Zobrazeno 1 - 10
of 435
pro vyhledávání: '"62F07"'
Autor:
Kosta, Dimitra, Windisch, Daniel
The log canonical threshold (lct) is a fundamental invariant in birational geometry, essential for understanding the complexity of singularities in algebraic varieties. Its real counterpart, the real log canonical threshold (rlct), also known as the
Externí odkaz:
http://arxiv.org/abs/2411.13392
Autor:
Csató, László
Swiss-system is an increasingly popular tournament format as it provides an attractive trade-off between the number of matches and ranking accuracy. However, few empirical research consider the optimal design of the Swiss-system. We contribute to thi
Externí odkaz:
http://arxiv.org/abs/2410.19333
Autor:
Cortez, Roberto, Tossounian, Hagop
The Elo rating system is a popular and widely adopted method for measuring the relative skills of players or teams in various sports and competitions. It assigns players numerical ratings and dynamically updates them based on game results and a model
Externí odkaz:
http://arxiv.org/abs/2410.09180
Autor:
Luo, Hengrui, Li, Meng
Tree-based methods are powerful nonparametric techniques in statistics and machine learning. However, their effectiveness, particularly in finite-sample settings, is not fully understood. Recent applications have revealed their surprising ability to
Externí odkaz:
http://arxiv.org/abs/2410.02623
Autor:
Butsch, Lucas, Fasen-Hartmann, Vicky
In multivariate extreme value analysis, the estimation of the dependence structure in extremes is a challenging task, especially in the context of high-dimensional data. Therefore, a common approach is to reduce the model dimension by considering onl
Externí odkaz:
http://arxiv.org/abs/2409.10174
Autor:
Powers, Michael R., Xu, Jiaxin
Parametric statistical methods play a central role in analyzing risk through its underlying frequency and severity components. Given the wide availability of numerical algorithms and high-speed computers, researchers and practitioners often model the
Externí odkaz:
http://arxiv.org/abs/2407.19218
Autor:
Csató, László, Ilyin, Sergey
UEFA declares that it is fully committed to respecting the fundamental values of sport. However, the qualification for the post-2024 UEFA Champions League is not always based on sporting merit as we show: a match with misaligned incentives has barely
Externí odkaz:
http://arxiv.org/abs/2406.12636
We present an interactive Web platform that, given a directed graph, allows identifying the most relevant nodes related to a given query node. Besides well-established algorithms such as PageRank and Personalized PageRank, the demo includes Cyclerank
Externí odkaz:
http://arxiv.org/abs/2405.02261
Tail risk measures are fully determined by the distribution of the underlying loss beyond its quantile at a certain level, with Value-at-Risk and Expected Shortfall being prime examples. They are induced by law-based risk measures, called their gener
Externí odkaz:
http://arxiv.org/abs/2404.14136
Capital allocation is a procedure for quantifying the contribution of each source of risk to aggregated risk. The gradient allocation rule, also known as the Euler principle, is a prevalent rule of capital allocation under which the allocated capital
Externí odkaz:
http://arxiv.org/abs/2401.11701