Current Issue : July - September Volume : 2020 Issue Number : 3 Articles : 5 Articles
The distribution characteristic of final-state particles is one of the significant parts in high-energy nuclear collisions. The transverse\nmomentum distribution of charged particles carries essential evolution information about the collision system. The Tsallis statistics\nis used to investigate the transverse momentum distribution of charged particles produced.......................
Optimization has two faces, minimization of a loss function or maximization\nof a gain function. We show that the mean absolute deviation about the\nmean, d, maximizes a gain function based on the power set of the individuals;\nand nd, where n is the sample size, equals twice the value of the\ncut-norm of the deviations about the mean.........................
Service-oriented architecture (SOA) is widely used, which has fueled the rapid growth of Web services and the deployment of\ntremendous Web services over the last decades. It becomes challenging but crucial to find the proper Web services because of the\nincreasing amount of Web services. However, it proves unfeasible to inspect all the Web services to check their quality values since\nit will consume a lot of resources. Thus, developing effective and efficient approaches for predicting the quality values of Web\nservices has become an important research issue. In this paper, we propose UIQPCA, a novel approach for hybrid User and Itembased\nQuality Prediction with Covering Algorithm. UIQPCA integrates information of both users and Web services on the basis\nof usersâ?? ideas on the quality of coinvoked Web services. After the integration, users and Web services which are similar to the\ntarget user and the target Web service are selected. Then, considering the result of integration, UIQPCA makes predictions on how\na target user will appraise a target Web service. Broad experiments on WS-Dream, a web service dataset which is widely used in\nreal world, are conducted to evaluate the reliability of UIQPCA. According to the results of experiment, UIQPCA is far better than\nformer approaches, including item-based, user-based, hybrid, and cluster-based approaches....
A risk measure commonly used in financial risk management, namely, Value-at-Risk (VaR), is studied. In particular, we find a\nVaR forecast for heteroscedastic processes such that its (conditional) coverage probability is close to the nominal. To do so, we pay\nattention to the effect of estimator variability such as asymptotic bias and mean square error. Numerical analysis is carried out to\nillustrate this calculation for the Autoregressive Conditional Heteroscedastic (ARCH) model, an observable volatility type model.\nIn comparison, we find VaR for the latent volatility model i.e., the Stochastic Volatility Autoregressive (SVAR) model. It is found\nthat the effect of estimator variability is significant to obtain VaR forecast with better coverage. In addition, we may only be able to\nassess unconditional coverage probability for VaR forecast of the SVAR model. This is due to the fact that the volatility process of\nthe model is unobservable....
Natural cold seeps are an important source of methane and other greenhouse gases to the \nocean and atmosphere in the marine environment. Accurate quantification of methane bubble fluxes \nfrom cold seeps is vital for evaluating their influence on the global methane budget and climate \nchange. ..........................
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