Results 81 to 90 of about 27,022,553 (300)
Filtered Extreme Value Theory for Value-At-Risk Estimation [PDF]
Extreme returns in stock returns need to be captured for a successful risk management function to estimate unexpected loss in portfolio. Traditional value-at-risk models based on parametric models are not able to capture the extremes in emerging markets ...
Yilmazer, Sait +2 more
core
CoastsThis paper investigates the influence of back-to-back major hurricanes “Helene” and “Milton” which devastated south-eastern regions of the USA in 2024, and the extent to which associated storm surges influenced Extreme Value Analysis (EVA) of the long ...
Phil J. Watson
doaj +1 more source
Transcripts enriched in codons that trigger P‐site tRNA‐mediated mRNA decay possess stable mRNA
FEBS Open Bio, EarlyView.PTMD codons were first described by Mendel et al. as mediators of an mRNA decay pathway dependent on the human protein CNOT3, homologous to yeast Not5. Our findings confirm that PTMD codons destabilize transcripts; however, unlike in yeast, the human pathway specifically targets and slightly destabilizes primarily stable mRNAs.
Rodolfo Lopes Carneiro +1 more
wiley +1 more source
Extreme Value Theory for Tail-Related Risk Measures [PDF]
Many fields of modern science and engineering have to deal with events which are rare but have significant consequences. Extreme value theory is considered to provide the basis for the statistical modeling of such extremes. The potential of extreme value
Evis Këllezi, Manfred Gilli
core
EnergiesBy 2050, global population growth will lead to a significant increase in demand for animal-based products, including seafood. Aquaculture is a key solution to meet these needs while reducing pressure on wild aquatic stocks.
Maïlys Bertrand +5 more
doaj +1 more source
A Diagnostic for Selecting the Threshold in Extreme Value Analysis
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2001 Summary A new approach is suggested for choosing the threshold when fitting the Hill estimator of a tail exponent to extreme value data. Our method is based on an easily computed diagnostic, which in turn is founded directly on the Hill estimator itself, ‘symmetrized’ to remove the effect of the tail exponent but designed to emphasize ...
Hall, Peter, Guillou, Armelle
openaire +2 more sources
MagmaFlow: A desktop platform for artificial intelligence‐driven expression analysis
FEBS Open Bio, EarlyView.MagmaFlow is a free, no‐code platform for gene expression analysis. It generates interactive volcano plots, links genes to literature, pathways, and diseases, prioritizes candidates using millions of publications, identifies affected biological processes, builds network diagrams, and exports publication‐ready figures and reports for macOS and Windows ...
Carlos E. Buss +7 more
wiley +1 more source
Non-Parametric Inference for Bivariate Extreme-Value Copulas [PDF]
Extreme-value copulas arise as the possible limits of copulas of componentwise maxima of independent, identically distributed samples.The use of bivariate extreme-value copulas is greatly facilitated by their representation in terms of Pickands ...
Segers, J.J.J.
core
Evolution‐guided yeast complementation reveals functional differences in human PSPH variants
FEBS Open Bio, EarlyView.Ancient genomes can help guide which human genetic variants are tested experimentally. This study applies that idea to PSPH, a gene involved in serine biosynthesis, and uses high‐throughput yeast complementation to compare variant function. The findings reveal measurable differences among selected alleles and illustrate the value of evolution‐guided ...
Mauricio Campa‐Álvarez +6 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