Results 91 to 100 of about 91,294 (309)

Asynchronous Heavy-Tailed Optimization

CoRR
8-page main body, 25-page appendix, 5 ...
Junfei Sun, Dixi Yao, Xuchen Gong, Tahseen Rabbani, Manzil Zaheer, Tian Li 0005   +5 more
openaire   +2 more sources

On Tail Index Estimation for Dependent, Heterogenous Data [PDF]

In this paper we analyze the asymptotic properties of the popular distribution tail index estimator by B. Hill (1975) for possibly heavy- tailed, heterogenous, dependent processes.
Jonathan B. Hill
core  

Some Approximate Results of Value-at-Risk for Dependent Compound Stochastic Sums of Heavy-Tailed Risks

IEEE Access, 2020
According to in-depth research, a wide range of problems in applied science involve estimating the probability of compound stochastic sums of heavy-tailed risks over a large threshold.
Zhaoyang Lu
doaj   +1 more source

Microsphere‐Templated Conductive Syntactic Foams for Recyclable and Additively Manufactured Soft Electronics

Advanced Healthcare Materials, EarlyView.
This work introduces a microsphere‐templated strategy to fabricate reprocessable PEDOT:PSS syntactic foams with tunable porosity, stable conductivity, and 3D printability. In situ PEDOT:PSS coatings create a conductive network that maintains electrical performance at high void fractions.
Gayaneh Petrossian, Yassine Diouri, Bolan Xu, Sara Ebrahimi, Atharva Pande, Floriane Miquet‐Westphal, Hang Xu, Fabio Cicoira   +7 more
wiley   +1 more source

The impact of heavy tails and comovements in downside-risk diversification [PDF]

, 2007
This paper uncovers the factors influencing optimal asset allocation for downside-risk averse investors. These are comovements between assets, the product of marginal tail probabilities, and the tail index of the optimal portfolio.
Gonzalo, Jesús, Olmo, José, Olmo, J., Gonzalo, J.   +3 more
core  

Affinity‐Tuned Albumin Hitchhiking Extends the Bioorthogonal Capture Window in Pretargeting Radiotheranostics

Advanced Healthcare Materials, EarlyView.
Pharmacokinetic engineering of clickable radioligands was achieved via albumin hitchhiking approach within a pretargeted radiotheranostics delivery platform. This approach reduced rapid renal elimination, expanded bioorthogonal capture window, boosted tumor uptake by ∼3.5‐fold, and improved the tumor‐to‐liver ratio by ∼6‐fold.
Xie He, Nicholas L. Fletcher, Gayathri R. Ediriweera, Yifei Zhu, James Humphries, Christopher B. Howard, Jiazheng Wang, Craig A. Bell, Kristian Kempe, Kristofer J. Thurecht   +9 more
wiley   +1 more source

Ferroelectric Quantum Dots for Retinomorphic In‐Sensor Computing

Advanced Materials, EarlyView.
This work has provided a protocol for fabricating retinomorphic phototransistors by integrating ferroelectric ligands with quantum dots. The resulting device combines ferroelectricity, optical responsiveness, and low‐power operation to enable adaptive signal amplification and high recognition accuracy under low‐light conditions, while supporting ...
Tingyu Long, Huanyu Zhou, Jaewan Ko, Hongwei Tan, Jaemin Lim, Yanfei Zhao, Daehan Kang, Eojin Yoon, Gyeong‐Tak Go, Somin Kim, Seung‐Woo Lee, Chan‐Yul Park, Hyojun Choi, Hyeran Kim, Hyung Joong Yun, Sung Hyuk Park, Kwan Sik Park, Jeong Woo Park, Mungeun Kim, Yong Soo Cho, Ho Won Jang, Wenqiang Yang, Min Hyuk Park, Wan Ki Bae, Sebastiaan van Dijken, Joona Bang, Tae‐Woo Lee   +26 more
wiley   +1 more source

On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators [PDF]

We establish functional central limit theorems for a broad class of dependent, heterogeneous tail arrays encountered in the extreme value literature, including extremal exceedances, tail empirical processes and tail empirical quantile processes.
Jonathan Hill
core  

Beyond tail median and conditional tail expectation: extreme risk estimation using tail Lp-optimisation

, 2019
The Conditional Tail Expectation is an indicator of tail behaviour that, contrary to the quantile or Value-at-Risk, takes into account the frequency of a tail event together with the probabilistic behaviour of the variable of interest on this event ...
Girard, St�phane, Gardes, Laurent, Stupfler, Gilles, Stéphane Girard, Gilles Stupfler, Laurent Gardes, Girard, Stéphane   +6 more
core   +1 more source

A note on the tail behavior of randomly weighted and stopped dependent sums

Nonlinear Analysis, 2015
In this paper, we deal with the tail behavior of the maximum of randomly weighted and stopped sums. We assume that primary random variables (with a certain dependence structure) are identically distributed with heavy-tailed distribution function and ...
Lina Dindienė, Remigijus Leipus
doaj   +1 more source