Results 251 to 260 of about 654,215 (305)
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SSRN Electronic Journal, 2020
This article outlines a framework for the analysis of extreme events based on forward-looking reverse stress testing. We perform a portfolio simulation and identify stress scenarios critical to the bank’s solvency. Stress scenarios are determined based on their contribution to the capital cost, as expressed by KVA scenario differentials.
Claudio Albanese +2 more
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This article outlines a framework for the analysis of extreme events based on forward-looking reverse stress testing. We perform a portfolio simulation and identify stress scenarios critical to the bank’s solvency. Stress scenarios are determined based on their contribution to the capital cost, as expressed by KVA scenario differentials.
Claudio Albanese +2 more
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Proceedings of the 12th ACM SIGKDD international conference on Knowledge discovery and data mining, 2006
One of the most important assumptions made by many classification algorithms is that the training and test sets are drawn from the same distribution, i.e., the so-called "stationary distribution assumption" that the future and the past data sets are identical from a probabilistic standpoint. In many domains of real-world applications, such as marketing
Wei Fan, Ian Davidson
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One of the most important assumptions made by many classification algorithms is that the training and test sets are drawn from the same distribution, i.e., the so-called "stationary distribution assumption" that the future and the past data sets are identical from a probabilistic standpoint. In many domains of real-world applications, such as marketing
Wei Fan, Ian Davidson
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FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY [PDF]
Macroeconomic Dynamics, 1998 We introduce a frequency-domain test of time reversibility, the REVERSE test. It is based on the bispectrum. We analytically establish the asymptotic distribution of the test and also explore its finite-sample properties through Monte-Carlo simulation.
Melvin J. Hinich, Philip Rothman
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Cumulative achievement testing: Progress testing in reverse
Medical Teacher, 2010This collaborative project between the National Board of Medical Examiners (NBME) and Case Western Reserve University (CWRU) School of Medicine explored the design and use of cumulative achievement tests in basic science education. In cumulative achievement testing, integrative end-of-unit tests are deliberately constructed to systematically retest ...
D B, Swanson, K Z, Holtzman, A, Butler
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A Test of Amino Acid Reversibility
Journal of Molecular Evolution, 2001In studies of molecular evolution, the assumption that protein evolution is reversible has often been made, but rarely tested. Here we use a large set of orthologous murid protein coding sequences to perform a simple test of reversibility, and find no evidence to reject the assumption of reversibility in protein evolution.
N G, Smith, A, Eyre-Walker
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Mitochondrial Diversity and the Reversal Test
The American Journal of Bioethics, 2015In “Imposing Genetic Diversity,” Robert Sparrow (2015) offers a means to assess the value of genetic diversity.
Matthew H, Haber, Madeline, Bannon
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Asthma, Age, and Early Reversibility Testing
Journal of Asthma, 2003The aim of this study was to assess the effect of age on early reversibility testing (ERT) in patients with asthma. Forty-nine nonsmokers with asthma were investigated. In all cases, disease duration was less than 15 years; the absolute change (absolute variability, AV) in forced expiratory volume in 1 second (FEV1) on ERT was greater than 100 mL; and ...
Ozkan, Kizkin +3 more
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Tests for Reversed Hazard Rate Function
Calcutta Statistical Association Bulletin, 2003The reversed hazard rate Junction of a random variable, defined as tlw ratio of the density to its distribution function, plays an important role in analyzing left-censored data. In this paper we develop tests based on the empirical distribution function for an assigned reversed hazard rate function against a onesided alternative and two different ...
Nanda, Asok K., Paul, Prasanta
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Reverse engineering for board test
2009 IEEE AUTOTESTCON, 2009Historically, customers are faced with situations where CCA data is not available for a variety of reasons. Situations where Original Equipment Manufacturers (OEM) have been acquired by other OEMs or designs have been generated prior to the age of remote storage or escrow agents can result in the loss of data. Some companies, especially market segments
Kris Carlson, Bernd Hauptmann
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Reverse Low-Power Broadside Tests
IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems, 2020This paper defines a new type of a low-power broadside test, called a reverse low-power broadside test, whose application requires design-for-testability logic. The unique feature of a reverse low-power broadside test is that it duplicates the switching activity during the second functional capture cycle of a given low-power broadside test, except that
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