Results 91 to 100 of about 9,847,764 (300)
Varying the VaR for unconditional and conditional environments [PDF]
, 2004 Accurate forecasting of risk is the key to successful risk management techniques. Using the largest stock index futures from twelve European bourses, this paper presents VaR measures based on their unconditional and conditional distributions for single
Cotter, John
core +2 more sources
The FORGEX method of rainfall growth estimation I: Review of requirement [PDF]
Hydrology and Earth System Sciences, 1999 A growth factor is the ratio of the T-year extreme value to an index extreme value such as the mean of annual maxima. Whereas a record length of ten or more years may suffice to estimate the index variable, it is generally necessary to blend data from ...
E. J. Stewart +7 more
doaj
Extremal behaviour in models of superposition of random variables
Revstat Statistical Journal, 2004 Let X(i) ={Xgi(n)}n≥1, i= 1, 2, be sequences of random variables, where {gi(n)}n≥1 are disjoint and strictly increasing sequences of integer numbers such that {g1(n)}n≥1 ∪ {g2(n)}n≥1 = N.
Luísa Pereira
doaj +1 more source
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
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
Generalized Pickands estimators for the extreme value index [PDF]
Journal of Statistical Planning and Inference, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +3 more sources
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
ASSESSMENT OF MARKET RISK IN HOG PRODUCTION USING VALUE-AT-RISK AND EXTREME VALUE THEORY [PDF]
The objective of this paper is to investigate the performance of different VaR models in the context of risk assessment in hog production. Potential pitfalls of traditional VaR models are pinpointed and proposals to solve them are analyzed. After a brief
Odening, Martin, Hinrichs, Jan
core
Characteristics of Extreme Temperature Events in Heilongjiang Province in the Period 1961-2016
Shuitu baochi yanjiu, 2020 In order to analyze the response of Heilongjiang Province to global warming, the variation characteristics of 16 extreme temperature indexes of 27 meteorological stations in Heilongjiang Province from 1961 to 2016 were analyzed by employing Mann-Kendall ...
YIN Mingli +3 more
doaj
Heterotropic regulation and negative homotropic cooperativity
FEBS Open Bio, EarlyView.We identified a structural module common to some proteins that couple negative cooperativity with heterotropic regulation, two features that rarely coexist. These proteins are ring‐like and present an ordered asymmetry whereby noncontacting subunits are symmetric, and their tertiary structure differs from that of contacting subunits.
Veronica Morea +5 more
wiley +1 more source