Related papers: Doubly truncated moment risk measures for elliptic…
Doubly truncated data are found in astronomy, econometrics and survival analysis literature. They arise when each observation is confined to an interval, i.e., only those which fall within their respective intervals are observed along with…
Localization transitions represent a fundamental class of continuous phase transitions, yet they occur without any accompanying symmetry breaking. We resolve this by introducing the concept of dynamical translational symmetry (DTS), which…
Time-fluctuating signals are ubiquitous and diverse in many physical, chemical, and biological systems, among which random telegraph signals (RTSs) refer to a series of instantaneous switching events between two discrete levels from…
Since Markowitz's mean-variance framework, optimizing a portfolio that maximizes the profit and minimizes the risk has been ubiquitous in the financial industry. Initially, profit and risk were measured by the first two moments of the…
The first phase of a heavy quark program based on twisted mass valence quarks has been presented at last years's lattice conference. The CLS $N_f=2+1$ ensembles were used for their fine lattice spacing, while twisting the masses is expected…
Emphatic Temporal Difference (TD) methods are a class of off-policy Reinforcement Learning (RL) methods involving the use of followon traces. Despite the theoretical success of emphatic TD methods in addressing the notorious deadly triad of…
This article proposes a new class of Real Elliptically Skewed (RESK) distributions and associated clustering algorithms that allow for integrating robustness and skewness into a single unified cluster analysis framework. Non-symmetrically…
This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components are one-sided truncated then this family is not full. The…
Motivated by the need for parametric families of rich and yet tractable distributions in financial mathematics, both in pricing and risk management settings, but also considering wider statistical applications, we investigate a novel…
Wide class of elliptically contoured distributions is a popular model of stock returns distribution. However the important question of adequacy of the model is open. There are some results which reject and approve such model. Such results…
Increasing integration of renewable generation poses significant challenges to ensure robustness guarantees in real-time energy system decision-making. This work aims to develop a robust optimal transmission switching (OTS) framework that…
This contribution proposes a recursive set-membership method for the ellipsoidal state characterization for discrete-time linear time-varying models with additive unknown disturbances vectors, bounded by possibly degenerate zonotopes and…
We investigate the use of jets to measure transverse momentum dependent distributions (TMDs). The example we use to present our framework is the dijet momentum decorrelation at lepton colliders. Translating this momentum decorrelation into…
A second-order $L$-stable exponential time-differencing (ETD) method is developed by combining an ETD scheme with approximating the matrix exponentials by rational functions having real distinct poles (RDP), together with a dimensional…
We demonstrate advantages of the truncated Mellin moments (TMM) approach in the analysis of DIS data. We present a novel method for determination of the Bjorken sum rule (BSR) from restricted in $x$ variable experimental data. We show how…
We present generalized evolution equations and factorization in terms of the truncated Mellin moments (TMM) of the parton distributions and structure functions. We illustrate the $x$ and $Q^2$ dependence of TMM in the polarized case. Using…
Statistical modeling of claim severity distributions is essential in insurance and risk management, where achieving a balance between robustness and efficiency in parameter estimation is critical against model contaminations. Two \( L…
This article aims to introduced a new lifetime distribution named as exponentiated xgamma distribution (EXGD). The new generalization obtained from xgamma distribution, a special finite mixture of exponential and gamma distributions. The…
This paper presents single lepton and dilepton kinematic distributions measured in dileptonic $t\bar{t}$ events produced in 20.2 fb$^{-1}$ of $\sqrt{s}=8$ TeV $pp$ collisions recorded by the ATLAS experiment at the LHC. Both absolute and…
The impact of the third (skewness) and fourth (kurtosis) reduced centered moments on the statistical modeling of E1 lines in complex atomic spectra is investigated through the use of Gram-Charlier, Normal Inverse Gaussian and Generalized…