Results 11 to 20 of about 379,670 (274)
SSRN Electronic Journal, 2010 We provide laboratory evidence that people neglect skewness resulting from compound shocks.Skewnes, belief biases, binomial ...
Georg Weizsäcker +2 more
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Predicted Systematic and Idiosyncratic Skewness: New Evidence from Pricing the Third Moment of Stock Return Distribution [PDF]
Journal of Asset Management and Financing, 2021 Lottery preferences cause investors’ tendency toward high skewed (third moment of return distribution) stocks. Such preferences differ based on various market conditions. In this study, using predicted systematic and idiosyncratic skewness ranks, pricing
Maryam Davallou, Amir Hossein Shamshiri
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On IoT-Friendly Skewness Monitoring for Skewness-Aware Online Edge Learning
Applied Sciences, 2021 Machine learning techniques generally require or assume balanced datasets. Skewed data can make machine learning systems never function properly, no matter how carefully the parameter tuning is conducted.
Zheng Li, Jhon Galdames-Retamal
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Nihon Kikai Gakkai ronbunshu, 2021 In the previous study, one of the authors investigated stationary response characteristics of linear systems subjected to non-Gaussian random excitation.
Hideto FUKUSHIMA, Takahiro TSUCHIDA
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Frontiers in Psychology, 2021 Control stimuli are key for understanding the extent to which face processing relies on holistic processing, and affective evaluation versus the encoding of low-level image properties.
Abigail L. M. Webb
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Downside Beta and Downside Gamma: In Search for a Better Capital Asset Pricing Model
Risks, 2021 In the financial world, the importance of “downside risk” and “higher moments” has been emphasized, predominantly in developing countries such as Pakistan, for a substantial period.
Madiha Kazmi +3 more
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Option pricing on sesame price using jump diffusion models [PDF]
International Journal of Research in Industrial Engineering, 2020 In this paper, we aim at developing a model for option pricing to reduce the risks associated with Ethiopian sesame price fluctuations. The White Humera Gondar Sesame Grade 3 (WHGS3) price, which is recorded from 5 November 2010 to 30 March 2018 at ...
T. Berhane +3 more
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Agriculture, 2023 Insurance purchase and organization participation in risk management is of great practical significance for stabilizing agricultural production and household income.
Yanyuan Zhang, Xintong Wu
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Wake Width: Discussion of Several Methods How to Estimate It by Using Measured Experimental Data
Energies, 2021 Several methods of defining and estimating the width of a turbulent wake are presented and tested on the experimental data obtained in the wake past an asymmetric prismatic airfoil NACA 64(3)-618, which is often used as tip profile of the wind turbines ...
Daniel Duda +2 more
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An Information-Theoretic Approach for Multivariate Skew-t Distributions and Applications
Mathematics, 2021 Shannon and Rényi entropies are two important measures of uncertainty for data analysis. These entropies have been studied for multivariate Student-t and skew-normal distributions.
Salah H. Abid +2 more
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