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Asymmetric Nested Lattice Samples
Computer experiment Design of experiments Asymmetric orthogonal ar- ray Orthogonal array based Latin hypercube Sequential design
2016/1/19
We propose an approach for constructing asymmetric nested lattice samples by randomizing asymmetric nested orthogonal arrays. Such designs possess a desirable nested structure and have attractive spac...
Symmetry breaking in symmetric and asymmetric double-well potentials
Matter waves light beam the nonlinear schrodinger equation nonlinear solution attractive and nonlinear disturbances
2014/12/25
Motivated by recent experimental studies of matter waves and optical beams in double-well potentials, we study the corresponding solutions of the nonlinear Schrödinger equation. Using a Galerkin-...
基于Asymmetric Laplace分布的金融风险度量
VaR CVaR 非对称拉普拉斯分布 风险管理
2013/10/20
金融资产的损益分布具有明显尖峰肥尾和不对称等特征,本文采用非对称拉普拉斯分布来刻画这些风险特征,给出了市场风险VaR和CVaR度量的AL参数法和AL-MC法。选取上证指数、日经225指数及S&P500指数为研究对象,结合各股市的风险特征,给出了VaR和CVaR度量及其返回检验和准确性评价。结果表明,基于AL分布的风险度量模型具有其合理性和适用性,能很好地度量市场风险。
Classification with Asymmetric Label Noise: Consistency and Maximal Denoising
Classification Asymmetric Label Noise Consistency Maximal Denoising
2013/4/27
In many real-world classification problems, the labels of training examples are randomly corrupted. Previous theoretical work on classification with label noise assumes that the two classes are separa...
Mixtures of Shifted Asymmetric Laplace Distributions
Mixtures Shifted Asymmetric Laplace Distributions
2012/9/19
A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classi cation. A variant of the EM algorithm is developed for parameter estimation by exploiting the rel...
Fluctuation bounds for the asymmetric simple exclusion process
exclusion process particle current second class particle coupling moment bound fluctuations
2009/6/15
We give a partly new proof of the fluctuation bounds for the second class particle and current in the stationary asymmetric simple exclusion process. One novelty is a coupling that preserves the order...
Fluctuations of the longest common subsequence in the asymmetric case of 2- and 3-letter alphabets
Longest common subsequence LCS fluctuations random string matching
2009/6/12
The order of the uctuation of the LCS of two i.i.d. binary sequences is a long open standing question. In a subsequent paper, we use the techniques developped in this article to solve this problem whe...
Diffusive variance for a tagged particle in d<3 asymmetric simple exclusion
diffusive variance tagged particle asymmetric simple exclusion
2009/6/12
Diffusive variance for a tagged particle in d<3 asymmetric simple exclusion.
DOES ASYMMETRIC INFORMATION JUSTIFY BANK CAPITAL ADEQUACY REGULATION?
minimum capital standards financial institutions banking system
2008/11/13
One of the more important developments in 20th-century central
banking is the rise of capital adequacy regulation—the imposition by
regulators of minimum capital standards on financial institutions....
Occupational Licensing and Asymmetric Information: Post-Hurricane Evidence from Florida
Occupational Licensing Asymmetric Information
2008/11/4
Federal, state, and county governments accept the argument that
occupational licensing protects consumers and improves their welfare.
This argument stands in stark contrast to the apparent rent seek...
