Results 181 to 190 of about 23,197 (229)

Verfahrensdokumentation für EVT: Essverhalten-Test

open access: yes, 1999
Das Verfahren stellt ein quantitatives und qualitatives Maß für die Diagnose, die Stärke und die Erscheinungsform der Symptomatik von Bulimie zur Verfügung. Als Grundlage diente der Bulimia Test (BULIT) von Smith und Thelen (1984). Der EVT besteht aus 20 Items. Reliabilität: Für die Endfassung wurde ein Konsistenzkoeffizient von .96 erreicht. Validität:
Böhm, B.
openaire   +2 more sources

Research on the decoupling of EVT

2009 IEEE Vehicle Power and Propulsion Conference, 2009
This paper presents the EVT model and a control strategy of this dual-rotor inductional electromechanical energy transformer. This research adopts the equivalent method, just take the outer motor of EVT into study, the effect of the inner motor on it is presented through it's model equations, and the research of inner moter can referring to the outer ...
null Shumei Cui   +4 more
openaire   +1 more source

Island Concept EVT

SAE Technical Paper Series, 2006
<div class="htmlview paragraph">This paper presents an all-wheel-drive (AWD) hybrid electric vehicle (HEV) design approach for extreme off-road applications. The paper focuses on the powertrain design, modeling, simulation, and performance analysis.
Codrin-Gruie Cantemir   +6 more
openaire   +1 more source

Study of Financial Risk Based on EVT

2009 Ninth International Conference on Hybrid Intelligent Systems, 2009
On the assumption that traditional research methods adopts normal distribution which leads to the VaR estimation deviation. This paper utilizes POT model of extreme value theory, and GPD distribution which can give more accurate description on tail distribution of benefits of financial products.
Feng Li, Qizhe Quan
openaire   +2 more sources

Portfolio Optimization via Pair Copula-GARCH-EVT-CVaR Model [PDF]

open access: yesSystems Engineering Procedia, 2011
This paper uses CVaR as the risk measure and applies EVT to model the tails of the return series so as to estimate risk of assets more accurately. This paper also applies pair Copula to capture the inter-dependence structure between assets and constructs
Ling Deng   +5 more
exaly   +2 more sources

An EVT Primer for Credit Risk

2012
Abstract This article aims to provide the basics any risk manager should know on the modelling of external events, and this from a past–present–future research perspective. Such events are often also referred to as low-probability events or rare events. The article is organised as follows.
Valérie Chavez‐Demoulin   +1 more
openaire   +1 more source

A Comparison of EVT and Standard VaR Estimations

SSRN Electronic Journal, 2011
In this paper, Extreme value theory (EVT) is applied in estimating low quantiles of P/L distribution and the results are compared to common VaR methodologies. The fundamental theory behind EVT is built, and peaks-over-threshold method is used for modeling the tail of the distribution of losses with Generalized Pareto Distribution (GPD).
Jaroslav Baran, Jiri Witzany
openaire   +1 more source

The Algebraic Design of Transmissions & EVTs

SAE Technical Paper Series, 2007
<div class="htmlview paragraph">This paper describes the creation of novel transmission mechanisms using algebraic design techniques. The objective is to create novel arrangements comprised of one or more planetary gear sets, a pair of motor-generators and several torque-transmitting mechanisms (clutches and brakes).
Madhusudan Raghavan   +4 more
openaire   +1 more source

Garch-EVT Model

2015
In this study, wavelet based GARCH-Extreme Value Theory (EVT) is proposed to model financial return series to forecast daily value-at-risk. Wavelets based GARCH-EVT is hybrid model combining the wavelet analysis and EVT. Proposed model contains three stages.
ALTUN, Emrah, TATLİDİL, Hüseyin
openaire   +1 more source

Population Growth, Extreme Value Theory (EVT) and geometrically thinned EVT

2023
M Ivette Gomes   +4 more
openaire   +1 more source

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