Hot Spot in the non Gaussian case
A non-gaussian Ornstein-Uhlenbeck process for electricity spot price modeling and derivatives pricing
... References Barndorff-Nielsen. Processes of normal inverse Gaussian type. Finance and Stochastics, 2, 1998. Benth and Koekebakker. Stochastic modeling of financial electricity contracts. Preprint 2005 Benth and ...
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Is Hot Spot Policing Effective Empirically?
... However, the way crimes were reported and collected changed after March 10, 1966. This shift in reporting methodology changed the rates so drastically that it forced the author to base his finding solely on the last ...
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Alcohol-Related Hot-Spot Analysis and Prediction
... 20 locations. It has been determined that when comparing EE to NE, 64.3% of roadways identified by NE are also identified by EE; in contrast, only 43.8% of roadways identified by EE are also identified by NE. This ...
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Discussion of a Failure Hot Spot Endurance Testing Case for CIGS Thin Film Photovoltaic Module
... Keywords: Hot-spot; Solar Simulator; CIGS; PV Module 1. Introduction Photovoltaic (PV) module is mainly constructed by the series/parallel solar cell combinations. In normal light irradiation, when a serial ...
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Building of the Amsterdam-Saint Paul plateau: A 10 Myr history of a ridge-hot spot interaction and variations in the strength of the hot spot source
... ASP hot spot certainly contribute to this by increasing the temperature beneath the ridge axis, which will both thin the axial lithosphere and increase the amount of melt ...and non‐rift morphologies ...
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Proactive Hot Spot Avoidance for Web Server Dependability
... the hot spot avoidance module, we observe a maximum effective rate of approximately 900 requests per second with a bandwidth that never exceeds 700 KB/s (less than 6 ...the non-trivial computations ...
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The Meiotic Recombination Hot Spot ura4A in Schizosaccharomyces pombe
... this case, the first postmeiotic cells deriving from the spores have been separated to yield octads composed of four pairs of colonies deriving from a single ...
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Glutaminase: A Hot Spot For Regulation Of Cancer Cell Metabolism?
... The fact that inhibiting the activation of glutaminase in transformed/cancer cells with the small molecule 968 has specific effects on the growth, migration and invasive activity of these cells, without affecting the ...
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SPACE, PLACE AND CRIME: HOT SPOT AREAS AND HOT PLACES OF LIQUOR-RELATED CRIME
... Over the six-month study period, 3,364 incidents known to the police occurred at Chicago liquor establishments: at least one incident in each of 2,059 different places. The incidents included a wide variety of violent ...
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Non-Markovianity of Gaussian channels
... of non-Markovianity in the infinite-dimensional case is an important open question, given the great importance of, for instance, Gaussian states and Gaussian channels in quantum optics, ...
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Gaussian and non-Gaussian models for financial bubbles via econophysics
... The fundamental or purely stochastic non-bubble model (7) corresponds to the case that κ = 0, or equivalently that v = 0. We can test for bubbles by testing the null hypothesis v = 0 (no bubble) against the ...
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Malaria risk in Corsica, former hot spot of malaria in France
... single case of malaria reported between 1953 and 1964, Corsica was said ’to have Anopheles without malaria ’ and measures to control this mosquito were somewhat abandoned for those to control other mosquitoes – ...
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CFD modelling of particle matter dispersion in a real hot-spot
... Using WRF outputs as boundary conditions of CFD model including SHF improves microscale results. However, the uncertainties in the inlet boundary conditions affect the performance of CFD simulations. Some parameters as ...
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Analytical criterion for shock ignition of fusion reaction in hot spot
... the hot spot correspond to a temperature of several keV and a pressure of 10 ...the non-isobaric fuel configuration and provides reasonable estimates for the ignition ...
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The stochastic geometry of non-Gaussian fields
... We use a very efficient approach to identifying critical (or umbilical) points and their type; we will use critical points as an example, but the case of umbilics is analogous. Every square of four neighboring ...
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Detecting nonlinearity in time series driven by non-Gaussian noise: the case of river flows
... the non-Gaussian nature of the driving force (rainfall) can distort the results of such methods, in particular when surrogate data techniques are ...detect non- linearity in processes driven by ...
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Artificial neural network for Gaussian and non-Gaussian random fatigue loading analysis
... of Gaussian loading analysis perhaps because its occurrence is more common than non-Gaussian loading ...that non Gaussian load occur in many instances especially in various forms of ...
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Testing Gaussian and Non-Gaussian Break Point Models: V4 Stock Markets
... analyzed Gaussian and Non-Gaussian break point models in a case of stock markets in V4 ...recommend Non-Gaussian models as more suitable for a detection of structural ...in ...
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An Improved Gaussian Mixture CKF Algorithm under Non-Gaussian Observation Noise
... various Gaussian approximate filtering algorithms based on Gaussian noise do not display ideal performance because of the mismatched ...Besides Gaussian filter, other solution approaches for the ...
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A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins
... a Gaussian copula, can one restrict the Gaussian copula hypothesis test to pairs of assets? This short note proves that it is not the case, and provides a simple counter-example based on some ...
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