scholarly journals A New Family of Archimedean Copula via Trigonometric Generator Function

2020 ◽  
pp. 1-1
Author(s):  
Selim Orhun SUSAM
Keyword(s):  
Archimedean Copula ◽  
New Family ◽  
Generator Function

scholarly journals Conditional tail independence in Archimedean copula models

2019 ◽  
Vol 56 (3) ◽  
pp. 858-869
Author(s):  
Michael Falk ◽  
Simone A. Padoan ◽  
Florian Wisheckel
Keyword(s):  
Distribution Function ◽  
Random Vector ◽  
Mild Condition ◽  
Conditional Distribution ◽  
Archimedean Copula ◽  
Tail Behavior ◽  
Copula Models ◽  
Generator Function

AbstractConsider a random vector $\textbf{U}$ whose distribution function coincides in its upper tail with that of an Archimedean copula. We report the fact that the conditional distribution of $\textbf{U}$ , conditional on one of its components, has under a mild condition on the generator function independent upper tails, no matter what the unconditional tail behavior is. This finding is extended to Archimax copulas.

A new bivariate Archimedean copula with application to the evaluation of VaR

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Cigdem Topcu Guloksuz ◽  
Pranesh Kumar
Keyword(s):  
Monte Carlo ◽  
Value At Risk ◽  
Simulation Method ◽  
Archimedean Copula ◽  
Dependence Structure ◽  
General Motor ◽  
Copula Models ◽  
Bivariate Normal ◽  
Mc Simulation ◽  
Generator Function

AbstractIn this paper, a new generator function is proposed and based on this function a new Archimedean copula is introduced. The new Archimedean copula along with three representatives of Archimedean copula family which are Clayton, Gumbel and Frank copulas are considered as models for the dependence structure between the returns of two stocks. These copula models are used to simulate daily log-returns based on Monte Carlo (MC) method for calculating value at risk (VaR) of the financial portfolio which consists of two market indices, Ford and General Motor Company. The results are compared with the traditional MC simulation method with the bivariate normal assumption as a model of the returns. Based on the backtesting results, describing the dependence structure between the returns by the proposed Archimedean copula provides more reliable results over the considered models in calculating VaR of the studied portfolio.

Microstructure and crystal symmetry of Pb2Sr2(Y/Ca)Cu3O9−δ

1990 ◽  
Vol 48 (4) ◽  
pp. 64-65
Author(s):  
Y. P. Lin ◽  
J. S. Xue ◽  
J. E. Greedan
Keyword(s):  
Electron Diffraction ◽  
High Temperature Superconductors ◽  
Carbon Film ◽  
Basic Structure ◽  
Crystal Symmetry ◽  
X Ray Diffraction ◽  
X Ray ◽  
Space Groups ◽  
New Family ◽  
Convergent Beam

A new family of high temperature superconductors based on Pb2Sr2YCu3O9−δ has recently been reported. One method of improving Tc has been to replace Y partially with Ca. Although the basic structure of this type of superconductors is known, the detailed structure is still unclear, and various space groups has been proposed. In our work, crystals of Pb2Sr2YCu3O9−δ with dimensions up to 1 × 1 × 0.25.mm and with Tc of 84 K have been grown and their superconducting properties described. The defects and crystal symmetry have been investigated using electron microscopy performed on crushed crystals supported on a holey carbon film.Electron diffraction confirmed x-ray diffraction results which showed that the crystals are primitive orthorhombic with a=0.5383, b=0.5423 and c=1.5765 nm. Convergent Beam Electron Diffraction (CBED) patterns for the and axes are shown in Figs. 1 and 2 respectively.

A new family of fluorescent calcium indicators designed to resist leakage or for measuring calcium near membranes

1994 ◽  
Vol 52 ◽  
pp. 168-169
Author(s):  
Martin Poenie ◽  
Akwasi Minta ◽  
Charles Vorndran
Keyword(s):  
Metal Binding ◽  
Acetoxymethyl Ester ◽  
Binding Properties ◽  
Fura 2 ◽  
New Family ◽  
Anion Transporter ◽  
Calcium Indicator ◽  
Calcium Indicators ◽  
High Calcium ◽  
Intracellular Compartmentalization

The use of fura-2 as an intracellular calcium indicator is complicated by problems of rapid dye leakage and intracellular compartmentalization which is due to a probenecid sensitive anion transporter. In addition there is increasing evidence for localized microdomains of high calcium signals which may not be faithfully reported by fura-2.We have developed a new family of fura-2 analogs aimed at addressing some of these problems. These new indicators are based on a modified bapta which can be readily derivatized to produce fura-2 analogs with a variety of new properties. The modifications do not affect the chromophore and have little impact on the spectral and metal binding properties of the indicator. One of these new derivatives known as FPE3 is a zwitterionic analog of fura-2 that can be loaded into cells as an acetoxymethyl ester and whose retention in cells is much improved. The improved retention of FPE3 is important for both cuvettebased measurements of cell suspensions and for calcium imaging.

Scanning tunneling microscopy and atomic force microscopy: New tools for biology

1989 ◽  
Vol 47 ◽  
pp. 778-779
Author(s):  
CE Bracker ◽  
P. K. Hansma
Keyword(s):  
Physical Property ◽  
Scanning Probe ◽  
Scanning Tunneling ◽  
Small Scale ◽  
Tunneling Microscopy ◽  
Force Microscopy ◽  
New Family ◽  
Small Probe ◽  
Atomic Force ◽  
Transmission Electron

A new family of scanning probe microscopes has emerged that is opening new horizons for investigating the fine structure of matter. The earliest and best known of these instruments is the scanning tunneling microscope (STM). First published in 1982, the STM earned the 1986 Nobel Prize in Physics for two of its inventors, G. Binnig and H. Rohrer. They shared the prize with E. Ruska for his work that had led to the development of the transmission electron microscope half a century earlier. It seems appropriate that the award embodied this particular blend of the old and the new because it demonstrated to the world a long overdue respect for the enormous contributions electron microscopy has made to the understanding of matter, and at the same time it signalled the dawn of a new age in microscopy. What we are seeing is a revolution in microscopy and a redefinition of the concept of a microscope.Several kinds of scanning probe microscopes now exist, and the number is increasing. What they share in common is a small probe that is scanned over the surface of a specimen and measures a physical property on a very small scale, at or near the surface. Scanning probes can measure temperature, magnetic fields, tunneling currents, voltage, force, and ion currents, among others.

Porphyrin-functionalized coordination star polymers and their potential applications in photodynamic therapy

2019 ◽  
Vol 10 (45) ◽  
pp. 6116-6121 ◽  
Author(s):  
Tan Ji ◽  
Lei Xia ◽  
Wei Zheng ◽  
Guang-Qiang Yin ◽  
Tao Yue ◽  
...  
Keyword(s):  
Photodynamic Therapy ◽  
Self Assembly ◽  
Star Polymers ◽  
New Family ◽  
Potential Applications

We present a new family of porphyrin-functionalized coordination star polymers prepared through combination of coordination-driven self-assembly and post-assembly polymerization. Their self-assembly behaviour in water and potential for photodynamic therapy were demonstrated.

A Look at Work and the New Family

1985 ◽  
Vol 30 (6) ◽  
pp. 497-498
Author(s):  
Carol C. Nadelson
Keyword(s):  
New Family
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