One of the most challenging problems in econometrics is the prediction of turning points in financial time series. We compare ARMAand Vector-Autoregressive (VAR-) models by examining their abilities to predict turning points in monthly time series. An approach proposed by Wecker[1] and enhanced by Kling[2] forms the basis to explicitly incorporate uncertainty in the forecasts by producing proba...

temper rolling or skin pass rolling is one of cold rolling processes composed of a horizontal pass cold rolling mill stand. in this process, the thick strip is subjected to very light reduction (0.5–4%) in thickness in the presence of high friction amplitudes. one of the basic parameters of strip rolling processes is temper rolling force. a new rolling force model has been proposed for temper r...

In this paper, an analytical model based on Modified Slab Method is presented for rolling of clad sheet or double-layers in which the two layers are bounded prior to rolling. This model considers the general case of asymmetrical rolling due to unequal &#10surface speed, different contact friction, roll diameters, flow stress, and thickness ratios of the two layers. Using this model, rolling par...

In this paper, an analytical model based on Modified Slab Method is presented for rolling of clad sheet or double-layers in which the two layers are bounded prior to rolling. This model considers the general case of asymmetrical rolling due to unequal surface speed, different contact friction, roll diameters, flow stress, and thickness ratios of the two layers. Using this model, rolling param...

Return and risk are inevitable topics in financial research. This paper explores the relationship between IVOL (idiosyncratic volatility) cross-sectional return (risk premium excess return) of Chinese A-share market. With monthly data 237 months from January 2001 to September 2019 Ashare Shanghai Shenzhen stock exchange, each by regressions is conducted through rolling window based on four fact...

Abstract We employ daily aggregate and sectoral S&P500 data to shed further light on the day-of-the-week anomaly using GARCH EGARCH models. obtain following results: First, there is strong evidence for effects in all sectors, implying that these are part of a wide phenomenon affecting entire market structure. Second, rolling-regressions, we find significant seasonality represents small proporti...

Cold rolling process of a major transformation in the form of sheet metal and a wide range of steel products are produced in this way. Elastic deformation during cold rolling working rollers and the inevitable increase in the rolling force. In this study, the effect of elastic deformation during cold rolling mill rollers working on the reciprocating back and forth in tandem with the presence of...

in this study, the effect of cold rolling process on the microstructure and texture evolution in 1wt. % si non-orientedelectrical steel was investigated. for this purpose, all samples were processed through single-stage hot rolling at1100 ° c and two-stage cold rolling (cross rolling and unidirectional rolling) with intermediate annealing at 650 °cfor 35 seconds. finally, all of them were fully...

There is a complicated relation between cold flat rolling parameters such as effective input parameters of cold rolling, output cold rolling force and exit thickness of strips. In many mathematical models, the effect of some cold rolling parameters has been ignored and the outputs have not a desirable accuracy. In the other hand, there is a special relation among input thickness of strips, the ...

In this paper, we define and study the concept of traceable regressions and apply it to some examples. Traceable regressions are sequences of conditional distributions in joint or single responses for which a corresponding graph captures an independence structure and represents, in addition, conditional dependences that permit the tracing of pathways of dependence. We give the properties needed...