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A Long-Run Risks Model of Asset Pricing with Fat Tails [PDF]
WWe explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes.
Prasad V. Bidarkota, Zhiguang Wang
core +2 more sources
Generalized Glauber Dynamics for Inference in Biology
Physical Review X, 2023 Large interacting systems in biology often exhibit emergent dynamics, such as coexistence of multiple timescales, manifested by fat tails in the distribution of waiting times. While existing tools in statistical inference, such as maximum entropy models,
Xiaowen Chen +5 more
doaj +1 more source
Fat-Tailed Models for Risk Estimation [PDF]
The Journal of Portfolio Management, 2011 In the post-crisis era, financial institutions seem to be more aware of the risks posed by extreme events. Even though there are attempts to adapt methodologies drawing from the vast academic literature on the topic, there is also skepticism that fat-tailed models are needed.
Stoyanov, Stoyan V. +3 more
openaire +4 more sources
Learning and Climate Feedbacks: Optimal Climate Insurance and Fat Tails, [PDF]
, 2015 We study the effect of potentially severe climate change on near-term optimal climate change policy, accounting for learning and uncertainty in the climate system.
Kelly, David L +4 more
core +1 more source
FEBS Letters, EarlyView.We identified a systemic, progressive loss of protein S‐glutathionylation—detected by nonreducing western blotting—alongside dysregulation of glutathione‐cycle enzymes in both neuronal and peripheral tissues of Taiwanese SMA mice. These alterations were partially rescued by SMN antisense oligonucleotide therapy, revealing persistent redox imbalance as ...
Sofia Vrettou, Brunhilde Wirth
wiley +1 more source
The relationship between body dimensions and fat deposits in herik lambs [PDF]
Kafkas Universitesi Veteriner Fakültesi Dergisi, 2017 The aim of this research was to determine the relationships between some body measurements and fat deposits in the Herik lamb, reared in the central Black Sea Region of Turkey. In this study, data on 20 single-born male Herik lambs, namely 10 with short,
TEKE B, UĞURLU M, AKDAĞ F, EKİZ B
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Jurnal Ilmu-Ilmu Peternakan, 2022 This study aims to determine the digestibility of perilla seeds (Perilla frutescens) in 3 levels (0, 2.5, and 5%) in rations given to local ducks. The research material used was male Mojosari ducks (Day Old Duck) with as many as 90 tails, with an average
Rendi Fathoni Hadi +2 more
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Diversity and complexity in neural organoids
FEBS Letters, EarlyView.Neural organoid research aims to expand genetic diversity on one side and increase tissue complexity on the other. Chimeroids integrate multiple donor genomes within single organoids. Self‐organising multi‐identity organoids, exogenous cell seeding, or enforced assembly of region‐specific organoids contribute to tissue complexity.
Ilaria Chiaradia, Madeline A. Lancaster
wiley +1 more source
IEEE Access, 2020 The majority of processes in chemical industry is nonlinear. However we often take advantage of linear approximation and analysis as the useful simplification.
Pawel D. Domanski, Maciej Lawrynczuk
doaj +1 more source