Estimation of Tail Value at Risk for Bivariate Portfolio using Gumbel Copula
JTAM (Jurnal Teori dan Aplikasi Matematika)Investing in the stock market involves complex risks, especially under extreme and unpredictable conditions. While Value at Risk (VaR) is a widely used risk measure, it has limitations in capturing tail-end risks.
Fransiska Fransiska +2 more
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Discrete & Continuous Dynamical Systems - A, 2013 20 pages, 6 figures (last page pics may take a bit time to upload)
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Closed graph theorems for bornological spaces
, 2015 The aim of this paper is that of discussing Closed Graph Theorems for bornological vector spaces in a way which is accessible to non-experts. We will see how to easily adapt classical arguments of functional analysis over $\mathbb{R}$ and $\mathbb{C}$ to
Bambozzi, Federico
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Nearly Ring Homomorphisms and Nearly Ring Derivations on Non-Archimedean Banach Algebras
Abstract and Applied Analysis, 2010 We prove the generalized Hyers-Ulam stability of homomorphisms and derivations on non-Archimedean Banach algebras. Moreover, we prove the superstability of homomorphisms on unital non-Archimedean Banach algebras and we investigate the superstability of ...
Madjid Eshaghi Gordji
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The potential for additive manufacturing of compact horizontal spiral tube condensers [PDF]
MATEC Web of ConferencesResearch on heat transfer and pressure drop in Archimedean spiral coil heat exchangers is limited, with little focus on condensation applications and flow hydrodynamics.
Steenekamp Nicolaas, Jacobs Gys
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Vector lattices and $f$-algebras: the classical inequalities
, 2017 We prove an identity for sesquilinear maps from the Cartesian square of a vector space to a geometric mean closed Archimedean (real or complex) vector lattice, from which the Cauchy-Schwarz inequality follows.
Buskes, Gerard, Schwanke, Christopher
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The Archimedean trap: Why traditional reinforcement learning will probably not yield AGI [PDF]
, 2020 After generalizing the Archimedean property of real numbers in such a way as to make it adaptable to non-numeric structures, we demonstrate that the real numbers cannot be used to accurately measure non-Archimedean structures.
Alexander, Samuel Allen
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Adelic equidistribution, characterization of equidistribution, and a general equidistribution theorem in non-archimedean dynamics [PDF]
, 2013 We determine when the equidistribution property for possibly moving targets holds for a rational function of degree more than one on the projective line over an algebraically closed field of any characteristic and complete with respect to a non-trivial ...
Okuyama, Yûsuke
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Quantitative approximations of the Lyapunov exponent of a rational function over valued fields [PDF]
, 2014 We establish a quantitative approximation formula of the Lyapunov exponent of a rational function of degree more than one over an algebraically closed field of characteristic $0$ that is complete with respect to a non-trivial and possibly non-archimedean
Okuyama, Yûsuke
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Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case
Dependence Modeling, 2019 Two simulation algorithms for hierarchical Archimedean copulas in the case when intra-group generators are not necessarily completely monotone are presented. Both generalize existing algorithms for the completely monotone case.
Mai Jan-Frederik
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