Results 161 to 170 of about 6,070,112 (198)
Advanced Intelligent Systems, EarlyView.A smartphone‐embedded fabric‐strip sensing interface captures side‐pressure sequences and grip‐position patterns for behavioral authentication. Probability‐based soft stacking integrates class‐wise predictive probabilities from multiple learners to improve verification‐style discrimination, supporting a sensor‐integrated mobile‐security framework that ...
Wonki Hong
wiley +1 more source
A Scalable and Resource‐Efficient Pipelined p‐Computer for Probabilistic Ising Machines
Advanced Intelligent Systems, EarlyView.(a) Block diagram of the portfolio optimization problem: given M assets, the goal is to determine the optimal weights w that maximize the expected return (based on the mean historical assets return u), while minimizing the risk, quantified by the assets covariance matrix S.
Deborah Volpe +9 more
wiley +1 more source
Elliptical tempered stable distribution
Quantitative Finance, 2016 Elliptical distributions are useful for modelling multivariate data, multivariate normal and Student t distributions being two special classes. In this paper, we provide a definition for the elliptical tempered stable (ETS) distribution based on its characteristic function, which involves a unique spectral measure.
Frank Fabozzi, Young Shin Kim
exaly +4 more sources
Modeling overdispersion with the normalized tempered stable distribution [PDF]
Computational Statistics & Data Analysis, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
M. Kolossiatis +2 more
openaire +4 more sources
Risk Measurement Using the Mixed Tempered Stable Distribution
, 2014 The Mixed Tempered Stable distribution (MixedTS) recently introduced has as special cases parametric distributions used in asset return modelling such as the Variance Gamma (VG) and Tempered Stable. In this paper, we start from this flexible distribution and compare the historical estimates for the two homogeneous risk measures with the quantities ...
Mercuri, L, Rroji, E.
openaire +3 more sources
On multivariate extensions of the Mixed Tempered Stable distribution
, 2016 We consider a generalization of Normal Variance Mean Mixtures and name it multivariate Mixed Tempered Stable distribution. Properties of this distribution and its capacity in capturing fat tails are discussed supported by simulation analysis. We point out that this distribution is suitable in reproducing stylized facts and different dependence ...
Hitaj, A +3 more
core +6 more sources
Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution [PDF]
, 2010 In this paper we investigate the dependence structure for Ornstein–Uhlenbeck process with tempered stable distribution that is natural extension of the classical Ornstein–Uhlenbeck process with Gaussian and alpha-stable behavior. However, for the alpha-stable models the correlation is not defined, therefore in order to compare the structure of ...
Wylomanska-, Agnieszka
core +4 more sources
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The fractional multivariate normal tempered stable process [PDF]
Applied Mathematics Letters, 2012 In this paper, the multivariate process having long-range dependency is presented. The process is defined by the time-changed fractional Brownian motion whose subordinator is given by the fractional tempered stable subordinator.
Young Shin Kim
exaly +2 more sources
Estimation and simulation for multivariate tempered stable distributions
Journal of Statistical Computation and Simulation, 2021We introduce a methodology for the simulation and parameter estimation of multivariate tempered stable distributions with an emphasis on the bivariate case.
Yunfei Xia, Michael Grabchak
openaire +1 more source