value theory
Extreme value theory: an application to sports
... Extreme Value Theory is the most appropriate tool to answer these questions, offering two possible approaches: a parametric and a semi-parametric ...Extreme Value distribution as a suitable model to ...
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Testing conditions and estimating parameters in extreme value theory: Application to environmental data
... Extreme Value Theory (EVT) is concerned with the behaviour of extreme values, i.e, values occurring at the tails of a probability distribution. Society, human life, etc. tend to adapt to near-normal ...
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Extreme value theory for piecewise contracting maps with randomly applied stochastic perturbations
... Extreme Value Theory (EVT) to one- dimensional piecewise contracting maps (PCM) whenever the latter are perturbed with a particular kind of ...extreme value laws (EVL) for some kinds of observables ...
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Extreme value theory in emerging markets
... threshold value compared to daily ...threshold value is much higher than the daily return values in a stable period without high stock index value oscillations in the selected emerging ...extreme ...
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Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation
... Extreme Value Theory (EVT) to estimate the tails of three financial index returns DJI, FTSE 100 and NIKKEI 225 representing three important financial areas in the ...
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Exploring Products’ Tetrad-Value Theory
... the value they attach to such products (goods, services, ideas, information, ...tetrad-value theory includes economic, social, ecological and psychological ...this theory, we developed a ...
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Modeling Longevity Risk using Extreme Value Theory: An Empirical Investigation using Portuguese and Spanish Population Data
... Extreme value theory (EVT) provides a framework to formalize the study of behaviour in the tails of a distribution. In this paper we use EVT to model the statistical behaviour of mortality rates over a ...
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A utilização da teoria de valores extremos na área financeira: um estudo de caso / Using the extreme value theory in the financial area: a case study
... The Extreme Values Theory (EVT) was used to model the series PETR4.SA (Petróleo Brasileiro S.A. - Petrobras), used as a case study to exemplify the modeling process. The Gumbel distribution adequacy test, the ...
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An application of extreme value theory in medical sciences
... In this chapter we propose more robust models of extremes for the values of blood pressure in elderly individuals (>=55) who suffer from isolated systolic hypertension. There are several reasons behind our interest in ...
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Extreme value theory in the analysis of environmental events
... Cosserat theory related fluid dynamics to approximate the three-dimensional velocity field, and thus obtain a one-dimensional ...Cosserat theory. Keywords: Cosserat Theory, Blood Flow, Shear-Thinning ...
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On Optimization and Extreme Value Theory
... Since each outcome is the best value among n 600 i.i.d. values, it is expected that the distribution of the outcomes is itself close to an extreme value distribution. Looking at the p-values listed in the ...
13
Conformal Regge theory
... Renormalization group (RG) is an important example of the interplay of ideas between quantum field theory (QFT) and statistical physics. The problem of infinities that comes from the high energy modes or short ...
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A Theory of Synergy
... holding~ buying and selling £inns which remain totally autonomous from each other.' but as an integrated e:otity where the heed office perfor;ns some functions fo[r] ...
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ON THE FORMULATION OF THE ELECTRO-ELASTICITY THEORY BOUNDARY VALUE PROBLEMS FOR ELECTRO-MAGNETO-ELASTIC COMPOSITES WITH INTERFACE ROUGHNESS
... the lowest differentiation orders of required quantities in adhesive constitutive relations are taken so that in equations describing the process in the variable thickness gap the corresponding terms do not vanish. In ...
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Applications of systems theory in the theory of codes
... the theory on behavioral modeling leads to a transparent interpretation of various existing decoding methods as well as to the derivation of an insightful decoding ...coding theory and the system ...
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Application of decision theory to solve game theory problems
... ision Theory , the payos u(P (p|θ i , a j )) represent the utility of the onsequen
e fun
tion over the payos set P , sin
e the player takes the a
tion a j and nature is in state θ i ...Game theory applies ...
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Unsettling planning theory
... planning theory emerged through critique of prevailing conceptions of communicative rationality (Hillier, 2003; Ploger, 2004), while the ascendency of agonism has itself given rise to research explor- ing the role ...
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Theory of Concepts
... predicative and impredicative foundations of arithmetics with a focus on Frege. Metaphysical implications of different comprehension schemes are discussed at length in Cocchiarella (1994, 2007). Priest (2005) is a modern ...
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Agile governance theory
... deliver value faster, better, and cheaper to the ...a theory to analyze and describe agile governance ...Grounded Theory to synthetize the collected ...emerging theory by the Dubin’s ...
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Cluster-tilting theory
... Chapter 2 is devoted to the study of representation of quivers. In the first section we see that each finite dimensional algebra A over an algebraically closed field is associated to a quiver, and that this connection ...
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