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Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory
This paper examines the potential for concurrence of crises and asset price misalignments from equilibrium in the foreign exchange, stock, and government bond markets of three Central European countries and the Euro Area. Concurrence
AH - Ekonomie
- 2015 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Entanglement estimation from Bell inequality violation
by Monte Carlo simulations. We describe states that have extremal entanglement according tothe negativity, concurrence, and relative entropy of entanglement for a given value of the CHSH violation. We explicitly find these...
BH - Optika, masery a lasery
- 2013 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Healing Data Races On-The-Fly
Testing of concurrent software is extremely difficult. Despite all the progress in the testing and verification technology, concurrent bugs, the most common of which,implemented in a tool called ConTest, allowing concur...
JC - Počítačový hardware a software
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Vulnerability of hop-yields due to compound drought and heat events over European key-hop regions
and maximum temperature extremes and to provide risk assessments for concurrent droughtCompound climate events in which only one variable is extreme (e.g., either hot but no drought or extreme drought but not hot)...
Meteorology and atmospheric sciences
- 2021 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Winning concurrent reachability games requires doubly-exponential patience
We exhibit a deterministic concurrent reachability game PURGATORY_n with n non-terminal positions and a binary choice for both players in every position so that any positional strategy for Player 1 achieving the value of the game wi...
BA - Obecná matematika
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Analysis and Testing of Concurrent Programs
In this paper, a methodology for deriving concurrency coverage metrics which measure how well the synchronisation and concurrency-related behaviour of tested of stochastic optimisation algorithms in the area of concurrency ...
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2013 •
- Jost •
- Link
Rok uplatnění
Jost - Ostatní články v recenzovaných periodicích
Výsledek na webu
Extreme detection, provableness and visualization of statistical data files
The aim of the article is to make one known, that the extreme values the optimal procedures for visualization of the extreme values in demographic datasets of the extreme values must be performed ...
DE - Zemský magnetismus, geodesie, geografie
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Comparison Value at Risk with Extreme Value Theory
and Student distribution is explained and subsequently Extreme Value Theory. There are estimated value of given probability distribution and Extreme Value Theory. The dataThe paper is focus on comparison ...
AH - Ekonomie
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
L-infinity-measure of non-exchangeability for bivariate extreme value and Archimax copulas
In the class of bivariate extreme value copulas, the maximal infty-degree of non-exchangeability is calculated and copulas attaining this extremal asymmetry are introduced. Similar considerations are done for extreme
BA - Obecná matematika
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Applications of Extreme Value Theory
Basic themes of document: Gumbel distribution; extrem value theoryWeibull distributions...
BB - Aplikovaná statistika, operační výzkum
- 2010 •
- D
Rok uplatnění
D - Stať ve sborníku
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