Results 31 to 40 of about 69,262 (283)
Special solutions of matrix Gellerstedt equation
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2011 Fundamental solutions for the Gellerstedt equation and its generalization were obtained in the distribution space using the method applied by I. M. Gelfand and J. Barros-Neto to the studying the Tricomi equation. The degenerating system of the mixed-type
Elena A Kozlova
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Discriminating between the normal inverse Gaussian and generalized hyperbolic skew-t distributions with a follow-up the stock exchange data [PDF]
Yugoslav Journal of Operations Research, 2018 The statistical methods for the financial returns play a key role in measuring the goodness-of-fit of a given distribution to real data. As is well known, the normal inverse Gaussian (NIG) and generalized hyperbolic skew-t (GHST) distributions have been ...
Panahi Hanieh
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Modeling of Stochastic Volatility to Validate IDR Anchor Currency
Gadjah Mada International Journal of Business, 2018 This study aims to assess the performance of stochastic volatility models for their estimation of foreign exchange rate returns' volatility using daily data from Bank Indonesia (BI). The model is then applied to validate the anchor currency of Indonesian
Didit Budi Nugroho +2 more
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A Monte Carlo Approach to Bitcoin Price Prediction with Fractional Ornstein–Uhlenbeck Lévy Process
Forecasting, 2022 Since its inception in 2009, Bitcoin has increasingly gained main stream attention from the general population to institutional investors. Several models, from GARCH type to jump-diffusion type, have been developed to dynamically capture the price ...
Jules Clément Mba +2 more
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Statistical Analysis of the Exchange Rate of Bitcoin.
PLoS ONE, 2015 Bitcoin, the first electronic payment system, is becoming a popular currency. We provide a statistical analysis of the log-returns of the exchange rate of Bitcoin versus the United States Dollar.
Jeffrey Chu +2 more
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پژوهشهای ریاضی, 2022 In this paper, random vectors following the multivariate generalized hyperbolic (GH) distribution are compared using the hessian stochastic order. This family includes the classes of symmetric and asymmetric distributions by which different behaviors of ...
Mehdi Amiri +2 more
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Analysis of the Romanian Capital Market Using the Fractal Dimension
Fractal and Fractional, 2022 The surrounding reality can be analyzed due to the interaction of complex nonlinear dynamic systems. The article’s main objective is to develop and analyze the models that best describe the efficient behavior of the Romanian capital market that generated
Valentin Radu +5 more
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective The Gold Coast criteria permit diagnosis of amyotrophic lateral sclerosis (ALS) even without upper motor neuron (UMN) signs. However, whether ALS patients with UMN signs (ALSwUMN) and those without (ALSwoUMN) share similar characteristics and prognoses remains unclear.
Hee‐Jae Jung +7 more
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Mathematics, 2023 Financial time series and other human-driven, non-natural processes are known to exhibit fat-tailed outcome distributions. That is, such processes demonstrate a greater tendency for extreme outcomes than the normal distribution or other natural ...
Ralph Vince
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Real‐World Performance of CSF Kappa Free Light Chains in the 2024 McDonald Criteria
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Kappa free light chains (KFLCs) in the cerebrospinal fluid (CSF) have a similar performance to CSF‐restricted oligoclonal bands (OCB) for multiple sclerosis (MS) diagnosis. To help with implementation, we set out to resolve several remaining uncertainties: (1) performance in a real‐world cohort and the 2024 McDonald criteria; (2 ...
Maya M. Leibowitz +11 more
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