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  • Multivariate Lévy Models by Linear Combination: Estimation

    Ballotta, L.; Loregian, A.; Fusai, G.
    In this paper we propose a simple and effective two-step procedure to estimate the multivariate Lévy model introduced by Ballotta and Bonfiglioli (2012). We assess our estimation approach via simulations, comparing the results with those obtained through a standard but more computationally intensive one-step maximum likelihood estimation. The proposed method is then applied to the computation of the intra-horizon Value at Risk for a portfolio of assets following the model under consideration.

    A proposal for a UK Dementia Eye Care Pathway

    Shah, R.; Hancock, B.; Bowen, M.; Edgar, D. (2015)

    Capacity of semi-rigid composite joints in accommodating column loss

    Gao, S.; Guo, L.; Fu, F.; Zhang, S.H. (2017)
    In the scenario of column loss, joints would be subjected to bending moment combined with a tensile force due to large vertical displacement, where tensile force plays a critical role in resisting progressive collapse of structure by providing the catenary force. In order to study the effect of tensile force on the behavior of semi-rigid composite joints in structures in the case of column loss, six semi-rigid flush endplate connections tests were conducted, which include pure flexural tests,...

    The impact of metadata on the accuracy of automated patent classification

    Richter, G.; MacFarlane, A. (2005)
    During the last decade, the advance of machine-learning tools and algorithms has resulted in tremendous progress in the automated classification of documents. However, many classifiers base their classification decisions solely on document text and ignore metadata (such as authors, publication date, and author affiliation). In this project, automated classifiers using the k-Nearest Neighbour algorithm were developed for the classification of patents into two different classification systems. ...

    Statistical studies of patents literature

    Dixon, M.D.
    This study has been undertaken to determine what pseudo-proprietary information and patenting activity statistics could be derived from an online patents database. To achieve this, a thorough investigation uas made of patenting in the field of an important group of beta-lactam antibiotics, the. Cephalosporins. Patents data was retrieved from the World Patents Index online files of Derwent Publications Limited, and the bibliographic details of each patent application retrieved analysed accordi...
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