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29872a34d603c2be2212d84ff44b378cbfb42cc4 | the municipality consists of the districts of llano | the municipality consists of the districts of llano negro, cueva de agua, don pedro, franceses, santo domingo, hoya grande, juan adalid-el mudo, catela, el palmar, roque del faro, el tablado, las tricias, el castillo and la mata. | wikipedia |
326e373475d5a2e9bf1e15040d53b82b0fee5f0b | the municipality of garafía is in itself a | the municipality of garafía is in itself a monument to mother nature. it should be borne in mind that in its 103 km²,all three together natural monument coast hiscaguán, the special guelguén natural reserve and the integral natural reserve of pinar de garafía, are in total almost one third of the entire surface of the ... | wikipedia |
9d507e9d80fc30e21c3b4288c1b041f7f47a9010 | this town, which had in 1960 almost 5,000 | this town, which had in 1960 almost 5,000 inhabitants, has strongly suffered the phenomenon of emigration, since today is only 1,700 inhabitants, according to the ine (national institute of statistics, january 2012). located on the steepest part of the island of la palma, the development of communications came very lat... | wikipedia |
6424981d3edd48f7b7e811a4044468cb8d92d31e | in its municipal term is the roque de | in its municipal term is the roque de los muchachos, the highest point of the island with 2,426 meters over the sea level, where is located the headquarters of the telescopies the canary island astrophysics institute (iac) on the island of la palma, which together with this institute has facilities in tenerife (izaña) ... | wikipedia |
ade7726ca1143a655decaa75242d69261d04c28e | the climate in the coastal zone is smooth, | the climate in the coastal zone is smooth, with many windy days motivated by the impact of the trade winds in the area, most of the time being its very choppy sea. in the area of middle altitude called medianías, part of the territory in between 400 and 1200 meters over the sea level, very extensive, the temperature is... | wikipedia |
161aa7ec33a61ae2b17e83b61010a21c6f64f7fc | it covers an area of 103 square kilometers | it covers an area of 103 square kilometers being the largest municipality of the island of la palma with an estimated population of 1,654 inhabitants (national institute of statistics, january 2012) population. its administrative capital, santo domingo, where resides the city, is located at an altitude of 400 meters. | wikipedia |
83b6a386a30d61b30f4b0f21710ff101b26d4c60 | garafía is a municipality in the island of | garafía is a municipality in the island of la palma, santa cruz de tenerife (canary islands). located in the northwest of the island, in the middle of two whims of nature: the ravines of franceses (by the north) bordering barlovento and izcagua by the south (born at the foot of the roque de los muchachos), bordering pu... | wikipedia |
df5670f6aad5f03dd0aa82cfd2b3a8eb70133931 | after returning to the dartmouth mathematics department in | after returning to the dartmouth mathematics department in 1975, kreider served another term as its chairman and became increasing active in the mathematical association of america. he served as its treasurer from 1986 to 1992 when, according to his successor gerald j. porter, "the maa made remarkable strides toward pu... | wikipedia |
7fcfc71e3d40b029f2ac960453793f4a3877eeab | at dartmouth, kreider had a particularly close relationship | at dartmouth, kreider had a particularly close relationship with john kemeny. in 1967, he succeeded kemeny as chairman of the department of mathematics, which kemeny had chaired since 1954. from 1972 to 1975, he was vice president and dean for student affairs. john kemeny, who had become president of dartmouth in 1970,... | wikipedia |
71386ccc4d6b9a3b132708da10f5c9d1750ca49c | also in the 1960s, kreider chaired the school | also in the 1960s, kreider chaired the school board in norwich, vermont and was instrumental in forming the dresden school district, the first inter-state school district in the united states, between norwich and hanover, new hampshire. he spent three summers with the entebbe project in africa, where he worked with loc... | wikipedia |
30f768d63b28a489b6df7a2d7bc5b1bf9914b6e0 | kreider had a long-standing interest in the use | kreider had a long-standing interest in the use of computation in teaching calculus. working with john kemeny and thomas e. kurtz, he developed programs that providedautomatic feedback to students about four programs in dartmouth basic that they were assigned to write in freshman mathematics courses taken by 80% of all... | wikipedia |
adedbf84cba045882efd39479b54d58b3f1354a3 | starting in 1960, kreider became active in the | starting in 1960, kreider became active in the committee on the undergraduate program in mathematics (cupm) at the mathematical association of america (maa), where he later led the subpanel on calculus and received one of the first grants in the calculus initiative launched by the national science foundation in 1989. | wikipedia |
dd9a606197abe892aad80f594d6154d9b6c8769a | initially, kreider continued research and writing in recursive | initially, kreider continued research and writing in recursive function theory, working with robert w. ritchie. but he increasingly turned his attention to mathematical pedagogy, writing textbooks in recursive function theory, differential equations, and linear analysis with colleagues in the department of mathematics. | wikipedia |
83a152cf68b028c311921aaeabf008a3de9638c3 | kreider spent a postdoctoral year at mit before | kreider spent a postdoctoral year at mit before joining the department of mathematics at dartmouth college in 1960. at both mit and dartmouth, kreider was known for excellent teaching. his advisor hartley rogers at mit commented that "he had a graduate student was an extraordinary teacher won the goodwin medal for teac... | wikipedia |
5a84c40d2d27a9f644b29fb2df3cc1a038791af4 | kreider was born on december 5, 1931, in | kreider was born on december 5, 1931, in lancaster, pennsylvania. he attended high school in lititz, pennsylvania, and college at lebanon valley college, where he received a bachelor's degree in 1953. in 1959, he received a phd in mathematics from the massachusetts institute of technology for a thesis in recursive func... | wikipedia |
620e365ccf12dec9054b56295b8589bc7bc9683f | eduard prugovečki was a canadian physicist and mathematician | eduard prugovečki was a canadian physicist and mathematician of croatian-romanian descent. prugovečki was born in craiova, romania to a romanian mother, helena, and croatian father, slavoljub. he completed the first four years of secondary education in bucharest, before his family was forced to relocate to zagreb in 19... | wikipedia |
fcb8f267c1795b77581dadc070ec3823fb1b2fe8 | he taught mathematical physics at the university of | he taught mathematical physics at the university of toronto from 1967 to 1997. in 1974, he spent one year as a visiting professor at the centre national de la recherche scientifique in marseille, france. around 1986 he resigned from his membership in the international association of mathematical physics. | wikipedia |
b99bce395d1d05d22ca236cb19043000d11ae874 | in 1961, as the best student of his | in 1961, as the best student of his generation in zagreb, prugovečki was sent to princeton university, new jersey, united states. he wrote his doctoral thesis under the direction of theoretical physicist arthur wightman, and earned his phd from princeton in 1964. in 1965, he moved to canada, where he first spent two ye... | wikipedia |
d73cba74e63306feba8f5b4328069b08b84e1083 | prugovečki was born in craiova, romania to a | prugovečki was born in craiova, romania to a romanian mother, helena (née piatkowski), and croatian father, slavoljub. he completed the first four years of secondary education in bucharest, before his family was forced to relocate to zagreb in 1951, due to an anti- yugoslav campaign by the communist authorities. he fin... | wikipedia |
c78dfe9407666ec74f47f28cecbf7bf452593981 | emma elisabeth nordin is a swedish ice hockey | emma elisabeth nordin is a swedish ice hockey forward and member of the swedish national ice hockey team, currently playing in the swedish women's hockey league (sdhl) with luleå hf/mssk. often cited as one of the best active swedish players in women's ice hockey, she has twice been named swedish player of the year, is... | wikipedia |
aa5a92afdeb5b28e5004c51e950a88a8d453009e | nordin made two appearances for the sweden women's | nordin made two appearances for the sweden women's national under-18 ice hockey team at the iihf world women's u18 championships in 2008 and 2009, including winning a bronze medal in the 2009 event. | wikipedia |
b515decbab42bf3dba99650c299ea23c7cb60dc5 | nordin was selected for the sweden women's national | nordin was selected for the sweden women's national ice hockey team in the 2010 winter olympics. she played in all five games, recording one assist. she scored 3 points in 6 games at the 2014 winter olympics and 4 points in 6 games at the 2018 winter olympics. | wikipedia |
b91c5ac5c1cb432a87d75a49e3e24bb74b236c5f | she missed 13 games in the 2019–20 season | she missed 13 games in the 2019–20 season due to persistent back injuries but still added 35 points as luleå made it to the playoff finals before the season was cancelled due to the covid-19 pandemic in sweden. despite hv71 winning the first game of the finals series, she agreed with the sdhl's decision not to award th... | wikipedia |
c1a9e19a6b0ee0ceea9c2f2b44da1bebed6cc9ed | in 2018–19, she equalled her career-best 31 goals, | in 2018–19, she equalled her career-best 31 goals, scoring a total of 59 points, leading the league in goals and third in the league and top among all swedish players in points. she was named the sdhl's best forward and swedish player of the year as luleå won the title, her fourth championship win. | wikipedia |
918d34eaa930f39eed99f0952615fee38005f4b8 | in 2015, she left modo to joined luleå | in 2015, she left modo to joined luleå hf/mssk. in her first season with luleå, she scored a career-best 31 goals and 62 points in 31 games. third in league scoring that year, she was named riksserien forward of the year, as luleå won the riksserien championship. after suffering a torn ligament while on international d... | wikipedia |
159d191b6e4c9543ca3a8d296173e7a4703403e2 | born in Örnsköldsvik, she began playing for her | born in Örnsköldsvik, she began playing for her hometown's club modo hockey in 2004, at the age of 13. ahead of the 2011–12 season, she was named assistant captain for modo. she would win her first riksserien championship that season. | wikipedia |
4ba97c9ad2917a37fea2317255f512cfe627e9ac | emma elisabeth nordin (born 22 march 1991) is | emma elisabeth nordin (born 22 march 1991) is a swedish ice hockey forward and member of the swedish national ice hockey team, currently playing in the swedish women's hockey league (sdhl) with luleå hf/mssk. often cited as one of the best active swedish players in women's ice hockey, she has twice been named swedish p... | wikipedia |
5cd70009d46802018eebe859fc53d23797ca789e | ziegler was author of the highly regarded lehrbuch | ziegler was author of the highly regarded lehrbuch der allgemeinen und speciellen pathologischen anatomie und pathogenese (1882), a work subsequently translated into english and published as a text-book of pathological anatomy and pathogenesis (vol. 1, 1883; vol. 2, 1884). his other principal written efforts include: | wikipedia |
40e1c44fe47642083f09306e4b33ce35d72dd252 | he studied medicine at the universities of bern | he studied medicine at the universities of bern and würzburg, obtaining his doctorate at bern in 1872. afterwards, he served as an assistant to edwin klebs in würzburg, and in 1878 he became an associate professor at the university of freiburg. in 1881 he was appointed professor of pathology and director of the patholo... | wikipedia |
9a316f612eb85b2bc60d2180b6d716c30474ba26 | eda station is served by the tōkyū den-en-toshi | eda station is served by the tōkyū den-en-toshi line from shibuya in tokyo to chūō-rinkan in kanagawa prefecture. it is 19.3 kilometers from the terminus of the line at shibuya. | wikipedia |
ebc224f861b3b2da8ee2c700aa1fde73615c3e20 | eda station (江田駅, eda-eki) is a passenger railway | eda station (江田駅, eda-eki) is a passenger railway station located in aoba-ku, yokohama, kanagawa prefecture, japan, operated by the private railway company tokyu corporation. | wikipedia |
64c2ea2151d5ca7e5a6c1f968d1682df7b332aca | chaperones, also called molecular chaperones, are proteins that | chaperones, also called molecular chaperones, are proteins that assist other proteins in assuming their three-dimensional fold, which is necessary for protein function. however, the fold of a protein is sensitive to environmental conditions, such as temperature and ph, and thus chaperones are needed to keep proteins in... | wikipedia |
c8a49adc2020b49d961310905c9e297a58ae72a9 | phylogenetic analysis using two families of hsps (hsp10 | phylogenetic analysis using two families of hsps (hsp10 and hsp60, also called chaperonins) support the current endosymbiosis model of the origin of mitochondria and chloroplasts. hsp10 and hsp60 are present in all eubacteria and organelles of eukaryotes (mitochondria and chloroplasts), but not in eukaryotic cell cytos... | wikipedia |
e18ba4996c3747d448ab24d31f0af2397a67385c | one observation in line with this hypothesis is | one observation in line with this hypothesis is chaperone buffering, where the activity of a chaperone masks or “buffers” deleterious or destabilizing mutations in a client protein. in drosophila melanogaster, reduced activity of hsp90 resulted in deficient phenotypes caused by mutations in developmental pathways. hsp7... | wikipedia |
8538d3f2421d9f457bdc6775ad30477b3f15d4e2 | chaperones have also been implicated in the understanding | chaperones have also been implicated in the understanding the relationship between genotype and phenotype. protein folding in itself transitions from genotype to phenotype: primary structure/amino acid sequence reflects genotype while the final, functional fold, either tertiary or quaternary structure, represents pheno... | wikipedia |
a4f2dbb56c521d7ef995ce9fe1b653fdf62eab63 | elevated expression of heat shock proteins is not | elevated expression of heat shock proteins is not correlated with chronic environmental stress and is thought to be due to the costs of hsp expression. high levels of hsp70 are known to accompany deficits in cell division, reproduction, and reproductive success. intracellularly, hsp expression shuts down normal cell fu... | wikipedia |
196e632ba8bc47ee5fe100dce2e6d6dc9ccd4438 | proteins are highly susceptible to denaturation due to | proteins are highly susceptible to denaturation due to environmental conditions and organisms that live in hazardous conditions should have a basal level of hsp expression. however, other adaptations, such as colonizing less hazardous microhabitats or other behavioral adaptations, could also contribute to acclimation i... | wikipedia |
bf0f20b77303629ea7d5e11de48316dc616ee972 | heat shock proteins (hsps) are a diverse class | heat shock proteins (hsps) are a diverse class of molecular chaperones that assist in folding under stress. while originally identified in heat stress response (hence the name “heat shock”), inducible hsp expression is a consequence of all known stressors (ph, osmotic, temperature, energy depletion, ion concentration, ... | wikipedia |
20b6d76a3d4a5276d049f0b4cfc9ffabc1016c26 | small proteins fold spontaneously, but the development of | small proteins fold spontaneously, but the development of increasingly larger proteins, which have more complex folding patterns and intramolecular interactions, would have required chaperones to prevent protein aggregation due to misfolding. folding of early proteins would have been error-prone in ancient cell cytosol... | wikipedia |
b55b736ff5494d30423cd89739a01630e0f22ae2 | the evolutionary development of chaperones is highly linked | the evolutionary development of chaperones is highly linked to the evolution of proteins in general, as their primary function is dependent on the presence of proteins. proteins were selected as the main biological catalysts over ribozymes, rna molecules capable of catalyzing biological reactions, early in cellular evo... | wikipedia |
64c2ea2151d5ca7e5a6c1f968d1682df7b332aca | chaperones, also called molecular chaperones, are proteins that | chaperones, also called molecular chaperones, are proteins that assist other proteins in assuming their three-dimensional fold, which is necessary for protein function. however, the fold of a protein is sensitive to environmental conditions, such as temperature and ph, and thus chaperones are needed to keep proteins in... | wikipedia |
cb3e75e07be04fa4f3d6f3018f9685ea0a52a64a | expected shortfall (es) is a risk measure—a concept | expected shortfall (es) is a risk measure—a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio. the "expected shortfall at q% level" is the expected return on the portfolio in the worst q % of cases. es is an alternative to value at risk that is more sensit... | wikipedia |
67d1651538e8cfb4c8a4fd831da8364b203a57a8 | where q α t = { q = | where q α t = { q = p | f t: d q d p ≤ α t − 1 a.s. } {\displaystyle {\mathcal {q}}_{\alpha }^{t}=\left\{q=p\,\vert _{{\mathcal {f}}_{t}}:{\frac {dq}{dp}}\leq \alpha _{t}^{-1}{\text{ a.s.}}\right\}}. | wikipedia |
fb65b38d1262e6e51f530fa54544809c374a63a9 | if the payoff of a portfolio x {\displaystyle | if the payoff of a portfolio x {\displaystyle x} follows log-ghs distribution, i.e. the random variable ln (1 + x) {\displaystyle \ln(1+x)} follows the ghs distribution with p.d.f. f (x) = 1 2 σ sech (π 2 x − μ σ) {\displaystyle f(x)={\frac {1}{2\sigma }}\operatorname {sech} \left({\frac {\pi }{2}}{\frac {x-\mu }{\sigm... | wikipedia |
c89f0a8d79503faa57bef0cd335e1b065e6323e8 | if the payoff of a portfolio x {\displaystyle | if the payoff of a portfolio x {\displaystyle x} follows log-laplace distribution, i.e. the random variable ln (1 + x) {\displaystyle \ln(1+x)} follows the laplace distribution the p.d.f. f (x) = 1 2 b e − | x − μ | b {\displaystyle f(x)={\frac {1}{2b}}e^{-{\frac {|x-\mu |}{b}}}}, then the expected shortfall is equal t... | wikipedia |
de52f3cf9001c4f4c386116aa4a70ae5c70a4367 | if the loss of a portfolio l {\displaystyle | if the loss of a portfolio l {\displaystyle l} follows log-logistic distribution with p.d.f. f (x) = b a (x / a) b − 1 (1 + (x / a) b) 2 {\displaystyle f(x)={\frac {{\frac {b}{a}}(x/a)^{b-1}}{(1+(x/a)^{b})^{2}}}} and c.d.f. f (x) = 1 1 + (x / a) − b {\displaystyle f(x)={\frac {1}{1+(x/a)^{-b}}}}, then the expected shor... | wikipedia |
60d8642ac9dfc874c39208b6a4d31b210bd51f89 | as the incomplete beta function is defined only | as the incomplete beta function is defined only for positive arguments, for a more generic case the expected shortfall can be expressed with the hypergeometric function: es α (x) = 1 − e μ α s s + 1 2 f 1 (s, s + 1; s + 2; α) {\displaystyle \operatorname {es} _{\alpha }(x)=1-{\frac {e^{\mu }\alpha ^{s}}{s+1}}{_{2}f_{1}... | wikipedia |
b4c207d086ed998e041cfc9eaec116e5b74e21b8 | if the payoff of a portfolio x {\displaystyle | if the payoff of a portfolio x {\displaystyle x} follows log-logistic distribution, i.e. the random variable ln (1 + x) {\displaystyle \ln(1+x)} follows the logistic distribution with p.d.f. f (x) = 1 s e − x − μ s (1 + e − x − μ s) − 2 {\displaystyle f(x)={\frac {1}{s}}e^{-{\frac {x-\mu }{s}}}\left(1+e^{-{\frac {x-\mu... | wikipedia |
01f87ec7cb61673f0167ec1a2cd5df1fbef8076d | if the payoff of a portfolio x {\displaystyle | if the payoff of a portfolio x {\displaystyle x} follows lognormal distribution, i.e. the random variable ln (1 + x) {\displaystyle \ln(1+x)} follows the normal distribution with p.d.f. f (x) = 1 2 π σ e − (x − μ) 2 2 σ 2 {\displaystyle f(x)={\frac {1}{{\sqrt {2\pi }}\sigma }}e^{-{\frac {(x-\mu)^{2}}{2\sigma ^{2}}}}}, ... | wikipedia |
e4c800126801781b0cf044afc79594dc0c1eb9cd | if the payoff of a portfolio x {\displaystyle | if the payoff of a portfolio x {\displaystyle x} follows the dagum distribution with p.d.f. f (x) = c k β (x − γ β) c k − 1 − k − 1 {\displaystyle f(x)={\frac {ck}{\beta }}\left({\frac {x-\gamma }{\beta }}\right)^{ck-1}\left^{-k-1}} and the c.d.f. f (x) = − k {\displaystyle f(x)=\left^{-k}}, the expected shortfall is e... | wikipedia |
a36e379023a874408b509982d4e41dca774b0dc6 | if the payoff of a portfolio x {\displaystyle | if the payoff of a portfolio x {\displaystyle x} follows the burr type xii distribution the p.d.f. f (x) = c k β (x − γ β) c − 1 − k − 1 {\displaystyle f(x)={\frac {ck}{\beta }}\left({\frac {x-\gamma }{\beta }}\right)^{c-1}\left^{-k-1}} and the c.d.f. f (x) = 1 − − k {\displaystyle f(x)=1-\left^{-k}}, the expected shor... | wikipedia |
fbc5d96da19eed1589da070aecafb509c53fb124 | if the payoff of a portfolio x {\displaystyle | if the payoff of a portfolio x {\displaystyle x} follows johnson's su-distribution with the c.d.f. f (x) = Φ {\displaystyle f(x)=\phi \left} then the expected shortfall is equal to es α (x) = − ξ − λ 2 α {\displaystyle \operatorname {es} _{\alpha }(x)=-\xi -{\frac {\lambda }{2\alpha }}\left}, where Φ {\displaystyle \ph... | wikipedia |
da7fccc968d8e8056093500e3f6cb7acf5dd06e9 | if the payoff of a portfolio x {\displaystyle | if the payoff of a portfolio x {\displaystyle x} follows the ghs distribution with p.d.f. f (x) = 1 2 σ sech (π 2 x − μ σ) {\displaystyle f(x)={\frac {1}{2\sigma }}\operatorname {sech} \left({\frac {\pi }{2}}{\frac {x-\mu }{\sigma }}\right)} and the c.d.f. f (x) = 2 π arctan {\displaystyle f(x)={\frac {2}{\pi }}\arctan... | wikipedia |
192c1937282d9af25482b1d4ffb38115ca805f52 | if the loss of a portfolio l {\displaystyle | if the loss of a portfolio l {\displaystyle l} follows the gev, then the expected shortfall is equal to es α (x) = { μ + σ (1 − α) ξ if ξ ≠ 0, μ + σ 1 − α if ξ = 0. {\displaystyle \operatorname {es} _{\alpha }(x)={\begin{cases}\mu +{\frac {\sigma }{(1-\alpha)\xi }}{\bigl }&{\text{if }}\xi \neq 0,\\\mu +{\frac {\sigma }... | wikipedia |
a8b44108c3ecb1778fe2385c68dc02883dbac609 | if the payoff of a portfolio x {\displaystyle | if the payoff of a portfolio x {\displaystyle x} follows the gev with p.d.f. f (x) = { 1 σ (1 + ξ x − μ σ) − 1 ξ − 1 exp if ξ ≠ 0, 1 σ e − x − μ σ e − e − x − μ σ if ξ = 0. {\displaystyle f(x)={\begin{cases}{\frac {1}{\sigma }}\left(1+\xi {\frac {x-\mu }{\sigma }}\right)^{-{\frac {1}{\xi }}-1}\exp \left&{\text{if }}\xi... | wikipedia |
75a69e29f3e22e5cfc5d0bb45677f975ae0045ef | if the payoff of a portfolio x {\displaystyle | {\displaystyle \operatorname {es} _{\alpha }(x)={\begin{cases}-\mu -{\frac {\sigma }{\alpha \xi }}{\big }&{\text{if }}\xi \neq 0,\\-\mu -{\frac {\sigma }{\alpha }}{\big }&{\text{if }}\xi =0.\end{cases}}} and the var is equal to var α (x) = { − μ − σ ξ if ξ ≠ 0, − μ + σ ln (− ln α) if ξ = 0. {\displaystyle \operatornam... | wikipedia |
c030d519839f0ca7872cc3e427d2fa98437fce70 | if the loss of a portfolio l {\displaystyle | if the loss of a portfolio l {\displaystyle l} follows the weibull distribution with p.d.f. f (x) = { k λ (x λ) k − 1 e − (x / λ) k if x ≥ 0, 0 if x < 0. {\displaystyle f(x)={\begin{cases}{\frac {k}{\lambda }}\left({\frac {x}{\lambda }}\right)^{k-1}e^{-(x/\lambda)^{k}}&{\text{if }}x\geq 0,\\0&{\text{if }}x<0.\end{cases... | wikipedia |
4f56f82fc9666baf2dcd04cbfde5e1b7a881bcf5 | if the loss of a portfolio l {\displaystyle | if the loss of a portfolio l {\displaystyle l} follows the pareto distribution with p.d.f. f (x) = { a x m a x a + 1 if x ≥ x m, 0 if x < x m. {\displaystyle f(x)={\begin{cases}{\frac {ax_{m}^{a}}{x^{a+1}}}&{\text{if }}x\geq x_{m},\\0&{\text{if }}x<x_{m}.\end{cases}}} and the c.d.f. f (x) = { 1 − (x m / x) a if x ≥ x m... | wikipedia |
faec57060ce61198f4d93a709f895841ff5e4ff7 | if the loss of a portfolio l {\displaystyle | if the loss of a portfolio l {\displaystyle l} follows the exponential distribution with p.d.f. f (x) = { λ e − λ x if x ≥ 0, 0 if x < 0. {\displaystyle f(x)={\begin{cases}\lambda e^{-\lambda x}&{\text{if }}x\geq 0,\\0&{\text{if }}x<0.\end{cases}}} and the c.d.f. f (x) = { 1 − e − λ x if x ≥ 0, 0 if x < 0. {\displaysty... | wikipedia |
1156a67ecf7d0cb26c53bd0dd273150191042e0d | if the loss of a portfolio l {\displaystyle | if the loss of a portfolio l {\displaystyle l} follows the logistic distribution, the expected shortfall is equal to es α (l) = μ + s − α ln α − (1 − α) ln (1 − α) 1 − α {\displaystyle \operatorname {es} _{\alpha }(l)=\mu +s{\frac {-\alpha \ln \alpha -(1-\alpha)\ln(1-\alpha)}{1-\alpha }}}. | wikipedia |
7451dede2fbe81323b84b3bdaa8b6dae0adab715 | if the payoff of a portfolio x {\displaystyle | if the payoff of a portfolio x {\displaystyle x} follows the logistic distribution with p.d.f. f (x) = 1 s e − x − μ s (1 + e − x − μ s) − 2 {\displaystyle f(x)={\frac {1}{s}}e^{-{\frac {x-\mu }{s}}}\left(1+e^{-{\frac {x-\mu }{s}}}\right)^{-2}} and the c.d.f. f (x) = (1 + e − x − μ s) − 1 {\displaystyle f(x)=\left(1+e^... | wikipedia |
ecdee7ff2a12a0dad25a5f816b60b1ceaf796889 | then the expected shortfall is equal to es | then the expected shortfall is equal to es α (x) = − μ + b (1 − ln 2 α) {\displaystyle \operatorname {es} _{\alpha }(x)=-\mu +b(1-\ln 2\alpha)} for α ≤ 0.5 {\displaystyle \alpha \leq 0.5}. | wikipedia |
fbb7d41e5d4154db53937364fc329e820f8fdb5e | if the loss of a portfolio l {\displaystyle | if the loss of a portfolio l {\displaystyle l} follows generalized student's t-distribution, the expected shortfall is equal to es α (l) = μ + σ ν + (t − 1 (α)) 2 ν − 1 τ (t − 1 (α)) 1 − α {\displaystyle \operatorname {es} _{\alpha }(l)=\mu +\sigma {\frac {\nu +(\mathrm {t} ^{-1}(\alpha))^{2}}{\nu -1}}{\frac {\tau (\ma... | wikipedia |
b9aaac0211de9e7ffc6ac3da6c33c94e7b6000d3 | if the payoff of a portfolio x {\displaystyle | if the payoff of a portfolio x {\displaystyle x} follows the generalized student's t-distribution with p.d.f. f (x) = Γ (ν + 1 2) Γ (ν 2) π ν σ (1 + 1 ν (x − μ σ) 2) − ν + 1 2 {\displaystyle f(x)={\frac {\gamma \left({\frac {\nu +1}{2}}\right)}{\gamma \left({\frac {\nu }{2}}\right){\sqrt {\pi \nu }}\sigma }}\left(1+{\f... | wikipedia |
dc45f38a8f29dcdbde8a8fa06b6d4daa22e92d39 | if the payoff of a portfolio x {\displaystyle | ^{2}}{\nu }}{\bigr)}^{-{\frac {\nu +1}{2}}}} is the standard t-distribution p.d.f., t (x) {\displaystyle \mathrm {t} (x)} is the standard t-distribution c.d.f., so t − 1 (α) {\displaystyle \mathrm {t} ^{-1}(\alpha)} is the standard t-distribution quantile. | wikipedia |
5617852ac6b45a028a2b3ff8408e29bbe1c23be8 | if the loss of a portfolio l {\displaystyle | if the loss of a portfolio l {\displaystyle l} follows the normal distribution, the expected shortfall is equal to es α (l) = μ + σ φ (Φ − 1 (α)) 1 − α {\displaystyle \operatorname {es} _{\alpha }(l)=\mu +\sigma {\frac {\varphi (\phi ^{-1}(\alpha))}{1-\alpha }}}. | wikipedia |
7db0a4e12ab4681948723ea3b485fc78e1e28f19 | if the payoff of a portfolio x {\displaystyle | if the payoff of a portfolio x {\displaystyle x} follows the normal (gaussian) distribution with p.d.f. f (x) = 1 2 π σ e − (x − μ) 2 2 σ 2 {\displaystyle f(x)={\frac {1}{{\sqrt {2\pi }}\sigma }}e^{-{\frac {(x-\mu)^{2}}{2\sigma ^{2}}}}} then the expected shortfall is equal to es α (x) = − μ + σ φ (Φ − 1 (α)) α {\displa... | wikipedia |
b823a2c7ba34414a349bb0f97b50d2594b3365c2 | for engineering or actuarial applications it is more | for engineering or actuarial applications it is more common to consider the distribution of losses l = − x {\displaystyle l=-x}, the expected shortfall in this case corresponds to the right-tail conditional expectation above var α (l) {\displaystyle \operatorname {var} _{\alpha }(l)} and the typical values of α {\displ... | wikipedia |
07f94ffc844f5c1f7f376617b704d21357b236ff | closed-form formulas exist for calculating the expected shortfall | closed-form formulas exist for calculating the expected shortfall when the payoff of a portfolio x {\displaystyle x} or a corresponding loss l = − x {\displaystyle l=-x} follows a specific continuous distribution. in the former case, the expected shortfall corresponds to the opposite number of the left-tail conditional... | wikipedia |
cd3a8c42384d3c9f05ba3f9c01cf9fcdacc7956f | finally, choosing a linear loss function ℓ (w, | finally, choosing a linear loss function ℓ (w, x j) = − w t x j {\displaystyle \ell (w,x_{j})=-w^{t}x_{j}} turns the optimization problem into a linear program. using standard methods, it is then easy to find the portfolio that minimizes expected shortfall. | wikipedia |
65309dc8bbb3d50513c60ebacf808cc6c445a276 | where γ = var α (x) {\displaystyle \gamma | where γ = var α (x) {\displaystyle \gamma =\operatorname {var} _{\alpha }(x)} and ℓ (w, x) {\displaystyle \ell (w,x)} is a loss function for a set of portfolio weights w ∈ r p {\displaystyle w\in \mathbb {r} ^{p}} to be applied to the returns. rockafellar/uryasev proved that f α (w, γ) {\displaystyle f_{\alpha }(w,\gam... | wikipedia |
087aac480d2d45f394664091db5103f99686c7a5 | suppose that we want to minimize the expected | suppose that we want to minimize the expected shortfall of a portfolio. the key contribution of rockafellar and uryasev in their 2000 paper is to introduce the auxiliary function f α (w, γ) {\displaystyle f_{\alpha }(w,\gamma)} for the expected shortfall: | wikipedia |
dc04678a221e72e8dc6b8fe5837b6b443b925783 | expected shortfall, in its standard form, is known | expected shortfall, in its standard form, is known to lead to a generally non-convex optimization problem. however, it is possible to transform the problem into a linear program and find the global solution. this property makes expected shortfall a cornerstone of alternatives to mean-variance portfolio optimization, wh... | wikipedia |
0ff1cbaeadf9af438891c37907227a02fea8e7b4 | for a given portfolio, the expected shortfall es | for a given portfolio, the expected shortfall es q {\displaystyle \operatorname {es} _{q}} is greater than or equal to the value at risk var q {\displaystyle \operatorname {var} _{q}} at the same q {\displaystyle q} level. | wikipedia |
354924e21af64aff08ad1c2b5b9389b55645dece | similarly for any value of q {\displaystyle q}. | similarly for any value of q {\displaystyle q}. we select as many rows starting from the top as are necessary to give a cumulative probability of q {\displaystyle q} and then calculate an expectation over those cases. in general, the last row selected may not be fully used (for example in calculating − es 0.20 {\displa... | wikipedia |
49cb31f521cc30f5bbb57794ace836fa8d64fbf3 | now consider the calculation of es 0.20 {\displaystyle | now consider the calculation of es 0.20 {\displaystyle \operatorname {es} _{0.20}}, the expectation in the worst 20 out of 100 cases. these cases are as follows: 10 cases from row one, and 10 cases from row two (note that 10+10 equals the desired 20 cases). for row 1 there is a profit of −100, while for row 2 a profit ... | wikipedia |
c47882c47e6d89e1e5896930d1c79629c16d4b1b | to see how these values were calculated, consider | to see how these values were calculated, consider the calculation of es 0.05 {\displaystyle \operatorname {es} _{0.05}}, the expectation in the worst 5% of cases. these cases belong to (are a subset of) row 1 in the profit table, which have a profit of −100 (total loss of the 100 invested). the expected profit for thes... | wikipedia |
13b5f99340b3ae4d63a886b95a8fb5156b4df78a | example 1. if we believe our average loss | example 1. if we believe our average loss on the worst 5% of the possible outcomes for our portfolio is eur 1000, then we could say our expected shortfall is eur 1000 for the 5% tail. | wikipedia |
c3dc14417d3aadec2ef593c51d199375fa35cd09 | if the underlying distribution for x {\displaystyle x} | if the underlying distribution for x {\displaystyle x} is a continuous distribution then the expected shortfall is equivalent to the tail conditional expectation defined by tce α (x) = e {\displaystyle \operatorname {tce} _{\alpha }(x)=e}. | wikipedia |
9df5ac314d9d7c9a78c5a5585aa3ac14229a0928 | expected shortfall can be generalized to a general | expected shortfall can be generalized to a general class of coherent risk measures on l p {\displaystyle l^{p}} spaces (lp space) with a corresponding dual characterization in the corresponding l q {\displaystyle l^{q}} dual space. the domain can be extended for more general orlicz hearts. | wikipedia |
246fcefd2264410d729173f2a66908672c112e9f | where q α {\displaystyle {\mathcal {q}}_{\alpha }} is | where q α {\displaystyle {\mathcal {q}}_{\alpha }} is the set of probability measures which are absolutely continuous to the physical measure p {\displaystyle p} such that d q d p ≤ α − 1 {\displaystyle {\frac {dq}{dp}}\leq \alpha ^{-1}} almost surely. note that d q d p {\displaystyle {\frac {dq}{dp}}} is the radon–nik... | wikipedia |
b63b3852587132c3df535f4fc83852c9e23650d1 | where x α = inf { x ∈ | where x α = inf { x ∈ r: p (x ≤ x) ≥ α } = − var α (x) {\displaystyle x_{\alpha }=\inf\{x\in \mathbb {r}:p(x\leq x)\geq \alpha \}=-\operatorname {var} _{\alpha }(x)} is the lower α {\displaystyle \alpha } - quantile and 1 a (x) = { 1 if x ∈ a 0 else {\displaystyle 1_{a}(x)={\begin{cases}1&{\text{if }}x\in a\\0&{\text{e... | wikipedia |
e2f410ff11e339710ed109269072ad8e0c99258b | if x ∈ l p (f) {\displaystyle x\in | if x ∈ l p (f) {\displaystyle x\in l^{p}({\mathcal {f}})} (an l) is the payoff of a portfolio at some future time and 0 < α < 1 {\displaystyle 0<\alpha <1} then we define the expected shortfall as | wikipedia |
12074a99f0e0103198174e96302a31dbc105210f | expected shortfall is considered a more useful risk | expected shortfall is considered a more useful risk measure than var because it is a coherent spectral measure of financial portfolio risk. it is calculated for a given quantile -level q {\displaystyle q} and is defined to be the mean loss of portfolio value given that a loss is occurring at or below the q {\displaysty... | wikipedia |
35041cb90c061c7da533153c03d61a69dd4e2f6d | es estimates the risk of an investment in | es estimates the risk of an investment in a conservative way, focusing on the less profitable outcomes. for high values of q {\displaystyle q} it ignores the most profitable but unlikely possibilities, while for small values of q {\displaystyle q} it focuses on the worst losses. on the other hand, unlike the discounted... | wikipedia |
0ece91cae52b58ba89cc5eff0b57cbb58a6109e5 | expected shortfall (es) is a risk measure —a | expected shortfall (es) is a risk measure —a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio. the "expected shortfall at q% level" is the expected return on the portfolio in the worst q % {\displaystyle q\%} of cases. es is an alternative to value at ris... | wikipedia |
d3b9f2f8f2413f24917b9d104f5615a44b11694c | dmitri yefimovich furman was a russian political scientist, | dmitri yefimovich furman was a russian political scientist, sociologist, and expert on religions. the new left review called him "russia’s leading comparative scholar on the political systems of post-soviet states". dmitri furman was born in moscow, graduated from moscow state university (1965), and defended his phd th... | wikipedia |
e0900cc87ea9021b02ec87622ff84e87cb4027b8 | his first book, religion and social conflicts in | his first book, religion and social conflicts in the usa (1981), focused on the role of protestantism in american history and society. furman’s book on the united states offered a detailed empirical sociology of american churches, denominations and sects in the 20th century. its focus became the hallmark of his compara... | wikipedia |
86058dc9ffac2a09eda2d472397ab510023c58a8 | in conditions of isolation, as furman himself remarked, | in conditions of isolation, as furman himself remarked, russian thinkers of his generation were inevitably in some degree autodidacts, always liable to reinvent the bicycle. furman was also, as his friend and best commentator georgi derluguian noted, by temperament a pragmatic researcher, little interested in intellect... | wikipedia |
1a1c3e132e50d2b8ba6e5f66dc66f3f6f6bd9c94 | furman was able to transfer from the history | furman was able to transfer from the history to the philosophy faculty at moscow university; thereafter he went to the institute for study of the labour movement, and at the end of the 1970s he went to the institute for study of the united states and canada at the academy of sciences. during his academic career furman ... | wikipedia |
a6469b6f4e6206e020259cc8eee43904d2f5947e | furman chose ancient history as his subject at | furman chose ancient history as his subject at university because the field was too arcane for much interference by officialdom. he also wanted to compare the theological disputes of early christianity with the quarrels of the early rsdlp, whose minutes he was also reading. in 1968 he completed a dissertation on julian... | wikipedia |
a85ee39b9132d721354b425f57fb4fa5c8109f4c | furman was born in 1943, the only child | furman was born in 1943, the only child from the first short lasting marriage of his mother and an artist sergey victorov. he was brought up by his grandmother and her sister, whose brother was boris ioganson, a leading socialist realist painter of the time and president of the soviet academy of arts when furman was a ... | wikipedia |
7b8fca73413fdcbd21c4d457abe9244026a098e8 | dmitri yefimovich furman (russian: Дми́трий Ефи́мович Фу́рман dmitrij | dmitri yefimovich furman (russian: Дми́трий Ефи́мович Фу́рман dmitrij yefimovič furman; 28 february 1943 – 22 july 2011) was a russian political scientist, sociologist, and expert on religions. the new left review called him "russia’s leading comparative scholar on the political systems of post- soviet states". dmitri ... | wikipedia |
6cf55a77ed42e5ddb7764563dc483558a17a72d7 | frances o'connor was an american entertainer. born without | frances o'connor was an american entertainer. born without arms, she made her living appearing in circus sideshows billed as the armless wonder or the living venus de milo. she would perform normal actions such as eating, drinking, writing and smoking a cigarette, using her feet. she also did knitting and sewing with h... | wikipedia |
c3202abe178b806fe4c1e057d5dbe0a3564f45d9 | her mother served as her showbiz manager. frances | her mother served as her showbiz manager. frances o'connor never married and never had children. after having retired from the travelling circuit, she died in relative obscurity in long beach, california, at the age of 67 in 1982. | wikipedia |
c5955d263adf8241248432b318af80b74ad4e019 | o'connor appeared in the 1932 pre-code cult film | o'connor appeared in the 1932 pre-code cult film classic freaks, opposite martha morris (1902-1937), (who was also born without arms, and shortened legs), directed and produced by tod browning. the film revolves around a group of individuals with physical deformities, predominantly played by real life freak show perfor... | wikipedia |
650ceec12e43c9d421b46ad84dbf05eca9165c7c | frances o'connor (september 8, 1914 – january 30, | frances o'connor (september 8, 1914 – january 30, 1982) was an american entertainer. born without arms, she made her living appearing in circus sideshows billed as the armless wonder or the living venus de milo. she would perform normal actions such as eating, drinking, writing and smoking a cigarette, using her feet. ... | wikipedia |
4dac3c839e0cb2fe7ad725d201a92e9442ffc73a | he was an invited speaker of the icm | he was an invited speaker of the icm in 1928 at bologna and in 1932 in zurich. from 1943 to 1945 and from 1948 to 1951 at the california institute of technology of pasadena, he collaborated on the manual of special functions for the bateman manuscript project, together with arthur erdélyi, wilhelm magnus and fritz ober... | wikipedia |
1d32b9405fa2ec9d042d6dffb35c92f2fdd99952 | tricomi was born in naples. he first enrolled | tricomi was born in naples. he first enrolled in the university of bologna, where he took chemistry courses. however, tricomi realized that he preferred physics rather than chemistry; he moved to the university of naples in 1915. he graduated at the university of naples in 1918 and later was assistant to francesco seve... | wikipedia |
4c846faa3b90628cf1bd0e577742ebe3eff9c99b | francesco giacomo tricomi (5 may 1897 – 21 | francesco giacomo tricomi (5 may 1897 – 21 november 1978) was an italian mathematician famous for his studies on mixed type partial differential equations. he was also the author of a book on integral equations. | wikipedia |
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