Browsing Research Output by Subject "Correlation"
Now showing items 1-7 of 7
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Application and evaluation of an expert judgment elicitation procedure for correlations
(Frontiers Media, 2017)The purpose of the current study was to apply and evaluate a procedure to elicit expert judgments about correlations, and to update this information with empirical data. The result is a face-to-face group elicitation ... -
Existential attitudes and Eastern European adolescents' problem and health behaviors: highlighting the role of the search for meaning in life
(Springer Verlag, 2012)Although the role of existential attitudes in adolescent health-related behavior has received increased attention recently, historically it has been under investigated in the field. The present study focuses on existential ... -
The impact of PD-LGD correlation on expected loss and economic capital
(Klute Institute, 2017)The Basel regulatory credit risk rules for expected losses require banks use downturn loss given default (LGD) estimates because the correlation between the probability of default (PD) and LGD is not captured, even though ... -
The impact of systemic loss given default on economic capital
(Klute Institute, 2017)Empirical studies have demonstrated that loan default probabilities (PD) and loss given defaults (LGD) are positively correlated because of a common, business cycle, dependency. Regulatory capital requirements demand that ... -
Insights into the microbial composition and potential efficiency of selected commercial biofertilisers
(Elsevier, 2020)This study investigated 13-commercial biofertilisers for their microbial contents and potential functional capabilities using a culture-based approach. Isolates obtained were identified by sequencing the partial I6S rRNA ... -
Replicating the CBOE VIX using a synthetic volatility index trading algorithm
(Taylor & Francis, 2019)This article tests whether a correlation exists between a stochastic synthetic volatility index (SVIX) and the Chicago Board Options Exchange (CBOE) volatility index (VIX) and assesses the success of the indicators’ ... -
The VHE γ-ray view of the FSRQ PKS 1510-089
(MDPI, 2019)The flat spectrum radio quasar PKS 1510-089 is a monitored target in many wavelength bands due to its high variability. It was detected as a very-high-energy (VHE) γ-ray emitter with H.E.S.S. in 2009, and has since been a ...