Results 261 to 270 of about 590,832 (344)

Asymptotic independence in more than two dimensions and its implications on risk management

Canadian Journal of Statistics, EarlyView.
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley   +1 more source

A Fixed Point Theorem for Left Amenable Semi-Topological Semigroups

, 2015
Foad Naderi
openalex   +2 more sources

Existence and uniqueness of solutions for fuzzy fractional integro-differential equations with boundary conditions. [PDF]

Sci Rep
K A, V P, Kausar N, Salman MA.
europepmc   +1 more source

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

Canadian Journal of Statistics, EarlyView.
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley   +1 more source

Gödelian embodied self-referential genomic intelligence: lessons for AI and AGI from the genomic blockchain. [PDF]

Front Robot AI
Markose S.
europepmc   +1 more source

A Markov approach to credit rating migration conditional on economic states

Canadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source

Fixed Point and Coincidence Point Theorems in Dualistic Partial Metric Spaces

Manoj Ughade, Sheetal Yadav, Rahul Gourh, Manoj Kumar Shukla   +3 more
openalex   +1 more source

Inner synchronization of controlled multi-valued logical networks. [PDF]

PLoS One
Deng Y, Qi X, Liang Y.
europepmc   +1 more source

Bayesian clustering of multivariate extremes

Canadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

Some Integral Type Fixed Point Theorems in Dislocated Metric Space

, 2016
Dinesh Panthi, Sumati Kumari Panda
openalex   +2 more sources