures Along the Northern Sicilian Continental Margin (Southern Tyrrhenian Sea) and Possible Implications for Geo-Hazard
2013
Mass wasting and downslope movements are common processes that have contributed to shape the northern Sicilian continental margin (southern Tyrrhenian Sea) since the Late Quaternary. Nevertheless, processes controlling their evolution are still partially unknown and a variety of geologic factors can be responsible for their formation. In this work we present an overview of the main mass wasting features (submarine canyons, landslides, debris flows) observed and mapped in different sectors of the northern Sicilian margin. The margin is characterized by a narrow, steep continental shelf (1-2°) and a very irregular and steep (6-8°) upper slope. The main aims of this work are: (1) to outline th…