Results 101 to 110 of about 5,864,540 (301)
One-year reserve risk including a tail factor: closed formula and bootstrap approaches [PDF]
In this paper, we detail the main simulation methods used in practice to measure one-year reserve risk, and describe the bootstrap method providing an empirical distribution of the Claims Development Result (CDR) whose variance is identical to the closed-
Yoboua Angoua +3 more
core
Predicting tail-biting from behaviour of pigs prior to outbreaks [PDF]
, 2009 Predicting that an outbreak of tail-biting is going to Occur in a group of pigs would be a useful tool for farmers. In a prospective longitudinal study, 24 groups of c.30 unclocked pigs were followed from birth to slaughter weight.
Mendl, M. (Michael) +9 more
core +1 more source
FinTechThis paper examines the market maturation hypothesis in cryptocurrency markets through a three-stage analysis of the evolution of tail risk in Bitcoin (BTC) and Ethereum (ETH).
Oksana Liashenko +2 more
doaj +1 more source
Identification of (20R)‐protopanaxadiol from Panax ginseng as a novel anti‐SARS‐CoV‐2 compound
FEBS Open Bio, EarlyView.We established a noninfectious BAC‐based SARS‐CoV‐2 replicon that enables antiviral screening under BSL‐2 conditions. Using this platform, we screened 373 food‐derived compounds and identified (20R)‐protopanaxadiol from Panax ginseng as a novel inhibitor of SARS‐CoV‐2 RNA replication, highlighting the value of safe replicon systems for antiviral ...
Midori Takeda +4 more
wiley +1 more source
MathematicsFinancial tail-risk observations are non-exchangeable: serial dependence and regime shifts make their joint law depend on the time ordering, invalidating the exchangeability that standard conformal guarantees assume, and expected shortfall is not ...
Yuxin Ye +3 more
doaj +1 more source
FEBS Open Bio, EarlyView.We describe detailed protocols for the purification and preparation of Marchantia polymorpha Auxin Response Factor 2 (MpARF2). This protein is fused to an MBP solubility tag and an mNG fluorescent tag and is purified from Escherichia coli. The presented procedures make it possible to study MpARF2 assemblies, which could arise from phase separation ...
Bas Janssen +5 more
wiley +1 more source
Scaling conditional tail probability and quantile estimators [PDF]
We present a novel procedure for scaling relatively high frequency tail probability and quantile estimates for the conditional distribution of returns.
John Cotter
core
Gold Price Transmission and Tail Risk in a Frontier Commodity Market: Evidence from Vietnam
RisksVietnam’s domestic gold price has persistently exceeded the world price by a wide margin, even as recent reforms have begun to relax the state’s historical monopoly over gold-bar production and imports.
Huong Thu Nguyen, Dung Quang Nguyen
doaj +1 more source
Protocol for quantifying miRNA trafficking across the endosomal membrane
FEBS Open Bio, EarlyView.An in vitro protocol measures miRNA uptake into endosomes isolated from mammalian cell extracts, which are free of subcellular contaminants. Performed at 37 °C in the presence of ATP, it ensures the import of single‐stranded miRNA into the endosomal lumen.
Syamantak Ghosh +2 more
wiley +1 more source
On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators [PDF]
We establish functional central limit theorems for a broad class of dependent, heterogeneous tail arrays encountered in the extreme value literature, including extremal exceedances, tail empirical processes and tail empirical quantile processes.
Jonathan Hill
core