Results 81 to 90 of about 1,747,393 (329)
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.
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Advanced Engineering Materials, EarlyView.Bimetallic (NiFe) and trimetallic (NiFeCr) nanoalloys (NAs) are synthesized using corresponding oxide mixtures using microwave hydrogen plasma within a few milliseconds. The process simultaneously 1) reduces metal oxides to metals; 2) downsizes the particles from micrometers to nanometers; and 3) blends the metals to form NAs.
Sachin Kumar +5 more
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A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro
Business Systems Research, 2015 Background: The concept of value at risk gives estimation of the maximum loss of financial position at a given time for a given probability. The motivation for this analysis lies in the desire to devote necessary attention to risks in Montenegro, and to ...
Cerović Julija +2 more
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Advanced Engineering Materials, EarlyView.The thermal diffusivity of MgO‐C refractories is highly sensitive to sample preparation and processing procedures. In this article, the effects of coking sequence, machining conditions, structural inhomogeneity, and graphite coating application on measurements using laser flash apparatus are systematically investigated.
Luyao Pan +4 more
wiley +1 more source
Remaining Life Analysis of Pipeline Gas with Extreme Value Theory
Journal of Materials Exploration and FindingsEnergy and chemical companies use pipelines to transfer oil, gas, and other materials from one place to another, within and between their plants. Pipeline integrity is an important concern because pipeline leakage could result in serious economic or ...
Rony Prayitno Simeon +2 more
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Advanced Engineering Materials, EarlyView.A wood‐based magnetic and conductive material called Magwood (MW), capable of blocking almost 99.99% of electromagnetic waves (in the X‐band frequency range), is synthesized using a simple, solvent‐free process. MW is lightweight, resists water, and is flame‐retardant, making it a promising alternative for shielding electronics. The rapid proliferation
Akash Madhav Gondaliya +3 more
wiley +1 more source
MODEL CURAH HUJAN EKSTREM DI KOTA SEMARANG MENGGUNAKAN ESTIMASI MOMENT PROBABILITAS TERBOBOTI
Media Statistika, 2015 The methods is used to analyze extreme rainfall is the Extreme Value Theory (EVT). One of the approaches of EVT is the Block Maxima (BM) which it follows the distribution of Generalized Extreme Value (GEV).
Agus Rusgiyono +2 more
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On bootstrap sample size in extreme value theory [PDF]
It has been known for a long time that for bootstrapping theprobability distribution of the maximum of a sample consistently,the bootstrap sample size needs to be of smaller order than theoriginal sample size. See Jun Shao and Dongsheng Tu (1995), Ex.3.9,
Geluk, J.L., Haan, L.F.M. de
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Advanced Functional Materials, EarlyView.A lack of standard approaches for testing and reporting the performance of metal halide perovskites and organic semiconductor radiation detectors has resulted in inconsistent interpretation of performance parameters, impeding progress in the field. This Perspective recommends key metrics and experimental details, which are suggested for reporting in ...
Jessie A. Posar +8 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Intelligent radiative cooling devices, adaptable to various weather conditions, have the potential for year‐round energy savings. This study introduces a sustainable dual‐mode film made from polycaprolactone nanofibers and upcycled chip bags for effective thermal management.
Qimeng Song +4 more
wiley +1 more source