Results 121 to 130 of about 158,428 (296)

Extreme Value at Risk and Expected Shortfall during Financial Crisis [PDF]

This paper investigates Value at Risk and Expected Shortfall for CAC 40, S&P 500, Wheat and Crude Oil indexes during the 2008 financial crisis. We show an underestimation of the risk of loss for the unconditional VaR models as compared with the ...
D. Dupre, O. Taramasco, L. Kourouma, G. Sanfilippo   +3 more
core  

COMPARISON OF BLOCK MAXIMA AND PEAK OVER THRESHOLD METHODS FOR EXTREME RAINFALL MODELING OF DKI JAKARTA

Jurnal Lebesgue
Extreme rain has a form of tail that the right side of the distribution is longer; it is not suitable for model using normal distribution approach. One of the statistical methods developed related to the analysis of extreme events in which the shape of ...
Purnama Akbar
doaj   +1 more source

Estimation of the return periods of maxima rainfall and floods at the Pra River Catchment, Ghana, West Africa using the Gumbel extreme value theory. [PDF]

Heliyon, 2021
Osei MA, Amekudzi LK, Omari-Sasu AY, Yamba EI, Quansah E, Aryee JNA, Preko K.   +6 more
europepmc   +1 more source

Intermediate Resistive State in Wafer‐Scale Vertical MoS2 Memristors Through Lateral Silver Filament Growth for Artificial Synapse Applications

Advanced Functional Materials, EarlyView.
In MOCVD MoS2 memristors, a current compliance‐regulated Ag filament mechanism is revealed. The filament ruptures spontaneously during volatile switching, while subsequent growth proceeds vertically through the MoS2 layers and then laterally along the van der Waals gaps during nonvolatile switching.
Yuan Fa, Milan Buttberg, Ke Ran, Rana Walied Ahmad, Dennis Braun, Lukas Völkel, Jimin Lee, Sofía Cruces, Bart Macco, Bárbara Canto, Holger Lerch, Thorsten Wahlbrink, Holger Kalisch, Michael Heuken, Andrei Vescan, Joachim Mayer, Zhenxing Wang, Ilia Valov, Stephan Menzel, Max C. Lemme   +19 more
wiley   +1 more source

Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators

Risk assessments often encounter extreme settings with very few or no occurrences in reality.Inferences about risk indicators in such settings face the problem of insufficient data.Extreme value theory is particularly well suited for handling this type ...
Einmahl, J.H.J., Li, J., Liu, R.Y.
core  

Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. [PDF]

Econ Model, 2021
Wang H, Yuan Y, Li Y, Wang X.
europepmc   +1 more source

Oxygen‐Tunnel Indium Tin Oxide Vertical Channel Transistors with Enhanced Current Density and Reliability for Monolithic 3D Compute‐In‐Memory Systems

Advanced Functional Materials, EarlyView.
Oxygen‐tunnel (OT) indium tin oxide (ITO) vertical channel transistors (VCTs) enable reliable, high‐density gain‐cell memory for monolithic 3D integration. A sandwiched SiN/SiO2/SiN OT stack selectively regulates oxygen transport, suppressing parasitic electrode oxidation while stabilizing channel oxygen vacancies, thereby suppressing carrier injection
Hyeonho Gu, Haksoon Jung, Yongwoo Lee, Hoichang Jeong, Yanfeng Zhao, Heesoo Yang, Minho Park, Hyeonjin Lee, Seunghun Baek, Minju Song, Junghwan Kim, Youngmin Jo, Hyunjin Park, Munhyeon Kim, Jae‐Joon Kim, Kyuho Jason Lee, Byungjo Kim, Jimin Kwon   +17 more
wiley   +1 more source

Machine Learning‐Assisted Inverse Design of Soft and Multifunctional Hybrid Liquid Metal Composites

Advanced Functional Materials, EarlyView.
A machine learning framework is presented for inverse design of synthesizable multifunctional composites containing both liquid metal and solid inclusions. By integrating physics‐based modeling, data‐driven prediction, and Bayesian optimization, the approach enables intelligent design of experiments to identify optimal compositions and realize these ...
Lijun Zhou, Yunsik Ohm, Ren‐Mian Chin, Olivia Kerr, Krithika Manohar, Mohammad H. Malakooti   +5 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, Xin Zhao, Carl John Scarrott, Marco Reale   +3 more
core  

Projecting Future Ozone Episodes in China by 2060 Under Diverse Emission and Climate Pathways: Insights From Extreme Value Theory

Geophysical Research Letters
Ozone concentrations in China have been rising since 2013 despite emission reductions, yet future episode frequencies remain poorly investigated. In this study, we employ extreme value theory (EVT) to project ozone episode frequency in China by 2060 ...
Fengwei Wan, Lu Shen, Mingwei Li
doaj   +1 more source