Results 101 to 110 of about 79,122 (212)
Predicting Tail-related Risk Measures: The Consequences of Using GARCH Filters for non-GARCH Data [PDF]
We investigate the consequences for value-at-risk and expected short-fall purposes of using a GARCH filter on various mis-specified processes.
Amine JALAL, Michael ROCKINGER
core
Bank competition and financial stability [PDF]
Under the traditional"competition-fragility"view, more bank competition erodes market power, decreases profit margins, and results in reduced franchise value that encourages bank risk taking.
Berger, Allen N. +2 more
core
Non-smooth Non-convex Bregman Minimization: Unification and new Algorithms
, 2018 We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model.
Brox, Thomas, Fadili, Jalal, Ochs, Peter
core
A Multi-step Inertial Forward--Backward Splitting Method for Non-convex Optimization
, 2016 In this paper, we propose a multi-step inertial Forward--Backward splitting algorithm for minimizing the sum of two non-necessarily convex functions, one of which is proper lower semi-continuous while the other is differentiable with a Lipschitz ...
Fadili, Jalal +2 more
core
Activity Identification and Local Linear Convergence of Forward--Backward-type methods
, 2017 In this paper, we consider a class of Forward--Backward (FB) splitting methods that includes several variants (e.g. inertial schemes, FISTA) for minimizing the sum of two proper convex and lower semi-continuous functions, one of which has a Lipschitz ...
Fadili, Jalal +2 more
core
Correction to: Potential genetic polymorphism of matrix metalloproteinase (MMP)‑9 in Iranian migraine patients with Toxoplasma gondii infection. [PDF]
Parasitol ResHashemi S +4 more
europepmc +1 more source
Mullahs, Migrants and Murids: New Developments in the Study of Pakistan A Review Article [PDF]
, 2005 Marsden, Magnus
core +2 more sources