Results 141 to 150 of about 521,883 (320)

Prediction of Surface Topography Parameters in Direct Laser Interference Patterning of Stainless Steel Using Infrared Monitoring and Convolutional Neural Networks

Advanced Engineering Materials, EarlyView.
This study presents an infrared monitoring approach for direct laser interference patterning (DLIP) combined with a convolutional neural network (CNN). Thermal emission data captured during structuring are used to predict surface topography parameters.
Lukas Olawsky, Marcelo Sallese, Leander Kläber, Clemens Kuhn, Keming Du, Andrés Fabián Lasagni   +5 more
wiley   +1 more source

A New Logistic Distribution and Its Properties, Applications and PORT-VaR Analysis for Extreme Financial Claims

Mathematical and Computational Applications
This paper introduces a new extension of exponentiated standard logistic distribution. Some important statistical properties of the novel family of distributions are discussed. A simulation study is also conducted to observe the behavior of the estimated
Piotr Sulewski, Morad Alizadeh, Jondeep Das, Gholamhossein G. Hamedani, Partha Jyoti Hazarika, Javier E. Contreras-Reyes, Haitham M. Yousof   +6 more
doaj   +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, Les Oxley, Marco Reale, Xin Zhao   +3 more
core  

Portfolio selection of uncertain random returns based on value at risk

Soft Computing - A Fusion of Foundations, Methodologies and Applications, 2021
Yajuan Liu, H. Ahmadzade, Mehran Farahikia   +2 more
semanticscholar   +1 more source

Numerical Exploration of Thermal Shock Resistance in MgO–C Refractories

Advanced Engineering Materials, EarlyView.
A mesostructure‐resolved numerical framework is developed to evaluate the thermal shock resistance of MgO–C refractories. By modeling interface debonding under rapid temperature changes and introducing a modified thermal shock parameter that accounts for mesocracks, the study shows how graphite content and aggregate size influence thermal shock ...
Jishnu Vinayak Gopi, Stephan Roth, Christos G. Aneziris, Bjoern Kiefer   +3 more
wiley   +1 more source

Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-Heavy Tails

Risks
In 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, Sonal Sahu, José Antonio Núñez-Mora, Roberto Joaquín Santillán-Salgado   +3 more
openaire   +2 more sources

Biodegradable and Recyclable Luminescent Mixed‐Matrix‐Membranes, Hydrogels, and Cryogels based on Nanoscale Metal‐Organic Frameworks and Biopolymers

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, Julian Burkhart, Kateryna Borysova, Chiara Mazzariol, Klaus Müller‐Buschbaum   +4 more
wiley   +1 more source

Smart, Bio‐Inspired Polymers and Bio‐Based Molecules Modified by Zwitterionic Motifs to Design Next‐Generation Materials for Medical Applications

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, Jonas De Breuck, Sahar Salehi, Meike N. Leiske   +3 more
wiley   +1 more source

An evaluation of the adequacy of Lévy and extreme value tail risk estimates

Financial Innovation
This 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, M. Kabir Hassan, M. Humayun Kabir   +2 more
doaj   +1 more source

Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes

Mathematical and Computer Modelling, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources