Portfolio Optimization with Noisy Covariance Matrices
In: Journal Of Investment Management, Band 17, Heft 1, S. 2019
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In: Journal Of Investment Management, Band 17, Heft 1, S. 2019
SSRN
In: Natural hazards and earth system sciences: NHESS, Band 18, Heft 5, S. 1451-1468
ISSN: 1684-9981
Abstract. Liquefaction-induced hazards such as sand boils, ground cracks, settlement, and lateral spreading are responsible for considerable damage to engineering structures during major earthquakes. Presently, there is no effective empirical approach that can assess different liquefaction-induced hazards in one model. This is because of the uncertainties and complexity of the factors related to seismic liquefaction and liquefaction-induced hazards. In this study, Bayesian networks (BNs) are used to integrate multiple factors related to seismic liquefaction, sand boils, ground cracks, settlement, and lateral spreading into a model based on standard penetration test data. The constructed BN model can assess four different liquefaction-induced hazards together. In a case study, the BN method outperforms an artificial neural network and Ishihara and Yoshimine's simplified method in terms of accuracy, Brier score, recall, precision, and area under the curve (AUC) of the receiver operating characteristic (ROC). This demonstrates that the BN method is a good alternative tool for the risk assessment of liquefaction-induced hazards. Furthermore, the performance of the BN model in estimating liquefaction-induced hazards in Japan's 2011 Tōhoku earthquake confirms its correctness and reliability compared with the liquefaction potential index approach. The proposed BN model can also predict whether the soil becomes liquefied after an earthquake and can deduce the chain reaction process of liquefaction-induced hazards and perform backward reasoning. The assessment results from the proposed model provide informative guidelines for decision-makers to detect the damage state of a field following liquefaction.
SSRN
Working paper
In: LITHOS10281
SSRN
In: Environmental science and pollution research: ESPR, Band 27, Heft 5, S. 4737-4745
ISSN: 1614-7499
In: Environmental science and pollution research: ESPR, Band 27, Heft 17, S. 21804-21815
ISSN: 1614-7499
In: Ecotoxicology and environmental safety: EES ; official journal of the International Society of Ecotoxicology and Environmental safety, Band 212, S. 112016
ISSN: 1090-2414
In: Ecotoxicology and environmental safety: EES ; official journal of the International Society of Ecotoxicology and Environmental safety, Band 157, S. 276-284
ISSN: 1090-2414
In: ISPRS journal of photogrammetry and remote sensing: official publication of the International Society for Photogrammetry and Remote Sensing (ISPRS), Band 170, S. 156-173
ISSN: 0924-2716
In: Environmental science and pollution research: ESPR, Band 31, Heft 6, S. 9732-9744
ISSN: 1614-7499
In: Emerging science journal, Band 3, Heft 2, S. 78
ISSN: 2610-9182
Personality and subjective well-being (SWB) have been suggested to be strongly related in previous studies. This study was intended to confirm the relationship between personality and SWB and tried to seek out the genetic variants which underlie both personality and SWB. The subjects were 890 participants from Chinese Han population. We evaluated their personality using the Big Five Inventory (BFI) and used the Satisfaction With Life Scale (SWLS) to reflect their SWB. Five single nucleotide polymorphisms (SNPs) were selected from the literature (rs1426371, rs2164273, rs322931, rs3756290, rs490647) and genotyped for genetic association study. We found negative correlations between neuroticism and SWB. On the contrary, extraversion and agreeableness were positively associated with SWB. Three SNPs (rs2164273, rs3756290, rs490647) out of the five were found to connect with personality (extraversion, neuroticism, conscientiousness and openness to experience) and rs490647 variants of GRIK3 was also associated with SWB. Individuals carrying G allele at this site were predisposed to have lower risk to be neuroticism and greater chance to be extraverted, open and satisfied with their life. In summary, our study revealed that rs490647 might be a good candidate genetic variant for personality and SWB in Chinese Han population.