Results 81 to 90 of about 7,160,092 (306)
Variance-of-variance risk premium
, 2018 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
Andreas Kaeck (4464625)
core +1 more source
Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach [PDF]
This paper proposes a nonparametric efficiency measurement approach for the static portfolio selection problem in mean-variance-skewness space. A shortage function is defined that looks for possible increases in return and skewness and decreases in ...
Kristiaan Kerstens +2 more
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Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Patients with chronic kidney disease undergoing hemodialysis commonly experience reduced physical function, fatigue, poor sleep quality, and impaired health‐related quality of life. Intradialytic exercise has been proposed as a non‐pharmacological strategy to improve these outcomes.
Klebson da Silva Almeida +6 more
wiley +1 more source
A Generalized Framework for the (a, b)-Transformation of Probability Measures
MathematicsIn this paper, we propose an analytic deformation acting on probability measures, designed to encompass and extend two fundamental operators in free probability: the (a,b)- and the Tc-deformations.
Raouf Fakhfakh +2 more
doaj +1 more source
Semi-bayesian D-optimal designs and estimation procedures for mean and variance functions. [PDF]
Semi-Bayesian D-optimal designs for fitting mean and variance functions are derived for some prior distributions on the variance function parameters. The impact of the mean of the prior and of the uncertainty about this mean is analyzed.
Goos, Peter, Vandebroek, Martina
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Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Establishing a comprehensive apheresis medicine program in a resource‐constrained setting presents significant structural, financial, and logistical challenges. Despite the growing clinical importance of apheresis services globally, published experience from sub‐Saharan Africa remains sparse.
Folasade Adelekan‐Popoola +4 more
wiley +1 more source
Analytical determination of theoretic quantities for multiple potential
Scientific Reports, 2020 The approximate analytical solutions of the three-dimensional radial Schrödinger wave equation with a multiple potential function has been studied using a suitable approximation scheme to the centrifugal term in the framework of parametric Nikiforov ...
C. A. Onate +3 more
doaj +1 more source
Variance function estimation in high-dimensions
, 2012 We consider the high-dimensional heteroscedastic regression model, where the mean and the log variance are modeled as a linear combination of input variables. Existing literature on high-dimensional linear regres- sion models has largely ignored non-constant error variances, even though they commonly occur in a variety of applications ranging from ...
Mladen Kolar, James Sharpnack
openaire +3 more sources
Population dynamics: Variance and the sigmoid activation function
NeuroImage, 2008 This paper demonstrates how the sigmoid activation function of neural-mass models can be understood in terms of the variance or dispersion of neuronal states. We use this relationship to estimate the probability density on hidden neuronal states, using non-invasive electrophysiological (EEG) measures and dynamic casual modelling.
André C. Marreiros +3 more
openaire +3 more sources
, 2012 The purpose of this research is to propose a robust estimate for the parameters of a nonlinear regression model and its residual variance model parameters, when the residuals follow a heteroscedastic parametric model function.
Riazoshams, Hossein,
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