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Evaluation of the Value-at-Risk Estimation Methods with applying a Penalty for Risk Overestimation [PDF]
In this paper, Value at Risk for Gold prices Is estimated by the Extreme Value theory and parametric method with Normal and t-student distribution for disturbance term in the mean equation together with a range of the conditional variances estimation ...
Ghlamreza Keshavarz-Haddad +1 more
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The finite element method with penalty [PDF]
An application of the penalty method to the finite element method is analyzed. For a model Poisson equation with homogeneous Dirichlet boundary conditions, a variational principle with penalty is discussed. This principle leads to the solution of the Poisson equation by using functions that do not satisfy the boundary condition. The rate of convergence
openaire +1 more source
A quadratic penalty method for hypergraph matching [PDF]
Hypergraph matching is a fundamental problem in computer vision. Mathematically speaking, it maximizes a polynomial objective function, subject to assignment constraints. In this paper, we reformulate the hypergraph matching problem as a sparse constrained tensor optimization problem.
Chunfeng Cui +3 more
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Motivation: The Cox proportional hazard models are widely used in the study of cancer survival. However, these models often meet challenges such as the large number of features and small sample sizes of cancer data sets. While this issue can be partially
Gabriela Malenová +4 more
doaj +1 more source
Reproductive efficiency is a key element of profitability in dairy herds. However, the genetic evaluation of fertility traits is often challenged by the presence of high censorship rates due to various reasons.
Narjice Chafai, Bouabid Badaoui
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PARADIGM OF DEATH PENALTY (COMPARATIVE STUDY IN INDONESIA, SAUDI ARABIA AND CHINA)
The death penalty is one of old criminal type as the age of human life, and the most controversial crime in of all criminal systems, both in countries that adhere to the Common Law System and in countries that embrace Civil Law, Islamic Law and Socialist
Tedy Nopriandi, Risky Fany Ardhiansyah
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In this paper, we have reviewed some penalty function methods for solving constrained optimization problems in the literature and proposed a continuously differentiable logarithmic penalty function which consists of the proposed logarithmic penalty ...
Mansur Hassan, Adam Baharum
doaj +1 more source
Bayesian model selection in logistic regression for the detection of adverse drug reactions [PDF]
Motivation: Spontaneous adverse event reports have a high potential for detecting adverse drug reactions. However, due to their dimension, exploring such databases requires statistical methods.
Marbac, Matthieu +2 more
core +3 more sources
Background and Study Aim. It is stated that kinetic performance factors are important in the successful execution of accurate kick-penalties, thus, its offer excellent performance despite a substantial kinetic method change in their implementation.
Abdullah Arguz +5 more
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A Penalty Function Promoting Sparsity Within and Across Groups
We introduce a new weakly-convex penalty function for signals with a group behavior. The penalty promotes signals with a few number of active groups, where within each group, only a few high magnitude coefficients are active.
Bayram, İlker, Bulek, Savaşkan
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