The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey [PDF]
The purpose of this study is to test predictive performance of Asymmetric Normal Mixture GARCH (NMAGARCH) and other GARCH models based on Kupiec and Christoffersen tests for Turkish equity market.
Atilla Çifter, Alper Özün
core
Adaptive Mesh Refinement for Two-Phase Viscoelastic Fluid Mixture Models. [PDF]
Nagda BM +4 more
europepmc +1 more source
We identify USP29 as the only DUB mirroring CA9 expression, a marker of hypoxia and HIF pathway activation associated with PCA aggressiveness. USP29 stabilizes HIF‐1α and HIF‐2α via a noncanonical mechanism that is independent of PHD/pVHL activity yet relies on proteasomal regulation, establishing USP29 as a previously unrecognized regulator of hypoxic
Amelie S Schober +16 more
wiley +1 more source
Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis [PDF]
This paper addresses the issue of obtaining maximum likelihood estimates of parameters for structural VAR models with a mixture of distributions. Hence the problem does not have a closed form solution, numerical optimization procedures need to be used. A
Katarzyna Maciejowska
core
Bayesian Identification and Estimation of Growth Mixture Models. [PDF]
Xiao X, Rabe-Hesketh S, Skrondal A.
europepmc +1 more source
Avoiding inferior clusterings with misspecified Gaussian mixture models. [PDF]
Kasa SR, Rajan V.
europepmc +1 more source
Finding novel vulnerabilities of hypomorphic BRCA1 alleles
Synthetic lethality screens performed to identify novel vulnerabilities often model complete gene loss, thereby overlooking patient‐derived hypomorphic mutations. In this study, we have performed genome‐wide CRISPR screens on BRCA1 hypomorphic mutations, showing BRCA1I26A behaves like wild‐type, while BRCA1R1699Q mimics deficiency. Furthermore, we have
Anne Schreuder +10 more
wiley +1 more source
The Equity Index Skew, Market Crashes and Asymmetric Normal Mixture GARCH [PDF]
The skewness in physical distributions of equity index returns and the implied volatility skew in the risk-neutral measure are subjects of extensive academic research.
Emese Lazar, Carol Alexandra
core
Computationally efficient multi-sample flow cytometry data analysis using Gaussian mixture models. [PDF]
Rutten P +4 more
europepmc +1 more source
Functional clustering of neuronal signals with FMM mixture models. [PDF]
Rueda C, Rodríguez-Collado A.
europepmc +1 more source

