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Physical Sciences and Mathematics Commons™
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- Critical Infrastructure Assurance (2)
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- Empirical Finance (1)
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Articles 1 - 5 of 5
Full-Text Articles in Physical Sciences and Mathematics
Applications Of Underground Structures For The Protection Of Critical Infrastructure, George H. Baker, Richard G. Little, Don A. Linger
Applications Of Underground Structures For The Protection Of Critical Infrastructure, George H. Baker, Richard G. Little, Don A. Linger
George H Baker
The U.S. President’s Commission on Critical Infrastructure Protection (PCCIP), convened in the wake of the bombing of the Murrah Federal Building in Oklahoma City, concluded that the nation’s physical security and economic security depend on our critical energy, communications, and computer infrastructures. While a primary motivating event for the establishment of the commission was the catastrophic physical attack of the Murrah Building, it is ironic that the commission focused its attention primarily on cyber threats. Their rationale was that cyber vulnerabilities posed a new, unaddressed challenge to infrastructure security. This approach was further questioned by the events of September 11, …
Supervisory Control And Data Acquisition (Scada) Systems, George H. Baker, Allan Berg
Supervisory Control And Data Acquisition (Scada) Systems, George H. Baker, Allan Berg
George H Baker
Our critical national infrastructure systems have become almost universally dependent upon computer-based control systems technically referred to as supervisory control and data acquisition (SCADA) systems. SCADA systems evolved from the telemetry and event-alarm systems developed in the early days of utilities. With the widespread use of SCADA systems, computers have become the "basis element" for much of our critical infrastructure. Thus, the disruption of controlling computer terminals and networks due to natural disasters, electric power failure, accidents or malicious activity can have catastrophic consequences.
Synchronization Of The Human Cortical Working Memory Network, Sharlene Newman, Marcel Just, Patricia Carpenter
Synchronization Of The Human Cortical Working Memory Network, Sharlene Newman, Marcel Just, Patricia Carpenter
Marcel Adam Just
No abstract provided.
Optimal Policies For Investment With Time-Varying Return Distributions, Douglas Steigerwald, Doncho Donchev, Svetlozar Rachev
Optimal Policies For Investment With Time-Varying Return Distributions, Douglas Steigerwald, Doncho Donchev, Svetlozar Rachev
Douglas G. Steigerwald
We develop a model in which investors must learn the distribution of asset returns over time. The process of learning is made more difficult by the fact that the distributions are not constant through time. We consider risk-neutral investors who have quadratic utility and are selecting between two risky assets. We determine the time at which it is optimal to update the distribution estimate and, hence, alter portfolio weights. Our results deliver an optimal policy for asset allocation, that is, the sequence of time intervals at which it is optimal to switch between assets, based on stochastic optimal control theory. …
Forecasting Volatility In European Stock Markets With Non-Linear Garch Models, Giancarlo Forte, Matteo Manera
Forecasting Volatility In European Stock Markets With Non-Linear Garch Models, Giancarlo Forte, Matteo Manera
Matteo Manera
This paper investigates the forecasting performance of three popular variants of the nonlinear GARCH models, namely VS-GARCH, GJR-GARCH and Q-GARCH, with the symmetric GARCH(1,1) model as a benchmark. The application involves ten European stock price indexes. Forecasts produced by each non-linear GARCH model and each index are evaluated using a common set of classical criteria, as well as forecast combination techniques with constant and non-constant weights. With respect to the standard GARCH specification, the non-linear models generally lead to better forecasts in terms of both smaller forecast errors and lower biases. In-sample forecast combination regressions are better than those from …