Results 131 to 140 of about 510,642 (302)
International Journal of Adaptive Control and Signal Processing, EarlyView.This paper proposes two projector‐based Hopfield neural network (HNN) estimators for online, constrained parameter estimation under time‐varying data, additive disturbances, and slowly drifting physical parameters. The first is a constraint‐aware HNN that enforces linear equalities and inequalities (via slack neurons) and continuously tracks the ...
Miguel Pedro Silva
wiley +1 more source
Advanced Engineering Materials, EarlyView.This article presents a solver‐agnostic domain‐specific language (DSL) for computational structural mechanics that strengthens interoperability in virtual product development. Using a hierarchical data model, the DSL enables seamless exchange between diverse simulation tools and numerical methods.
Martin Rädel +3 more
wiley +1 more source
Bayesian Extreme Value Mixture Modelling for Estimating VaR [PDF]
A new extreme value mixture modelling approach for estimating Value-at-Risk (VaR) is proposed, overcoming the key issues of determining the threshold which defines the distribution tail and accounts for uncertainty due to threshold choice.
Carl John Scarrott +3 more
core
An asymptotic test for the Conditional Value-at-Risk [PDF]
, 2015 Conditional Value-at-Risk (equivalent to the Expected Shortfall, Tail Value-at-Risk and Tail Conditional Expectation in the case of continuous probability distributions) is an increasingly popular risk measure in the fields of actuarial science, banking ...
Vékás, Péter
core
Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-Heavy Tails
RisksIn the broader landscape of cryptocurrency risk management, this study delves into the nuanced estimation of Value-at-Risk (VaR) for a uniformly weighted portfolio of cryptocurrencies, employing the bivariate Normal Inverse Gaussian distribution renowned for its semi-heavy tails.
Mario Ivan Contreras-Valdez +3 more
openaire +2 more sources
Advanced Functional Materials, EarlyView.The study presents biodegradable and recyclable mixed‐matrix membranes (MMMs), hydrogels, and cryogels using luminescent nanoscale metal‐organic frameworks (nMOFs) and biopolymers. These bio‐nMOF‐MMMs combine europium‐based nMOFs as probes for the status of the materials with the biopolymers agar and gelatine and present alternatives to conventional ...
Moritz Maxeiner +4 more
wiley +1 more source
An evaluation of the adequacy of Lévy and extreme value tail risk estimates
Financial InnovationThis study investigates the simplicity and adequacy of tail-based risk measures—value-at-risk (VaR) and expected shortfall (ES)—when applied to tail targeting of the extreme value (EV) model.
Sharif Mozumder +2 more
doaj +1 more source
Advanced Functional Materials, EarlyView.Bio‐based and (semi‐)synthetic zwitterion‐modified novel materials and fully synthetic next‐generation alternatives show the importance of material design for different biomedical applications. The zwitterionic character affects the physiochemical behavior of the material and deepens the understanding of chemical interaction mechanisms within the ...
Theresa M. Lutz +3 more
wiley +1 more source
Mathematical and Computer Modelling, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Tailoring the Properties of Functional Materials With N‐Oxides
Advanced Functional Materials, EarlyView.The properties of materials bearing N‐oxide groups are often dominated by the polar N+─O− bond. It provides hydrophilicity, selective ion‐binding, electric conductivity, or antifouling properties. Many of the underlying mechanisms have only recently been discovered, and the interest in N‐oxide materials is rapidly growing.
Timo Friedrich +5 more
wiley +1 more source