Heavy-tailed distributions in VaR calculations [PDF]
The essence of the Value-at-Risk (VaR) and Expected Shortfall (ES) computations is estimation of low quantiles in the portfolio return distributions.
Rafal Weron, Adam Misiorek
core
On the Gaussian distribution of the Mann-Kendall tau in the case of autocorrelated data. [PDF]
Gamot T +2 more
europepmc +1 more source
Structural Guidance in 3D Microgel‐in‐Hydrogel Systems to Improve Chondrogenesis
The Anisogel, an anisotropic microgel‐in‐hydrogel system, guides chondrogenic differentiation of human mesenchymal stromal cells (hMSCs) modulated by the alignment and size of anisometric microgels. Chondrogenic markers are upregulated in an in vitro model and guided tissue infiltration is enhanced in a semi‐orthopedic mouse model due to the physico ...
Julia Kamp +12 more
wiley +1 more source
Representative Points of the Inverse Gaussian Distribution and Their Applications. [PDF]
Hu WW, Fang KT, Peng XL.
europepmc +1 more source
An innovative, lightweight 3D‐printed skinfold chamber system is presented for long‐term intravital imaging. This affordable, biocompatible platform simplifies surgical implantation and allows high‐resolution, multimodal visualization of the tumor microenvironment for up to four weeks.
Iván Cortés Domínguez +9 more
wiley +1 more source
Cognitive Mechanisms of Predictive Processing in Chinese Reading: An Eye-Movement Analysis Based on the Ex-Gaussian Distribution. [PDF]
Tong W, Li X, Liu Y, Liu Z.
europepmc +1 more source
Plasmonic Enhancement of Fluorescence and Protein Dynamics in Living Mammalian Cells
This study demonstrates plasmonic enhancement of the function of fluorescent voltage sensing proteins (genetically encoded voltage indicators, (GEVIs), QuasAr6) in live mammalian cells. Coupling to plasmonic nanoparticles does not just increase fluorescence, but influences the protein photocycle, creating a hybrid sensor with its response speed to ...
Marco Locarno +16 more
wiley +1 more source
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution [PDF]
In this paper we investigate the dependence structure for Ornstein-Uhlenbeck processes with totally skewed tempered stable structure. They are natural extension of Ornstein-Uhlenbeck processes with stable (and Gaussian) distribution.
Wylomanska-, Agnieszka
core +1 more source
Enhanced generalized normal distribution optimizer with Gaussian distribution repair method and cauchy reverse learning for features selection. [PDF]
Ghetas M, Elaziz MA, Issa M.
europepmc +1 more source

