Results 101 to 110 of about 492,581 (337)

PERBANDINGAN PENDEKATAN GENERALIZED EXTREME VALUE DAN GENERALIZED PARETO DISTRIBUTION UNTUK PERHITUNGAN VALUE AT RISK PADA PORTOFOLIO SAHAM [PDF]

, 2016
Saham merupakan salah satu investasi yang banyak diminati investor namun seringkali mempunyai risiko yang tinggi. Sehingga perlu dilakukan pengukuran kajian risiko baik untuk saham tunggal maupun saham portofolio. Value at risk (VaR) merupakan salah satu
AMBARSARI, AYU
core  

The generalized Pareto process; with a view towards application and simulation

, 2014
In extreme value statistics, the peaks-over-threshold method is widely used. The method is based on the generalized Pareto distribution characterizing probabilities of exceedances over high thresholds in $\mathbb {R}^d$.
de Haan, Laurens, Ferreira, Ana
core   +1 more source

Local Thermal Conductivity Patterning in Rotating Lattice Crystals of Anisotropic Sb2S3

Advanced Functional Materials, EarlyView.
Microscale control of thermal conductivity in Sb2S3 is demonstrated via laser‐induced rotating lattice crystals. Thermal conductivity imaging reveals marked thermal transport anisotropy, with the c axis featuring amorphous‐like transport, whereas in‐plane directions (a, b) exhibit 3.5x and 1.7x larger thermal conductivity.
Eleonora Isotta, Rosemary Wynnychenko, Binayak Mukherjee, Jack Kaman, Hrushikesh Sahasrabuddhe, Jiongzhi Zheng, Anubhav Jain, Geoffroy Hautier, Alexandra Zevalkink, Evan Musterman, Volkmar Dierolf, Himanshu Jain, G. Jeffrey Snyder, Oluwaseyi Balogun   +13 more
wiley   +1 more source

Seasonal Cycle in German Daily Precipitation Extremes

Meteorologische Zeitschrift, 2018
The seasonal cycle of extreme precipitation in Germany is investigated by fitting statistical models to monthly maxima of daily precipitation sums for 2,865 rain gauges. The basis is a non-stationary generalized extreme value (GEV) distribution variation
Madlen Fischer, Henning W. Rust, Uwe Ulbrich   +2 more
doaj   +1 more source

An elementary renormalization-group approach to the generalized central limit theorem and extreme value distributions [PDF]

, 2020
Ariel Amir
openalex   +1 more source

Digital Discovery of Synthesizable Metal−Organic Frameworks via Molecular Dynamics‑Informed, High‑Fidelity Deep Learning

Advanced Functional Materials, EarlyView.
Tabular foundation model interrogates the synthetic likelihood of metal−organic frameworks. Abstract Metal–organic frameworks (MOFs) are celebrated for their chemical and structural versatility, and in‑silico screening has significantly accelerated their discovery; yet most hypothetical MOFs (hMOFs) never reach the bench because their synthetic ...
Xiaoyu Wu, Rui Zheng, Quan Liu, Jianwen Jiang   +3 more
wiley   +1 more source

Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form [PDF]

A new state space approach is proposed to model the time- dependence in an extreme value process. The generalized extreme value distribution is extended to incorporate the time-dependence using a state space representation where the state variables ...
Jouchi Nakajima, Sylvia Fruwirth-Scnatter, Tsuyoshi Kunihama, Yasuhiro Omori   +3 more
core  

Statistical modeling of ground motion relations for seismic hazard analysis

, 2013
We introduce a new approach for ground motion relations (GMR) in the probabilistic seismic hazard analysis (PSHA), being influenced by the extreme value theory of mathematical statistics. Therein, we understand a GMR as a random function.
B Efron, BV Gnedenko, CA Cornell, CB Crouse, CM Montgomery, D Enescu, D Giardini, D Stromeyer, DA Rhoades, DD Mari, DJ Dupuis, E Kalkan, F Scherbaum, FO Strasser, FO Strasser, GL Molas, GM Atkinson, GM Atkinson, GM Atkinson, J Beirlant, J Douglas, J Douglas, J Hüsler, JC Stepp, JG Anderson, JJ Bommer, JJ Bommer, JJ Bommer, K Beyer, K Campbell, K Sadigh, KW Campbell, L Al Atik, L Haan de, L Huyse, L Landry, LF Restrepo-Velez, M Falk, M Massa, M Raschke, M Raschke, M Raschke, M Raschke, M Sørensen, Mathias Raschke, MH Quenouille, MR Leadbetter, N Abrahamson, N Abrahamson, N Morikawa, NA Abrahamson, NA Abrahamson, NN Ambraseys, NN Ambraseys, NN Ambraseys, NN Ambraseys, P Billingsley, P Cosentino, P Spudich, PJ Stafford, PS Lin, RA Fisher, RK McGuire, RK McGuire, RL Smith, RR Youngs, S Castellaro, S Coles, T Chang, T Utsu, WB Joyner, WB Joyner, Y-H Chen, Z Kabluchko   +73 more
core   +1 more source

Electron–Matter Interactions During Electron Beam Nanopatterning

Advanced Functional Materials, EarlyView.
This article reviews the electron–matter interactions important to nanopatterning with electron beam lithography (EBL). Electron–matter interactions, including secondary electron generation routes, polymer radiolysis, and electron beam induced charging, are discussed.
Camila Faccini de Lima, Prathiba Thamizhavel, Taylor J. Woehl   +2 more
wiley   +1 more source

An extreme value analysis of water levels at the Akosombo dam, Ghana

Heliyon
The Akosombo Dam is the largest dam in Ghana and is linked to the world's largest man-made lake by surface area. The top of flood control pool of the dam has been breached a number of times, so it is of interest to know the corresponding probability. The
Saralees Nadarajah, Charles Kwofie
doaj   +1 more source