Portfolio losses in factor models: term structures and intertemporal loss dependence

2006 ◽  
Vol 2 (4) ◽  
pp. 3-31 ◽  
Author(s):  
Leif Andersen
Keyword(s):  
Factor Models ◽  
Term Structures

Control of processing at multi-tool two-support setup

2020 ◽  
pp. 67-73
Author(s):  
N.D. YUsubov ◽  
G.M. Abbasova
Keyword(s):  
Degrees Of Freedom ◽  
Factor Model ◽  
Angular Displacement ◽  
Factor Models ◽  
Technological System ◽  
Displacement Control ◽  
Model Accuracy ◽  
Six Degrees Of Freedom ◽  
Angular Displacements ◽  
And Control

The accuracy of two-tool machining on automatic lathes is analyzed. Full-factor models of distortions and scattering fields of the performed dimensions, taking into account the flexibility of the technological system on six degrees of freedom, i. e. angular displacements in the technological system, were used in the research. Possibilities of design and control of two-tool adjustment are considered. Keywords turning processing, cutting mode, two-tool setup, full-factor model, accuracy, angular displacement, control, calculation [email protected]

Impact of factor models on portfolio risk measures: a structural approach

2012 ◽  
Vol 8 (2) ◽  
pp. 47-79 ◽  
Author(s):  
Marcos Escobar ◽  
Tobias Frielingsdorf ◽  
Rudi Zagst
Keyword(s):  
Risk Measures ◽  
Factor Models ◽  
Structural Approach ◽  
Portfolio Risk
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