Search results for: Longqing Li

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Li</title> <meta name="description" content="Search results for: Longqing Li"> <meta name="keywords" content="Longqing Li"> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav class="navbar navbar-expand-lg navbar-light"> <a class="navbar-brand" href="https://waset.org"> <img src="https://cdn.waset.org/static/images/wasetc.png" alt="Open Science Research Excellence" title="Open Science Research Excellence" /> </a> <button class="d-block d-lg-none navbar-toggler ml-auto" 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id="custom-search-input"> <div class="input-group"> <i class="fas fa-search"></i> <input type="text" class="search-query" name="q" placeholder="Author, Title, Abstract, Keywords" value="Longqing Li"> <input type="submit" class="btn_search" value="Search"> </div> </div> </form> </div> </div> <div class="row mt-3"> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Commenced</strong> in January 2007</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 2</div> </div> </div> </div> <h1 class="mt-3 mb-3 text-center" style="font-size:1.6rem;">Search results for: Longqing Li</h1> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">2</span> A Comparative Study of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and Extreme Value Theory (EVT) Model in Modeling Value-at-Risk (VaR)</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Longqing%20Li">Longqing Li</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The paper addresses the inefficiency of the classical model in measuring the Value-at-Risk (VaR) using a normal distribution or a Student鈥檚 t distribution. Specifically, the paper focuses on the one day ahead Value-at-Risk (VaR) of major stock market鈥檚 daily returns in US, UK, China and Hong Kong in the most recent ten years under 95% confidence level. To improve the predictable power and search for the best performing model, the paper proposes using two leading alternatives, Extreme Value Theory (EVT) and a family of GARCH models, and compares the relative performance. The main contribution could be summarized in two aspects. First, the paper extends the GARCH family model by incorporating EGARCH and TGARCH to shed light on the difference between each in estimating one day ahead Value-at-Risk (VaR). Second, to account for the non-normality in the distribution of financial markets, the paper applies Generalized Error Distribution (GED), instead of the normal distribution, to govern the innovation term. A dynamic back-testing procedure is employed to assess the performance of each model, a family of GARCH and the conditional EVT. The conclusion is that Exponential GARCH yields the best estimate in out-of-sample one day ahead Value-at-Risk (VaR) forecasting. Moreover, the discrepancy of performance between the GARCH and the conditional EVT is indistinguishable. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Value-at-Risk" title="Value-at-Risk">Value-at-Risk</a>, <a href="https://publications.waset.org/abstracts/search?q=Extreme%20Value%20Theory" title=" Extreme Value Theory"> Extreme Value Theory</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20EVT" title=" conditional EVT"> conditional EVT</a>, <a href="https://publications.waset.org/abstracts/search?q=backtesting" title=" backtesting"> backtesting</a> </p> <a href="https://publications.waset.org/abstracts/49589/a-comparative-study-of-generalized-autoregressive-conditional-heteroskedasticity-garch-and-extreme-value-theory-evt-model-in-modeling-value-at-risk-var" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/49589.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">321</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1</span> Model Tests on Geogrid-Reinforced Sand-Filled Embankments with a Cover Layer under Cyclic Loading</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ma%20Yuan">Ma Yuan</a>, <a href="https://publications.waset.org/abstracts/search?q=Zhang%20Mengxi"> Zhang Mengxi</a>, <a href="https://publications.waset.org/abstracts/search?q=Akbar%20Javadi"> Akbar Javadi</a>, <a href="https://publications.waset.org/abstracts/search?q=Chen%20Longqing"> Chen Longqing</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The structure of sand-filled embankment with cover layer is treated with tipping clay modified with lime on the outside of the packing, and the geotextile is placed between the stuffing and the clay. The packing is usually river sand, and the improved clay protects the sand core against rainwater erosion. The sand-filled embankment with cover layer has practical problems such as high filling embankment, construction restriction, and steep slope. The reinforcement can be applied to the sand-filled embankment with cover layer to solve the complicated problems such as irregular settlement caused by poor stability of the embankment. At present, the research on the sand-filled embankment with cover layer mainly focuses on the sand properties, construction technology, and slope stability, and there are few studies in the experimental field, the deformation characteristics and stability of reinforced sand-filled embankment need further study. In addition, experimental research is relatively rare when the cyclic load is considered in tests. A subgrade structure of geogrid-reinforced sand-filled embankment with cover layer was proposed. The mechanical characteristics, the deformation properties, reinforced behavior and the ultimate bearing capacity of the embankment structure under cyclic loading were studied. For this structure, the geogrids in the sand and the tipping soil are through the geotextile which is arranged in sections continuously so that the geogrids can cross horizontally. Then, the Unsaturated/saturated Soil Triaxial Test System of Geotechnical Consulting and Testing Systems (GCTS), USA was modified to form the loading device of this test, and strain collector was used to measuring deformation and earth pressure of the embankment. A series of cyclic loading model tests were conducted on the geogrid-reinforced sand-filled embankment with a cover layer under a different number of reinforcement layers, the length of reinforcement and thickness of the cover layer. The settlement of the embankment, the normal cumulative deformation of the slope and the earth pressure were studied under different conditions. Besides cyclic loading model tests, model experiments of embankment subjected cyclic-static loading was carried out to analyze ultimate bearing capacity with different loading. The experiment results showed that the vertical cumulative settlement under long-term cyclic loading increases with the decrease of the number of reinforcement layers, length of the reinforcement arrangement and thickness of the tipping soil. Meanwhile, these three factors also have an influence on the decrease of the normal deformation of the embankment slope. The earth pressure around the loading point is significantly affected by putting geogrid in a model embankment. After cyclic loading, the decline of ultimate bearing capacity of the reinforced embankment can be effectively reduced, which is contrary to the unreinforced embankment. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=cyclic%20load%3B%20geogrid%3B%20reinforcement%20behavior%3B%20cumulative%20deformation%3B%20earth%20pressure" title="cyclic load; geogrid; reinforcement behavior; cumulative deformation; earth pressure">cyclic load; geogrid; reinforcement behavior; cumulative deformation; earth pressure</a> </p> <a href="https://publications.waset.org/abstracts/104870/model-tests-on-geogrid-reinforced-sand-filled-embankments-with-a-cover-layer-under-cyclic-loading" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/104870.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">122</span> </span> </div> </div> </div> </main> <footer> <div id="infolinks" class="pt-3 pb-2"> <div class="container"> <div style="background-color:#f5f5f5;" class="p-3"> <div class="row"> <div class="col-md-2"> <ul class="list-unstyled"> About <li><a href="https://waset.org/page/support">About Us</a></li> <li><a href="https://waset.org/page/support#legal-information">Legal</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/WASET-16th-foundational-anniversary.pdf">WASET celebrates its 16th foundational anniversary</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Account <li><a href="https://waset.org/profile">My Account</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Explore <li><a href="https://waset.org/disciplines">Disciplines</a></li> <li><a href="https://waset.org/conferences">Conferences</a></li> <li><a href="https://waset.org/conference-programs">Conference Program</a></li> <li><a href="https://waset.org/committees">Committees</a></li> <li><a href="https://publications.waset.org">Publications</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Research <li><a href="https://publications.waset.org/abstracts">Abstracts</a></li> <li><a href="https://publications.waset.org">Periodicals</a></li> <li><a href="https://publications.waset.org/archive">Archive</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Open Science <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Science-Philosophy.pdf">Open Science Philosophy</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Science-Award.pdf">Open Science Award</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Society-Open-Science-and-Open-Innovation.pdf">Open Innovation</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Postdoctoral-Fellowship-Award.pdf">Postdoctoral Fellowship Award</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Scholarly-Research-Review.pdf">Scholarly Research Review</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Support <li><a href="https://waset.org/page/support">Support</a></li> <li><a href="https://waset.org/profile/messages/create">Contact Us</a></li> <li><a href="https://waset.org/profile/messages/create">Report Abuse</a></li> </ul> </div> </div> </div> </div> </div> <div class="container text-center"> <hr style="margin-top:0;margin-bottom:.3rem;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" class="text-muted small">Creative Commons Attribution 4.0 International License</a> <div id="copy" class="mt-2">© 2024 World Academy of Science, Engineering and Technology</div> </div> </footer> <a href="javascript:" id="return-to-top"><i class="fas fa-arrow-up"></i></a> <div class="modal" id="modal-template"> <div class="modal-dialog"> <div class="modal-content"> <div class="row m-0 mt-1"> <div class="col-md-12"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> </div> </div> <div class="modal-body"></div> </div> </div> </div> <script src="https://cdn.waset.org/static/plugins/jquery-3.3.1.min.js"></script> <script src="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/js/bootstrap.bundle.min.js"></script> <script src="https://cdn.waset.org/static/js/site.js?v=150220211556"></script> <script> jQuery(document).ready(function() { /*jQuery.get("https://publications.waset.org/xhr/user-menu", function (response) { jQuery('#mainNavMenu').append(response); });*/ jQuery.get({ url: "https://publications.waset.org/xhr/user-menu", cache: false }).then(function(response){ jQuery('#mainNavMenu').append(response); }); }); </script> </body> </html>

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Search results for: Longqing Li