Results 81 to 90 of about 6,997,542 (254)
Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory [PDF]
This paper studies the performance of nonparametric quantile regression as a tool to predict Value at Risk (VaR). The approach is flexible as it requires no assumptions on the form of return distributions.
Julia Schaumburg
core
Earth and Space Science, 2019 Incorrect estimation of extreme values of daily precipitation can have severe consequences in hydrological and engineering applications. Recent advances in the study of extreme precipitation have shown that the Metastatistical Extreme Value Distribution (
Harald Schellander +2 more
doaj +1 more source
Al-Jabar, 2016 Extreme event such as extreme rainfall have been analyzed and most concern for the country all around the world. There are two common distribution for extreme value which are Generalized Extreme Value distribution and Generalized Pareto distribution ...
Achi Rinaldi
doaj +1 more source
FEBS Open Bio, EarlyView.In this study, a novel esterase from the thermoacidophilic archaeon Thermoplasma acidophilum was biochemically and structurally characterized. Our results demonstrate that Ta0887 is a highly thermostable esterase that preferentially hydrolyzes p‐nitrophenyl hexanoate and possesses an α‐helical cap domain that likely contributes to its substrate ...
Alejandro Delgado‐Rey +4 more
wiley +1 more source
Bayesian Extreme Value Mixture Modelling for Estimating VaR [PDF]
A new extreme value mixture modelling approach for estimating Value-at-Risk (VaR) is proposed, overcoming the key issues of determining the threshold which defines the distribution tail and accounts for uncertainty due to threshold choice.
Les Oxley +3 more
core
IGF2 knockout reduces but does not abolish osteosarcoma growth in vitro and in vivo
FEBS Open Bio, EarlyView.To test whether endogenous IGF2 promotes osteosarcoma growth, IGF2 was knocked out in Saos2 cells via CRISPR‐Cas9. KO cells showed reduced proliferation in vitro, and knockout xenografts in mice reached only ~25% of wild‐type tumor volume. Insulin‐like growth factor 2 (IGF2) is implicated in osteosarcoma, but direct functional evidence of its role is ...
Shun Yao, Marco Archetti
wiley +1 more source
Measuring market risk using extreme value theory [PDF]
The adoption of Basel II standards by the Bangko Sentral ng Pilipinas initiates financial institutions to develop value-at-risk (VaR) models to measure market risk.
Mapa, Dennis S., Suaiso, Oliver Q.
core
Improved Dual-Center Particle Swarm Optimization Algorithm
MathematicsThis paper proposes an improved dual-center particle swarm optimization (IDCPSO) algorithm which can effectively improve some inherent defects of particle swarm optimization algorithms such as being prone to premature convergence and low optimization ...
Zhouxi Qin, Dazhi Pan
doaj +1 more source
Mean-of-Order-p Location-Invariant Extreme Value Index Estimation
Revstat Statistical Journal, 2016 A simple generalisation of the classical Hill estimator of a positive extreme value index (EVI) has been recently introduced in the literature. Indeed, the Hill estimator can be regarded as the logarithm of the mean of order p = 0 of a certain set of ...
M. Ivette Gomes +2 more
doaj +1 more source
Elevated Connectivity During Language Processing Is Associated With Cognitive Performance in SeLECTS
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Self‐Limited Epilepsy with Centrotemporal Spikes (SeLECTS) is associated with language impairments despite seizures originating in the motor cortex, suggesting aberrant cross‐network interactions. Here we tested whether functional connectivity in SeLECTS during language tasks predicts language performance.
Wendy Qi +8 more
wiley +1 more source