نتایج جستجو برای: fat tail
تعداد نتایج: 170556 فیلتر نتایج به سال:
We suggest a new methodology to overcome several well-known deeciencies of Value at Risk computations. Our approach mainly addresses two aspects of Value at Risk: rst, to avoid potentially disastrous clustering in predicted tail events we derive a new approach to accurately estimating the conditional distribution of asset returns using maximum entropy densities. Second, by the very nature of th...
We describe Dirofilaria immitis occurring in the peritoneal cavity of a dog from Korea. Two worms were found in the fat of the umbrical cord area during operation for an umbrical cord hernia in a dog (four year old, female, Maltese). In gross findings, the worms were slander white and measured 132 mm (female), 111 mm (male). The tail of the male was spirally coiled. In light microscopy, the ute...
We characterize the statistical law according to which Italian primary school-size distributes. We find that the school-size can be approximated by a log-normal distribution, with a fat lower tail that collects a large number of very small schools. The upper tail of the school-size distribution decreases exponentially and the growth rates are distributed with a Laplace PDF. These distributions ...
The present study was undertaken to assess the beneficial effects of a daily consumption of 8 % freeze-dried red-pigmented leafy lettuce (Lactuca sativa) on CVD. C57BL/6J mice were fed a high-fat high-cholesterol diet supplemented with or without red-pigmented leafy lettuce for 4 weeks. The present results showed that the red-pigmented leafy lettuce-supplemented diet significantly decreased the...
MicroRNAs are short (17-24 nt) non-coding RNAs that are involved in post-transcriptional regulation of gene expression in multicellular organisms by affecting both the stability and translation of mRNAs. In recent years, deep sequencing of the transcriptome is increasingly being utilized with the promise of higher sensitivity for the identification of differential expression patterns as well as...
In this paper we demonstrate safety first portfolio selection using extreme value theory. We show that Roy’s safety first criterion can be improved on by exploiting the fat tail property of asset returns. Using daily data for a set of international stock indices for the period 1986-May 2000, we calculate the so-called tail indexes, which are accurate measures of the fat-tailedness of the stock ...
Angiopoietin-like protein 4 (ANGPTL4) is involved in a variety of functions, including lipoprotein metabolism and angiogenesis. To reveal the role of ANGPTL4 in fat metabolism of sheep, ovine ANGPTL4 mRNA expression was analyzed in seven adipose tissues from two breeds with distinct tail types. Forty-eight animals with the gender ratio of 1:1 for both Guangling Large Tailed (GLT) and Small Tail...
Statistical significance measures the reliability of a result obtained from random experiment. We investigate number repetitions needed for statistical to have certain significance. In first step, we consider binomially distributed variables in example medication testing with fixed placebo efficacy, asking how many experiments are order achieve 95%. next take probability distribution efficacy i...
Activation of brown adipose tissue (BAT) and browning of white adipose tissue (WAT) present potential new therapies for obesity and type 2 diabetes. Here, we examined the effects of β3-adrenergic stimulation on tissue-specific uptake and storage of free fatty acids (FFA) and its implications for whole body FFA metabolism in diet-induced obese rats using a multi-radiotracer technique. Male Wista...
The local, uncorrelated multiplicative noises driving a second-order, purely noise-induced, ordering phase transition (NIPT) were assumed to be Gaussian and white in the model of [Phys. Rev. Lett. 73, 3395 (1994)]. The potential scientific and technological interest of this phenomenon calls for a study of the effects of the noises’ statistics and spectrum. This task is facilitated if these nois...
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