scholarly journals An Extreme Value Theory Model of Cross-Modal Sensory Information Integration in Modulation of Vertebrate Visual System Functions

2019 ◽  
Vol 13 ◽  
Author(s):  
Sreya Banerjee ◽  
Walter J. Scheirer ◽  
Lei Li
Keyword(s):  
Visual System ◽  
Extreme Value Theory ◽  
Information Integration ◽  
Sensory Information ◽  
Value Theory ◽  
Extreme Value ◽  
Theory Model

scholarly journals An Extreme Value Theory Model of Cross-Modal Sensory Information Integration in Modulation of Vertebrate Visual System Functions

2018 ◽  
Author(s):  
Sreya Banerjee ◽  
Walter J. Scheirer ◽  
Lei Li
Keyword(s):  
Visual System ◽  
Extreme Value Theory ◽  
Information Integration ◽  
Sensory Information ◽  
Value Theory ◽  
Extreme Value ◽  
Theory Model ◽  
Visual Sensitivity ◽  
Cell Responses ◽  
Retinal Information

AbstractWe propose a computational model of vision that describes the integration of cross-modal sensory information between the olfactory and visual systems in zebrafish based on the principles of the statistical extreme value theory. The integration of olfacto-retinal information is mediated by the centrifugal pathway that originates from the olfactory bulb and terminates in the neural retina. Motivation for using extreme value theory stems from physiological evidence suggesting that extremes and not the mean of the cell responses direct cellular activity in the vertebrate brain. We argue that the visual system, as measured by retinal ganglion cell responses in spikes/sec, follows an extreme value process for sensory integration and the increase in visual sensitivity from the olfactory input can be better modeled using extreme value distributions. As zebrafish maintains high evolutionary proximity to mammals, our model can be extended to other vertebrates as well.

scholarly journals Investment Environment Problems Analysis and Evaluation: An Ex Post Empirical Analysis and Performance Implications

2019 ◽  
Vol 30 (4) ◽  
pp. 422-433
Author(s):  
Vladimir Djuro Djakovic ◽  
Goran B. Andjelic ◽  
Aleksandar D. Petkovic
Keyword(s):  
Developing Countries ◽  
Extreme Value Theory ◽  
Value At Risk ◽  
Value Theory ◽  
Extreme Value ◽  
Theory Model ◽  
Investment Environment ◽  
Historical Simulation ◽  
Analysis And Evaluation ◽  
Ex Post

The research subject is the investment environment problems analysis and evaluation of the developing countries, namely, the Republic of Serbia, Croatia, Slovenia, and Hungary. The analysis was carried out by testing and implementation of the Value-at-Risk models, i.e, the historical simulation (HS VaR), the delta-normal VaR (D VaR) and the extreme value theory model (EVT), with the confidence level of 95% for 100, 200 and 300 days, in the period from 2012 to 2016. The basic hypothesis of the research is that there is a relation between the successful application of the historical simulation (HS VaR), the delta-normal VaR (D VaR) and the extreme value theory model (EVT) and the conditions and opportunities of the investment environment of the developing countries. The research results provide a concrete knowledge of the conditions and circumstances of the investment environment in the observed markets, with a simultaneous performance assessment of the tested VaR models.

scholarly journals Modelling Risk under Volatile Conditions: Tail Index Estimation and Validation

2021 ◽  
Vol 32 (4) ◽  
pp. 325-337
Author(s):  
Vladimir Djakovic ◽  
Jelena Ivetić ◽  
Goran Andjelic
Keyword(s):  
Stock Returns ◽  
Extreme Value Theory ◽  
Value At Risk ◽  
Value Theory ◽  
Extreme Value ◽  
Theory Model ◽  
Special Focus ◽  
Investment Risk ◽  
Risk Modelling ◽  
Return Function

The subject of the research is to analyse and evaluate methods of investment risk modelling in dynamic, changing market circumstances, with a special focus on the assessment success of the expected effects of investment activities in ’extreme’ return points. In that sense, different Value at Risk models were used: the Historical Simulation (HS VaR), the Delta Normal VaR (D VaR) and the Extreme Value Theory model (EVT). The research objective is to test the performance of these models in specific, volatile, market circumstances, in terms of estimating the maximum possible losses from these activities. The basic hypothesis of the research is that it is possible to successfully anticipate the maximum possible losses from the investment activities in the extreme points of the return function by applying different methods of investment risk modelling in volatile market circumstances. The analysed financial data comprise daily stock returns of the BELEX15 (Serbia), BUX (Hungary), CROBEX (Croatia) and SBITOP (Slovenia) stock exchange indices in the period 2012-2019, which is relatively long time period suitable for the sound analyses. The main findings of the research point to the superior application adequacy of the Extreme Value Theory model (EVT) for successful risk modelling, i.e. for making optimal investment decisions. The research results represent innovated, concrete knowledge in the field of understanding the behaviour of the return function in its extremes, and consequently are of great importance to both the academic and professional public in the process of generating decisions on investment activities in volatile market conditions.

scholarly journals A General Extreme Value Theory Model for the Adaptation of DNA Sequences Under Strong Selection and Weak Mutation

Genetics ◽  
2008 ◽  
Vol 180 (3) ◽  
pp. 1627-1643 ◽  
Author(s):  
Paul Joyce ◽  
Darin R. Rokyta ◽  
Craig J. Beisel ◽  
H. Allen Orr
Keyword(s):  
Dna Sequences ◽  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value ◽  
Theory Model ◽  
Strong Selection ◽  
General Extreme Value
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