Results 31 to 40 of about 40,778 (262)

Expectation and Optimal Allocations in Existential Contests of Finite, Heavy-Tail-Distributed Outcomes

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
doaj   +1 more source

New Monotonicity and Infinite Divisibility Properties for the Mittag-Leffler Function and for Stable Distributions

Mathematics, 2023
Hyperbolic complete monotonicity property (HCM) is a way to check if a distribution is a generalized gamma (GGC), hence is infinitely divisible. In this work, we illustrate to which extent the Mittag-Leffler functions Eα,α∈(0,2], enjoy the HCM property ...
Nuha Altaymani, Wissem Jedidi
doaj   +1 more source

Hessian Stochastic Ordering in the Family of multivariate Generalized Hyperbolic Distributions and its Applications

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, Ahad Jamalizadeh, Salman Izadkhah   +2 more
doaj  

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, Tundjung Mahatma, Yulius Pratomo   +2 more
doaj   +1 more source

Microlocal analysis of generalized functions: pseudodifferential techniques and propagation of singularities [PDF]

, 2004
We characterize microlocal regularity of Colombeau generalized functions by an appropriate extension of the classical notion of micro-ellipticity to pseudodifferential operators with slow scale generalized symbols.
Garetto, Claudia, Hoermann, Guenther
core   +4 more sources

Entropic Constitutive Relation and Modeling for Fourier and Hyperbolic Heat Conductions

Entropy, 2017
Most existing phenomenological heat conduction models are expressed by temperature and heat flux distributions, whose definitions might be debatable in heat conductions with strong non-equilibrium.
Shu-Nan Li, Bing-Yang Cao
doaj   +1 more source

Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy-Processes [PDF]

, 2004
Expressions for (absolute) moments of generalized hyperbolic (GH) and normal inverse Gaussian (NIG) laws are given in terms of moments of the corresponding symmetric laws.
Barndorff-Nielsen, Ole Eiler, Stelzer, Robert   +1 more
core   +3 more sources

ALS With and Without Upper Motor Neuron Signs: A Comparative Study Supporting the Gold Coast Criteria

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, E‐nae Cheong, Jungmin So, Heung‐Won Kang, Yangsean Choi, Eun‐Jae Lee, Hyunjin Kim, Young‐Min Lim   +7 more
wiley   +1 more source

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, Ryan Cooper, Stefania Kaninia, Kathryn I. Challis, Will Greenway, Maria Bonello, Mahmoud Elbahnasawi, Deborah T. Shode, Dominika Gajdasik, Victor Iliev, Alison M. E. Whitelegg, Ian Galea   +11 more
wiley   +1 more source

Development of a Prediction Model for Progression Risk in High‐Grade Gliomas Based on Habitat Radiomics and Pathomics

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To investigate the value of constructing models based on habitat radiomics and pathomics for predicting the risk of progression in high‐grade gliomas. Methods This study conducted a retrospective analysis of preoperative magnetic resonance (MR) images and pathological sections from 72 patients diagnosed with high‐grade gliomas (52 ...
Yuchen Zhu, Yuxi Gong, Weilin Xu, Xingjian Sun, Gefei Jiang, Lei Qiu, Kexin Shi, Mengxing Wu, Yinjiao Fei, Jinling Yuan, Jinyan Luo, Yurong Li, Yuandong Cao, Minhong Pan, Shu Zhou   +14 more
wiley   +1 more source