Results 11 to 20 of about 2,077,215 (247)
$k$-Variance: A Clustered Notion of Variance
SIAM Journal on Mathematics of Data Science, 2022 We introduce $k$-variance, a generalization of variance built on the machinery of random bipartite matchings. $K$-variance measures the expected cost of matching two sets of $k$ samples from a distribution to each other, capturing local rather than global information about a measure as $k$ increases; it is easily approximated stochastically using ...
Justin Solomon 0001 +2 more
openaire +4 more sources
HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS [PDF]
International Journal of Theoretical and Applied Finance, 2008 In this paper, we quantify the impact on the representative agent's welfare of the presence of derivative products spanning covariance risk. In an asset allocation framework with stochastic (co)variances, we allow the agent to invest not only in the stocks but also in the associated variance swaps.
DA FONSECA J +2 more
openaire +3 more sources
Connections between Weighted Generalized Cumulative Residual Entropy and Variance
Mathematics, 2020 A shift-dependent information measure is favorable to handle in some specific applied contexts such as mathematical neurobiology and survival analysis. For this reason, the weighted differential entropy has been introduced in the literature.
Abdolsaeed Toomaj, Antonio Di Crescenzo
doaj +1 more source
Warehouse receipts functioning to reduce market risk [PDF]
Ekonomika Poljoprivrede (1979), 2014 Cereal production underlies the market risk to a great extent due to its elastic demand. Prices of grain have cyclic movements and significant decline in the harvest periods as a result of insufficient supply and high demand.
Jovičić Daliborka +3 more
doaj +1 more source
Hydrology, 2023 The localization of pollution sources is one of the main tasks in environmental engineering. For this paper, models of spatial distribution of nitrate concentration in groundwater were created, and the point of highest concentration was determined.
Ivan Kovač +3 more
doaj +1 more source
Variance-of-Variance Risk Premium [PDF]
Review of Finance, 2017 Abstract This article explores the premium for bearing the variance risk of the VIX index, called the variance-of-variance risk premium. I find that during the sample period from 2006 until 2014 trading strategies exploiting the difference between the implied and realized variance of the VIX index yield average excess returns of − 24 ...
openaire +2 more sources
Redundancy, Feedback, and Robustness in the Arabidopsis thaliana BZR/BEH Gene Family
Frontiers in Genetics, 2018 Organismal development is remarkably robust, tolerating stochastic errors to produce consistent, so-called canalized adult phenotypes. The mechanistic underpinnings of developmental robustness are poorly understood, but recent studies implicate certain ...
Jennifer Lachowiec +4 more
doaj +1 more source
Multivariate Animal Model-based Analysis of Fiber Traits in Kashmir Merino Sheep
Journal of Natural Fibers, 2022 An attempt was made in the present study to elucidate the (co)variance components and genetic parameters of fiber traits in Kashmir Merino sheep population using multivariate animal model.
Sheikh Firdous Ahmad +4 more
doaj +1 more source
Poultry Science, 2023 : Resilience is the capacity of an animal to be minimally affected by disturbances or rapidly return to the state pertained before exposure to a disturbance.
Harmen P. Doekes +5 more
doaj +1 more source
Journal of the American Statistical Association, 2012 The variance profile is defined as the power mean of the spectral density function of a stationary stochastic process. It is a continuous and nondecreasing function of the power parameter, p, which returns the minimum of the spectrum (p→−∞), the interpolation error variance (harmonic mean, p=−1), the prediction error variance (geometric mean, p=0), the
LUATI, ALESSANDRA, Proietti T., Reale M.
openaire +5 more sources