Dow-Jones Index Return and Risk Analysis Method Based on ARMA-GARCH Model under Epidemic Impact

Finance ◽  
2022 ◽  
Vol 12 (01) ◽  
pp. 9-17
Author(s):  
东乾 魏
Keyword(s):  
Risk Analysis ◽  
Garch Model ◽  
Analysis Method ◽  
Jones Index

Preventing Accidental Spills: Risk Analysis and the Discharge Permitting Process

1994 ◽  
Vol 29 (3) ◽  
pp. 189-197 ◽  
Author(s):  
Frans A. N. van Baardwijk
Keyword(s):  
Risk Analysis ◽  
Surface Waters ◽  
Legal Framework ◽  
Sewage Water ◽  
Correction Factors ◽  
Analysis Method ◽  
Sewage Water Treatment ◽  
Accident Scenarios ◽  
Contaminating Substances ◽  
Permitting Process

The contribution of accidental discharges to the total emission of contaminating substances in surface waters is relatively increasing, as regular discharges are reduced. In The Netherlands a program has been started to develop a quantitative risk analysis method to be used within the discharge permitting process. The methodology takes into account the type of activities and related accident scenarios in terms of failure frequencies and source sizes, correction factors according to specific circumstances, as well as the nature of the receiving system (types of surface waters, but also public sewage water treatment plants). The methodology will provide an indication of the risk reduction needed in terms of reducing the frequency and/or the volume of possible spills. The method itself, the use of it within the legal framework and the relation with the EC-Directives are discussed.

Risk Analysis Method for a Lane Change Maneuvers on Highways

2020 ◽  
Author(s):  
Amin Mechernene ◽  
Vincent Judalet ◽  
Ahmed Chaibet ◽  
Moussa Boukhnifer
Keyword(s):  
Risk Analysis ◽  
Lane Change ◽  
Analysis Method

Application of Analytical Hierarchy Process to Risk Analysis of Port Construction Project

2012 ◽  
Vol 170-173 ◽  
pp. 2292-2297
Author(s):  
Jiao Zhang
Keyword(s):  
Risk Factors ◽  
Risk Analysis ◽  
Analytical Hierarchy Process ◽  
Comprehensive Evaluation ◽  
Construction Project ◽  
Fuzzy Comprehensive Evaluation ◽  
Analysis Method ◽  
Total Risk ◽  
Hierarchy Process ◽  
Port Construction

The application of analytical hierarchy process (AHP) to the risk analysis of port construction project was investigated. Firstly, the happening probabilities of various risk factors during port construction were calculated. Secondly, the aftereffects of the risks were concluded by consulting the experts. Thirdly, the weight of each risk factor was obtained by AHP. Finally, the total risk of port construction project could be evaluated by fuzzy comprehensive evaluation. This risk analysis method was applied to evaluate the total risk of a real port construction project, and the exemplification verified its feasibility.

Fuzzy-support vector machine geotechnical risk analysis method based on Bayesian network

2019 ◽  
Vol 16 (8) ◽  
pp. 1975-1985 ◽  
Author(s):  
Yang Liu ◽  
Jian-jing Zhang ◽  
Chong-hao Zhu ◽  
Bo Xiang ◽  
Dong Wang
Keyword(s):  
Support Vector Machine ◽  
Risk Analysis ◽  
Bayesian Network ◽  
Support Vector ◽  
Analysis Method ◽  
Fuzzy Support Vector Machine ◽  
Geotechnical Risk

PD-0407: Improving safety in radiotherapy: The implementation of the Global Risk Analysis method

2014 ◽  
Vol 111 ◽  
pp. S160-S161
Author(s):  
R. Mazeron ◽  
N. Aguini ◽  
E. Rivin del Campo ◽  
A. Baudré ◽  
I. Dumas ◽  
...  
Keyword(s):  
Risk Analysis ◽  
Analysis Method ◽  
Global Risk

scholarly journals Study on Announcement Effect of Stock Repurchase from the Perspective of Configuration Analysis

2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Hong Bing Wang ◽  
Ai Hua Jin ◽  
Hai Yun Yu
Keyword(s):  
Qualitative Comparative Analysis ◽  
Garch Model ◽  
Company Law ◽  
Analysis Method ◽  
Stock Repurchase ◽  
Natural Logarithm ◽  
Size Premium ◽  
Equity Ratio ◽  
Net Assets ◽  
Matching Type

This paper takes the stock repurchase cases in 2018-2019 after the promulgation of the New Company Law as the research object. Using the qualitative comparative analysis method and PSO-ICA-GARCH model, we analyze the influencing factors of the stock repurchase announcement market reaction. Through the analysis of the degree of premium (DP), repurchase ratio (RR), natural logarithm of total assets (LAS), return on net assets (ROE), top 10 shareholder equity ratio (CR10), and executive shareholding ratio (MSL), it is found that the paths of high CAR stock repurchase effect include repurchase clause-oriented type and centralization-proportional matching type; the path of nonhigh CAR stock repurchase effect includes size-premium limit type, profit-proportion limit type, and repurchase clause limit type. Compared with GARCH model, it has higher separation accuracy and more accurate model prediction effect.

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