Results 81 to 90 of about 87,023 (313)
SSRN Electronic Journal, 2012 Values of tranche spreads of collateralized debt obligations (CDOs) are driven by the joint default performance of the assets in the collateral pool. The dependence between the names in the portfolio mainly depends on current economic conditions. Therefore, a correlation implied from tranches can be seen as a measure of the general health of the credit
Barbara Choros-Tomczyk +2 more
openaire +5 more sources
Movement Disorders, EarlyView.Abstract Background Phase‐amplitude coupling (PAC) in the beta‐gamma range has emerged as a promising electrophysiological biomarker of Parkinson's disease (PD). Objective This study aims to investigate how levodopa and locomotion modulate cortical (central electroencephalogram [cEEG]) and corticomuscular (cEEG‐gEMG [gastrocnemius electromyography ...
Haifeng Zhao +15 more
wiley +1 more source
Copula estimation for nonsynchronous financial data
, 2020 Copula is a powerful tool to model multivariate data. We propose the modelling of intraday financial returns of multiple assets through copula. The problem originates due to the asynchronous nature of intraday financial data.
Chakrabarti, Arnab, Sen, Rituparna
core
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
, 2012 Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube.
Segers, Johan
core +1 more source
Mathematical Methods in the Applied Sciences, EarlyView.We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés +2 more
wiley +1 more source
Zhejiang Daxue xuebao. Lixue ban, 2013 利用Copula-GARCH模型，研究上证地产股指数和金融股指数收益率的相关性.利用边缘函数推断法(IFM)建立2个股指对数收益率的时间序列的GARCH(1，1)-t模型.对边缘分布概率积分变化后的2个服从均匀分布的序列，分别建立常相关的二元Copula模型，包括正态Copula函数、Clayton Copula函数、Gumbel Copula函数、t-Copula函数、SJC-Copula函数和时变相关的二元Copula模型 ...
LIUGui-mei(刘桂梅), ZHAOLi(赵丽)
doaj +1 more source
A Step‐by‐Step Workflow for Performing In Silico Clinical Trials With Nonlinear Mixed Effects Models
CPT: Pharmacometrics &Systems Pharmacology, EarlyView.ABSTRACT In silico clinical trials (ISCT) are computational frameworks that employ mathematical models to generate virtual patients and simulate their responses to new treatments, treatment regimens, or medical devices via simulations mirroring real‐world clinical trials.
Javiera Cortés‐Ríos +4 more
wiley +1 more source
A Novel Flexible Kernel Density Estimator for Multimodal Probability Density Functions
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT Estimating probability density functions (PDFs) is critical in data analysis, particularly for complex multimodal distributions. traditional kernel density estimator (KDE) methods often face challenges in accurately capturing multimodal structures due to their uniform weighting scheme, leading to mode loss and degraded estimation accuracy ...
Jia‐Qi Chen +5 more
wiley +1 more source
The Syntactic Status of Subject Clitics: A Problem from Venetan SE‐Constructions
Transactions of the Philological Society, EarlyView.Abstract This article reopens the discussion on the syntax of subject clitics (SCLs) in Venetan dialects by providing a problematic piece of data and outlining its theoretical consequences. New evidence from se‐constructions in Alto Polesine Venetan (APV) shows that SCLs resist a unitary categorisation even within the same dialect group: in varieties ...
Marco Fioratti, Leonardo Russo Cardona
wiley +1 more source
Two Copulas associated with extremum(与极值相关的两类Copula)
Zhejiang Daxue xuebao. Lixue ban, 2008 利用阿基米德Copula，生存阿基米德Copula，对随机变量与极值统计量之间的相依关系进行了初步的探讨，构造了两类Copula.并在此基础上提出了一种生成Copula的方法.这种方法将特殊Copula函数结构应用到逆方法之中，为生成具有特殊性质的相依结构提供了平台.
WANGQin(王沁) +2 more
doaj +1 more source