Hybrid historical simulation VaR and ES : performance in developed and emerging markets [PDF]
, 2009 We introduce a new hybrid approach to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high quantiles of return distributions.
Filer, Randall, Zikovic, Sasa
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Flexible and Efficient Computer-Aided Design Tool for Advanced Comb-Line Rectangular Waveguide Filters [PDF]
, 2015 A very flexible and efficient computer-aided design (CAD) tool, specifically suited for advanced comb-line rectangular waveguide filters, is presented in this work.
San-Blas, Ángel A.
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Bayesian parametric and semi-parametric financial tail-risk forecasting incorporating range and realized measures [PDF]
, 2016 Now we are in a world saturated with data and information, and numerous quantitative methods for financial risk management are proposed and used by many financial research institutions and organizations within recent years.
Wang, Chao
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Effects of the stroke length and nozzle-to-plate distance on synthetic jet impingement heat transfer [PDF]
, 2018 This study focuses on the combined e ect of the nozzle-to-plate distance andof the stroke length on the cooling performances of impinging synthetic jets.Infrared thermography is used as temperature transducer in conjunction withthe heated thin foil heat ...
Cardone, Gennaro +4 more
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Analysis of Y Chromosome Microdeletion in Indonesian Males [PDF]
, 2006 The aim of this study is to find out Y chromosome microdeletion in Indonesian azoospermic men. This study used the PCR method with five STS to locate deletion on three different subregions (AZFa, AZFb, and AZFc) of azoospermic men and one STS to amplify ...
Sari, P. (Puji) +2 more
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Using a novel approach to precisely measure the sedimentation velocity of a (bio)chemical sediment: cyanobacteria-ferrihydrite aggregates [PDF]
, 2020 Banded iron formations (BIF) are iron-rich (~20-40% Fe), siliceous (~40-50% SiO2), and organic-lean (
Li, Yuhao
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Investigations on the reprocessing of fine particles from sulfidic tailings through flotation [PDF]
, 2023 In der Bergbauindustrie fallen jedes Jahr große Mengen an Bergbaurückständen an. Am häufigsten werden diese Bergematerialien in Bergeteichen gelagert, die enorme Ausmaße haben können.
Coelho Braga de Carvalho, Ana Luiza
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Modeling and evaluating conditional quantile dynamics in VaR forecasts
, 2023 We focus on the time-varying modeling of VaR at a given coverage $\tau$, assessing whether the quantiles of the distribution of the returns standardized by their conditional means and standard deviations exhibit predictable dynamics. Models are evaluated
Cipollini, Fabrizio +2 more
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Improving racing drones flight analysis: a data-driven approach using motion capture systems [PDF]
The publication of the previous study, titled “Experimental Study on the Dynamic Behaviour of Drones Designed for Racing Competitions”, highlighted the increasing interest in employing scientific methods for their design and analysis. That study examined
Castiblanco Quintero, Jose M +3 more
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Bayesian Semi-parametric Expected Shortfall Forecasting in Financial Markets [PDF]
, 2012 Bayesian semi-parametric estimation has proven effective for quantile estimation in general and specifically in financial Value at Risk forecasting.
Chen, Cathy W.S. +2 more
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