2 resultados para dual-class stocks

em Digital Peer Publishing


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“Dual contouring” approaches provide an alternative to standard Marching Cubes (MC) method to extract and approximate an isosurface from trivariate data given on a volumetric mesh. These dual approaches solve some of the problems encountered by the MC methods. We present a simple method based on the MC method and the ray intersection technique to compute isosurface points in the cell interior. One of the advantages of our method is that it does not require us to use Hermite interpolation scheme, unlike other dual contouring methods. We perform a complete analysis of all possible configurations to generate a look-up table for all configurations. We use the look-up table to optimize the ray-intersection method to obtain minimum number of points necessarily sufficient for defining topologically correct isosurfaces in all possible configurations. Isosurface points are connected using a simple strategy.

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This event study investigates the impact of the Japanese nuclear disaster in Fukushima-Daiichi on the daily stock prices of French, German, Japanese, and U.S. nuclear utility and alternative energy firms. Hypotheses regarding the (cumulative) abnormal returns based on a three-factor model are analyzed through joint tests by multivariate regression models and bootstrapping. Our results show significant abnormal returns for Japanese nuclear utility firms during the one-week event window and the subsequent four-week post-event window. Furthermore, while French and German nuclear utility and alternative energy stocks exhibit significant abnormal returns during the event window, we cannot confirm abnormal returns for U.S. stocks.