Results 101 to 110 of about 1,747,393 (329)
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
Cu‐based catalysts as a cornerstone in advancing sustainable energy technologies are fully reviewed in this manuscript, highlighting their potential in photo‐ and electrocatalysis. It includes metallic copper, copper oxides, copper sulfides, copper halide perovskites, copper‐based metal–organic frameworks (MOFs), and covalent organic frameworks (COFs),
Jéssica C. de Almeida +16 more
wiley +1 more source
Ranking, and Other Properties, of Elite Swimmers Using Extreme Value Theory [PDF]
Harriet Spearing +4 more
openalex +1 more source
Extreme Value Theory and Value at Risk : Application to Oil Market [PDF]
Recent increases in energy prices, especially oil prices, have become a principal concern for consumers, corporations, and governments. Most analysts believe that oil price fluctuations have considerable consequences on economic activity.
Abdelwahed Trabelsi +2 more
core
Extreme Value Theory Filtering Techniques for Outlier Detection [PDF]
We introduce asymptotic parameter-free hypothesis tests based on extreme value theory to detect outlying observations in finite samples. Our tests have nontrivial power for detecting outliers for general forms of the parent distribution and can be ...
Olmo, J.
core +1 more source
Micropatterned Biphasic Printed Electrodes for High‐Fidelity on‐Skin Bioelectronics
Micropatterned biphasic printed electrodes achieve unprecedented skin conformity and low impedance by combining liquid‐metal droplets with microstructured 3D lattices. This scalable approach enables high‐fidelity detection of ECG, EMG, and EEG signals, including alpha rhythms from the forehead, with long‐term comfort and stability.
Manuel Reis Carneiro +4 more
wiley +1 more source
Some aspects of random utility, extreme value theory and multinomial logit models [PDF]
In this paper we give a survey on some basic ideas related to random utility, extreme value theory and multinomial logit models. These ideas are well known within the field of spatial economics, but do not appear to be common knowledge to researchers in ...
Andersson, Jonas, Ubøe, Jan
core
Electric control of magnetic tunnel junctions offers a path to drastically reduce the energy requirements of the device. Electric field control of magnetization can be realized in a multitude of ways. These mechanisms can be integrated into existing spintronic devices to further reduce the operational energy.
Will Echtenkamp +7 more
wiley +1 more source
Analytical first-screening of distributed generation hosting capacity via extreme-value theory
Against the backdrop of large-scale interconnection requests for distributed generation (DG), there is a growing demand for rapid assessment of distribution network hosting capacity (DGHC).
Xin Ma +4 more
doaj +1 more source
Bimetallic Nanoparticles as Cocatalysts for Photocatalytic Hydrogen Production
Recent developments have introduced bimetallic nanoparticles as effective cocatalysts for photocatalytic systems. This review explores the rapidly expanding research on bimetallic cocatalysts for photocatalytic production of hydrogen, emphasizing the creation of carrier‐selective contacts, localized surface plasmon resonance effects, methodologies for ...
Yufen Chen +4 more
wiley +1 more source

