Results 61 to 70 of about 7,006,649 (251)
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times [PDF]
In the classical analysis many models used to real data description are based on the standard Brownian diffusion-type processes. However, some real data exhibit characteristic periods of constant values.
Agnieszka, Wyłomańska +1 more
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Advanced Engineering Materials, EarlyView.Microstructural evolution of premium rail steel during flash butt welding (FBW), comparing physically simulated heat‐affected zones with actual weld regions. Thermal cycles induce phase transformations and microstructural heterogeneity that influence weld quality and mechanical performance. These findings provide insights into optimizing FBW parameters
Emmanoelle Cintra da Cunha Araújo +15 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.The present work reports the microstructural, mechanical, and texture evolution of a dissimilar combination laser‐welded maraging steel with 4340 steel. This is important for aerospace applications. The demand for dissimilar welding is growing rapidly with the requirement of efficient and durable joints.
Bharat Behl +3 more
wiley +1 more source
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization [PDF]
, 2018 This paper investigates the use, in practical financial problems, of the Mixed Tempered Stable distribution both in its univariate and multivariate formulation.
Edit Rroji +8 more
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Advanced Engineering Materials, EarlyView.The influence of Fe particle size on in situ alloying of Fe–SiC powder blends in PBF‐LB/M is revealed. Contrary to expectations, the coarser Fe fraction provides a broader crack‐free processing window and slightly improved elemental homogeneity while producing higher but more variable hardness. The results highlight a complex trade‐off between particle
Anna Luise Strauch +2 more
wiley +1 more source
Tempered Stable Distributions: Properties And Extensions [PDF]
, 2011 It has been observed that data often appears to be well approximated by infinite variance stable distributions in some central region, but the tails of the distribution are actually lighter. Tempered stable distributions, which were introduced in [Ros07],
Grabchak, Michael
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Heavy-tailed distributions in VaR calculations [PDF]
The essence of the Value-at-Risk (VaR) and Expected Shortfall (ES) computations is estimation of low quantiles in the portfolio return distributions.
Rafal Weron, Adam Misiorek
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Finite time ruin probabilities for tempered stable insurance risk processes
, 2016 We study the probability of ruin before time t for the family of tempered stable Lévy insurance risk processes, which includes the spectrally positive inverse Gaussian processes.
Roberts, Dale +2 more
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Strong Lead‐Free Bioinspired Piezoceramics for Durable Energy Transducers
Advanced Functional Materials, EarlyView.We fabricated brick‐and‐mortar lead‐free piezoceramics with Bi0.5Na0.5TiO3 monocrystal platelets as bricks and amorphous silica as mortar. The alignment of the bricks and the presence of the amorphous silica led to anisotropic residual stresses. These residual stresses increase the samples toughness, strength and durability while the brick alignment ...
Ruxue Yang +12 more
wiley +1 more source
Time series analysis for financial market meltdowns [PDF]
There appears to be a consensus that the recent instability in global financial markets may be attributable in part to the failure of financial modeling.
Rachev, Svetlozar T. +4 more
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