Versions Notes Abstract We assess Value-at-Risk (VaR) and Expected Shortfall (ES) estimates assuming different models for the standardized returns: distributions based on polynomial expansions such as Cornish-Fisher and Gram-Charlier, and well-known parametric densities such as normal, skewed-t and ...
The solution (model) of a SMT(LIA) formula ϕ is a valuation on numeric variables in ϕ that evaluates ϕ to true. And the volume of ϕ is the number of its solutions, denoted by Vol(ϕ). The problem of computing the volume of a SMT(LIA) formula is denoted as #SMT(LIA)...
Versions Notes Abstract The valuation of time is one of the most important public policy issues in project cost-benefit analysis. This paper estimates the value of airport access time and time variability in developing countries with a case study of Nanjing, China. An international meta-analysis ...
Versions Notes Abstract As of 2022, greenhouse gases (GHG) emissions reporting and auditing are not yet compulsory for all companies, and methodologies of measurement and estimation are not unified. We propose a machine learning-based model to estimate scope 1 and scope 2 GHG emissions of companie...