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Articles de revues sur le sujet « Mixed Tempered Stable »

Auteur : Grafiati

Publié le 9 mars 2023

Mis à jour le 31 juillet 2025

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1

Rroji, Edit, and Lorenzo Mercuri. "Mixed tempered stable distribution." Quantitative Finance 15, no. 9 (2014): 1559–69. http://dx.doi.org/10.1080/14697688.2014.969763.

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Mercuri, Lorenzo, and Edit Rroji. "Risk parity for Mixed Tempered Stable distributed sources of risk." Annals of Operations Research 260, no. 1-2 (2016): 375–93. http://dx.doi.org/10.1007/s10479-016-2394-y.

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Hitaj, Asmerilda, Lorenzo Mercuri, and Edit Rroji. "Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization." Computational Management Science 16, no. 1-2 (2018): 71–95. http://dx.doi.org/10.1007/s10287-018-0306-0.

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Mliki, Ezzedine. "Correlation Structure of Time-Changed Generalized Mixed Fractional Brownian Motion." Fractal and Fractional 7, no. 8 (2023): 591. http://dx.doi.org/10.3390/fractalfract7080591.

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The generalized mixed fractional Brownian motion (gmfBm) is a Gaussian process with stationary increments that exhibits long-range dependence controlled by its Hurst indices. It is defined by taking linear combinations of a finite number of independent fractional Brownian motions with different Hurst indices. In this paper, we investigate the long-time behavior of gmfBm when it is time-changed by a tempered stable subordinator or a gamma process. As a main result, we show that the time-changed process exhibits a long-range dependence property under some conditions on the Hurst indices. The tim

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Esmaeelnejad, Leila, Mehdi Shorafa, Manouchehr Gorji, and Seiyed M. Hosseini. "Enhancement of physical and hydrological properties of a sandy loam soil via application of different biochar particle sizes during incubation period." Spanish Journal of Agricultural Research 14, no. 2 (2016): e1103. http://dx.doi.org/10.5424/sjar/2016142-9190.

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In spite of many studies that have been carried out, there is a knowledge-gap as to how different sizes of biochars alter soil properties. Therefore, the main objective of this study was to investigate the effects of different sizes of biochars on soil properties. The biochars were produced at two pyrolysis temperatures (350 and 550°C) from two feedstocks (rice husk and apple wood chips). Produced biochars were prepared at two diameters (1-2 mm and <1 mm) and mixed with soil at a rate of 2% (w/w). Multiple effects of type, temperature and size of biochars were significant, so as the mixture

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Yoshioka, Hidekazu. "Fitting a superposition of Ornstein–Uhlenbeck process to time series of discharge in a perennial river environment." ANZIAM Journal 63 (June 28, 2022): C84—C96. http://dx.doi.org/10.21914/anziamj.v63.16985.

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Classical Ornstein–Uhlenbeck (ou) processes are Lévy-driven linear stochastic models with exponentially decaying autocorrelation functions which do not always fit more slowly decaying real time series data. A superposition of ou processes (known as a supou process) is proposed to overcome this issue for application to river discharge time series data. The discharge data has a sub-exponential autocorrelation function and this is captured by the supou process based on the mean reversion speed generated by a Gamma distribution. All the parameters of the supou process are identified by matching th

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Yanuriati, Anny, Djagal Wiseso Marseno, Rochmadi Rochmadi, and Eni Harmayani. "Gel Glukomanan Porang-Xantan dan Kestabilannya Setelah Penyimpanan Dingin dan Beku." Agritech 37, no. 2 (2017): 121. http://dx.doi.org/10.22146/agritech.10793.

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The objectives of this research were to find the porang glucomannan-xanthan optimum ratio on composite gelation and its stability after chilled and frozen storage. Porang glucomannan sol was mixed with xanthan sol in ratio 20/40; 40/60; 50/50; 60/40 and 80/20. The composites were heated for 45 minutes at 90 °C with agitation for 5 minutes, molded, tempered, and stored at 5 °C dan -8 °C for 24 days. Before dan after storage, the texture profile, WBC and sineresis of the gel were analyzed. The composite gel microstructure was analyzed using SEM. The composite gel with ratio 20/80 had the optimum

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Makarychev, S. V. "CHERNOZEMMOISTUREREGIMEFORMATIONUNDERSEA-BUCKTHORNPLANTATIONSANDITSREGULATION." Vestnik Altajskogo gosudarstvennogo agrarnogo universiteta, no. 11 (2021): 24–30. http://dx.doi.org/10.53083/1996-4277-2021-205-11-24-30.

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The features of soil hydrothermal regimes are deter-mined by such variables as dispersion, density, tempera-ture, moisture content, porosity and humus content. The most important index is soil moisture content which is sub-ject to significant fluctuations during the growing season. In terms of particle-size distribution, chernozem belongs to medium loams represented mainly by fine sand, coarse dust and silt. The number of water-stable aggregates measuring 0.25-0.01 mm is more than 90% of the total amount. The density of chernozem increases down the soil profile; in terms of organic content, it

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Rroji, Edit, and Lorenzo Mercuri. "Mixed Tempered Stable Distribution." SSRN Electronic Journal, 2013. http://dx.doi.org/10.2139/ssrn.2339273.

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Avena, Luca, Conrado da Costa, and Jonathon Peterson. "Gaussian, stable, tempered stable and mixed limit laws for random walks in cooling random environments." Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 61, no. 2 (2025). https://doi.org/10.1214/23-aihp1450.

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Rao, B. L. S. Prakasa. "On the Long Range Dependence of Time-Changed Generalized Mixed Fractional Brownian Motion." Calcutta Statistical Association Bulletin, March 4, 2025. https://doi.org/10.1177/00080683251317814.

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We introduce a generalized mixed fractional Brownian motion (gmfBm) as a linear combination of n independent fractional Brownian motions with possibly different Hurst indices and investigate conditions under which the time-changed gmfBm exhibit long-range dependence when the time-change is induced by a tempered stable subordinator or a Gamma process. AMS Subject Classification (2020): Primary 60G22

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Hitaj, Asmerilda, Lorenzo Mercuri, and Edit Rroji. "Sensitivity Analysis of the Mixed Tempered Stable Parameters with Implications in Portfolio Optimization." SSRN Electronic Journal, 2017. http://dx.doi.org/10.2139/ssrn.3045856.

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Rusch, René, Jens Trentmann, Lars Hummitzsch, et al. "Feasibility of a circulation model for the assessment of endovascular recanalization procedures and periprocedural thromboembolism in-vitro." Scientific Reports 9, no. 1 (2019). http://dx.doi.org/10.1038/s41598-019-53607-2.

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AbstractAim of this study was to establish a simple and highly reproducible physiological circulation model to investigate endovascular device performance. The developed circulation model included a pneumatically driven pulsatile pump to generate a flow rate of 2.7 L/min at 70 beats per minute. Sections from the superficial femoral arteries were used in order to simulate device/tissue interaction and a filter was integrated to analyze periinterventional thromboembolism of white, red and mixed thrombi. The working fluid (3 L) was a crystalloid solution constantly tempered at 36.5 °C. To evaluat

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S.O., Adeosun, Sekunowo O.I., and I. Talabi S. "COMBINED EFFECT OF COLD ROLLING AND HEAT TREATMENT ON THE MECHANICAL PROPERTIES OF AL-TI ALLOY." International Journal of Electronics and Communication Engineering 7.0, no. 11 (2013). https://doi.org/10.5281/zenodo.2660505.

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This study investigated the combined effect of cold rolling and heat treatment on the mechanical properties of Al-Ti alloy. Samples of the alloy are cast in metal mould to obtain 0.94-2.19wt% mixes of titanium. These samples are grouped into untreated (as-cast) and those that are cold rolled to fifty percent reduction, homogenised at 5000C and soaked for one hour. The cold rolled and heat treated samples are normalised (RTn) and quench-tempered (RTq-t) at 1000C. All these samples are subjected to tensile, micro-hardness and microstructural evaluation. Results show remarkable improvement in the

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B, Swetha, and Sajid Ahmed Mudhol. "RECENT ADVANCEMENTS IN APPENDIX SURGERY." PARIPEX INDIAN JOURNAL OF RESEARCH, March 15, 2025, 32–34. https://doi.org/10.36106/paripex/7901369.

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The management of acute appendicitis, despite its global lifetime prevalence of 7–8%, remains mired in therapeutic equipoise, necessitating nuanced, patient-tailored strategies. Non-operative management (NOM)—entailing broadspectrum antibiotics and fluid resuscitation—has emerged as a viable alternative to appendectomy, particularly in lowrisk adults and frail surgical candidates. However, its adoption is tempered by concerns regarding recurrence (~20–30% within 1 year) and occult malignancy risk. Interval appendectomy (IA), performed 8–12 weeks post-diagnosis, is advocated in cases of contain

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Adeosun, S. Oluropo, O. Israel Sekunowo, and S. Isaac Talabi. "Combined Effect of Cold Rolling and Heat Treatment on the Mechanical Properties of Al-Ti Alloy." March 3, 2014. https://doi.org/10.5281/zenodo.1091764.

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This study investigated the combined effect of cold rolling and heat treatment on the mechanical properties of Al-Ti alloy. Samples of the alloy are cast in metal mould to obtain 0.94-2.19wt% mixes of titanium. These samples are grouped into untreated (as-cast) and those that are cold rolled to fifty percent reduction, homogenized at 500<sup>0</sup>C and soaked for one hour. The cold rolled and heat treated samples are normalized (<em>RT<sub>n</sub></em>) and quench-tempered (<em>RT<sub>q-t</sub></em>) at 100<sup>0</sup>C. All these samples are subjected to tensile, micro-hardness and microstr

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Zhukov, Arcady. "Carbon-Doped Co2MnSi Heusler Alloy Microwires with Improved Thermal Characteristics of Magnetization for Multifunctional Applications." June 29, 2023. https://doi.org/10.3390/ma16155333.

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In the current work, we illustrate the effect of adding a small amount of carbon to verycommon Co2MnSi Heusler alloy-based glass-coated microwires. A significant change in the mag-netic and structure structural properties was observed for the new alloy Co2MnSiC compared tothe Co2MnSi alloy. Magneto-structural investigations were performed to clarify the main physi-cal parameters, i.e., structural and magnetic parameters, at a wide range of measuring tempera-tures. The XRD analysis illustrated the well-defined crystalline structure with average grain size(Dg = 29.16 nm) and a uniform cubic stru

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Abrahamsson, Sebastian. "Between Motion and Rest: Encountering Bodies in/on Display." M/C Journal 12, no. 1 (2009). http://dx.doi.org/10.5204/mcj.109.

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The German anatomist and artist Gunther von Hagens’s exhibition Body Worlds has toured Europe, Asia and the US several times, provoking both interest and dismay, fascination and disgust. This “original exhibition of real human bodies” features whole cadavers as well as specific body parts and it is organized thematically around specific bodily functions such as the respiratory system, blood circulation, skeletal materials and brain and nervous system. In each segment of the exhibition these themes are illustrated using parts of the body, presented in glass cases that are associated with each f

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Quinn, Karina. "The Body That Read the Laugh: Cixous, Kristeva, and Mothers Writing Mothers." M/C Journal 15, no. 4 (2012). http://dx.doi.org/10.5204/mcj.492.

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The first time I read Hélène Cixous’s The Laugh of the Medusa I swooned. I wanted to write the whole thing out, large, and black, and pin it across an entire wall. I was 32 and vulnerable around polemic texts (I was always copying out quotes and sticking them to my walls, trying to hold onto meaning, unable to let the writing I read slip out and away). You must "write your self, your body must be heard" (Cixous 880), I read, as if for the hundredth time, even though it was the first. Those decades old words had an echoing, a resonance to them, as if each person who had read them had left their

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