We propose a measure of systemic risk, ∆CoVaR, defined as the change in the value at risk of the financial system conditional on an institution being under distress relative to its median state. Our estimates show that characteristics such as leverage, size, maturity mismatch, and asset price booms significantly predict ∆CoVaR. We also provide out-of-sample forecasts of a countercyclical, forwa...

In this work we analyze the influence of chaos on the coherence of the mismatched three-wave interaction. Chaos starts to play a decisive role in the problem when adiabatic approximations leading to an integrable model for the system cease to be valid. In regular regimes where the field levels are sufficiently small, there is a characteristic value for the frequency mismatch of the triplet belo...

some engravings are meant to be adored and some possibly abhorred. teacher cognition, as a meant-to-be-praised engraving, is defined by borg (2003, p. 81) as “the unobservable cognitive dimension of teaching what teachers know, believe, and think.” this concept in teaching has recently gained momentum meaning that teachers learn so much about their teaching through the vast experience they have...

Model compensation techniques for noise-robust speech recognition approximate the corrupted speech distribution. is work introduces a sampling method that, given speech and noise distributions and a mismatch function, in the limit calculates the corrupted speech likelihood exactly. For this, it transforms the integral in the likelihood expression, and then applies sequential importance resampli...

Why do some people strive for high status, whereas others actively avoid it? In the present studies, the authors examined the psychological and physiological consequences of a mismatch between baseline testosterone and a person's current level of status. The authors tested this mismatch effect by placing high and low testosterone individuals into high or low status positions using a rigged comp...

This work presents a novel carrier frequency offset (CFO) estimation algorithm, based on pseudo-CFO (P-CFO), to estimate the CFO value under the conditions of I/Q mismatch for direct conversion structures with 2-dB gain error and 20-deg. phase error in frequency selective fading channels. To circumvent CFO with I/Q mismatch, the proposed P-CFO algorithm rotates three training symbols by adding ...

A large parameter mismatch can induce amplitude death in two instantaneously coupled oscillators. Alternatively, a time delay in the coupling can induce amplitude death in two identical oscillators. We unify the mechanism of quenching of oscillation in coupled oscillators, either by a large parameter mismatch or a delay coupling, by a common lag scenario that is, surprisingly, different from th...

We revisit the exact shortest unique substring (SUS) finding problem, and propose its approximate version where mismatches are allowed, due to its applications in subfields such as computational biology. We design a generic in-place framework that fits to solve both the exact and approximate k-mismatch SUS finding, using the minimum 2n memory words plus n bytes space, where n is the input strin...