Results 141 to 150 of about 75,997 (278)

Validation of machine learning based scenario generators

Journal of Risk and Insurance, EarlyView.
Abstract Machine learning (ML) methods are becoming increasingly important for designing economic scenario generators for internal models. Validating data‐driven models requires different methods than validating classical, theory‐based models. We discuss two novel aspects of such validation: first, checking the multivariate distribution of risk factors,
Gero Junike, Solveig Flaig, Ralf Werner
wiley   +1 more source

‘Gen Z Language? Y'all Mean AAVE’: The Appropriation of African American Vernacular English as ‘TikTok Language’

Journal of Sociolinguistics, EarlyView.
ABSTRACT Sociolinguistic research has long documented the appropriation of African American Vernacular English (AAVE) across media including film, music and advertising. In this article, we add to this body of work by exploring the digital recontextualisation of a subset of AAVE features as ‘TikTok/internet language’.
Christian Ilbury, Rianna Walcott
wiley   +1 more source

RELIABILITY ANALYSIS OF FAILURE RELATED MECHANICAL PARTS BASED ON VINE COPULA MODEL

Jixie qiangdu, 2019
Aiming at mechanical parts for multi-failure modes,the advantages of using Copula functions to describe correlations,a reliability modeling method for multi-failure mode related mechanical parts is proposed.
HU QiGuo, ZHOU Song
doaj  

Copula

, 2014
Copulas and copular clauses are interesting for a variety of reasons: morphological, syntactic, semantic, historical, pragmatic, and sociolinguistic ones. It is thus not surprising that they have inspired (and continue to inspire) a lot of research and have been at the core of quite a few debates in linguistic literature. This introduction outlines the
openaire   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

Journal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

A Conditional Tail Expectation Type Risk Measure for Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur, Armelle Guillou, Jing Qin   +2 more
wiley   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Robust Bernoulli Mixture Models for Credit Portfolio Risk

Mathematical Finance, EarlyView.
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley   +1 more source

Modal Logic and Modal Metaphysics: An Avicennian Division of Labour

Theoria, EarlyView.
ABSTRACT This paper argues that Avicenna was both a necessitarian and a realist about contingency. The two aspects of his modal metaphysics are reconciled by arguing that Avicenna's modal metaphysics is founded on realism about essences: strictly speaking, an individual has no contingent properties, but a modal distinction can be made between the ...
Jari Kaukua
wiley   +1 more source

(Co‐)Reference All the Way Down: A Unified Theory of (Pro) Nominals in Ordinary English

Theoria, EarlyView.
ABSTRACT This essay joins two themes, both arising from Kripke's inspiring ideas in the theory of reference. The first theme concerns reference in general. The second examines the notion of co‐reference and the role it plays in a unified theory of pronouns for natural language.
Jessica Pepp, Joseph Almog
wiley   +1 more source