Results 81 to 90 of about 1,753,680 (284)

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 ...
Cifter, Atilla, Ozun, Alper, Yilmazer, Sait   +2 more
core   +1 more source

Characterization of Defect Distribution in an Additively Manufactured AlSi10Mg as a Function of Processing Parameters and Correlations with Extreme Value Statistics

Advanced Engineering Materials, EarlyView.
Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt, Varma Kvvssn, Hossein Laieghi, Zia Uddin, Peyman Ansari, E. Kıvanç Sadak, Can Barış Toprak, Hüseyin Kızıl, Enrico Salvati   +8 more
wiley   +1 more source

Influence of Sample Preparation and Processing Procedures on the Thermal Diffusivity of MgO‐C Refractories

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, Rhena Wulf, Till M. J. Stadtmüller, Christos G. Aneziris, Tobias M. Fieback   +4 more
wiley   +1 more source

Remaining Life Analysis of Pipeline Gas with Extreme Value Theory

Journal of Materials Exploration and Findings
Energy 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, Eddy Sumarno Siradj, Tedi Kurniawan   +2 more
doaj   +1 more source

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, Lipovina-Božović Milena, Vujošević Saša   +2 more
doaj   +1 more source

Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan [PDF]

The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani nancial data. It also in- troduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing nancial models for
Nawaz, Faisal, Qayyum, Abdul
core   +1 more source

Investigation of Laser Ablation and Brush Pre‐Treatments for AlCu Cold Roll Bonding in Oxygen‐Free Conditions

Advanced Engineering Materials, EarlyView.
It is shown that laser ablation pretreatment under oxygen‐free conditions enables copper–aluminium bonding at significantly lower deformation degrees and improved properties compared to mechanical brushing. Laser ablation further increases interface contact area and induces favourable residual stress states and microstructural compatibility ...
Khemais Barienti, Finn‐Lennard Janthur, Selina Raumel, Sascha Jan Zimmermann, Sarah Seffer, René Gustus, Sebastian Herbst, Marc C. Wurz, Ludger Overmeyer, Wolfgang Maus‐Friedrichs, Hans Jürgen Maier, Florian Nürnberger   +11 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, Triastuti Wuryandari, Annisa Rahmawati   +2 more
doaj   +1 more source

Influence of an Argon/Silane Atmosphere on the Temperature of a Thermal Plasma

Advanced Engineering Materials, EarlyView.
The influence of a silane‐doped argon atmosphere on the chemical composition and temperature of a thermal nontransferring argon plasma is investigated using optical emission spectroscopy. As a result of the high amount of free electrons resulting from the stepwise ionization and dissociation of the silane molecule, even a silane addition of 0.01 vol ...
Lena Kreie, David Kramer, Thomas Scheithauer, Hans Jürgen Maier, Thomas Hassel   +4 more
wiley   +1 more source

Extreme Value Index Estimators and Smoothing Alternatives: A Critical Review [PDF]

Extreme-value theory and corresponding analysis is an issue extensively applied in many different fields. The central point of this theory is the estimation of a parameter γ, known as the extreme-value index. In this paper we review several extreme-value
Panaretos, John, Tsourti, Zoi
core   +1 more source