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Robust portfolio optimization aims to maximize the worst-case portfolio return given that the asset returns are allowed to vary within a prescribed uncertainty set. If the uncertainty set is not too large, the resulting portfolio performs well under normal ...
The matter density field exhibits a nearly lognormal probability density distribution after entering into the nonlinear regime. Recently, it has been shown that the shape of the power spectrum of a logarithmically transformed density field is very close to ...
Purpose: To compare early versus late enhancement in two glioblastoma models characterized by different infiltrative/ edematous patterns. Materials and Methods: Three weeks after inoculation into nude mice of U87MG and U251 cells, T1-weighted images were a ...
Discomfort glare, among different aspects of visual discomfort is a phenomenon which is little understood and hard to quantify. As this phenomenon is dependent on the building occupant’s view direction and on the relative position of the glare source, a de ...
Horizontal flow constructed wetlands are engineered systems capable of eliminating a wide range of pollutants from the aquatic environment. Nevertheless, poor hydrodynamic behavior is commonly found resulting in preferential pathways and variations in both ...
We consider the N-relay Gaussian diamond network when the source and the destination have ns ≥ 2 and nd ≥ 2 antennas respectively. We show that when ns = nd = 2 and when the individual MISO channels from the source to each relay and the SIMO channels from ...
This article presents a methodology that integrates cumulative plots with probe vehicle data for estimation of travel time statistics (average, quartile) on urban networks. The integration reduces relative deviation among the cumulative plots so that the c ...
The distribution of synaptic efficacies in neocortex has an approximately lognormal shape. Many weak synaptic connections coexist with few very strong connections such that only 20% of synapses contribute 50% of total synaptic strength. Furthermore, recent ...
Within the framework of the POLARCAT-France campaign, aerosol physical, chemical and optical properties over Greenland were measured onboard the French ATR-42 research aircraft. The origins of CO excess peaks detected in the aircraft measurements then have ...
We derive for the first time the limiting distribution of maxima of skew-t random vectors and we show that its limiting case, as the degree of freedom goes to infinity, is the skewed version of the well-known FlOsler-Reiss model. The advantage of the new f ...