Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Ignacio Cascos"'
Autor:
Maicol Ochoa, Ignacio Cascos
Publikováno v:
Mathematics, Vol 10, Iss 18, p 3272 (2022)
For a univariate distribution, its M-quantiles are obtained as solutions to asymmetric minimization problems dealing with the distance of a random variable to a fixed point. The asymmetry refers to the different weights awarded to the values of the r
Externí odkaz:
https://doaj.org/article/430df5b49161453486ed61c697d5945a
Publikováno v:
Mathematics, Vol 9, Iss 9, p 1011 (2021)
In this paper, we propose a procedure to obtain and test multifactor models based on statistical and financial factors. A major issue in the factor literature is to select the factors included in the model, as well as the construction of the portfoli
Externí odkaz:
https://doaj.org/article/51e2dcc08b8c46bf8eee67890966df3e
Publikováno v:
Mathematics, Vol 8, Iss 11, p 1993 (2020)
Cryptography is the mathematical core of information security. It serves both as a source of hard computational problems and as precise language allowing for the formalization of sound security models. While dealing with the mathematical foundations
Externí odkaz:
https://doaj.org/article/55d9c4de328c4ceaa101ee0283a239f9
Publikováno v:
Scopus
Spanish Ministry of Science and Innovation [MTM2017-83506-C2-2-P, MTM-PID2019-104486GB-I0 0]
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::79e3ea90cc14bb57097fead58c4e8280
https://doi.org/10.1016/j.apm.2022.02.039
https://doi.org/10.1016/j.apm.2022.02.039
Publikováno v:
Scopus
A new concept of depth for central regions is introduced. The proposed depth notion assesses how well an interval fits a given univariate distribution as its zonoid region of level 1/2, and it is extended to the multivariate setting by means of a pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::69a41e28b20ccf2857c7099711cdd3d5
https://doi.org/10.1007/s00362-022-01380-2
https://doi.org/10.1007/s00362-022-01380-2
Autor:
Stefano Cabras, Ignacio Cascos, Bernardo D’Auria, María Durbán, Vanesa Guerrero, Maicol Ochoa
Publikováno v:
Building Bridges between Soft and Statistical Methodologies for Data Science ISBN: 9783031155086
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b3c86ffd362808c60c9e6ef605113ad
https://doi.org/10.1007/978-3-031-15509-3_8
https://doi.org/10.1007/978-3-031-15509-3_8
Autor:
Ignacio Cascos
Publikováno v:
AStA Advances in Statistical Analysis. 105:649-673
A novel notion of depth for the origin and scale of a distribution with left-bounded support, like those modelling lifetime data, is presented. This origin-scale depth, evaluated on parameter estimates, serves as plotting statistic of a Shewhart-type
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::13a1b585720fd1c35c6a13cb8c1a7114
https://doi.org/10.1007/s10182-021-00401-z
https://doi.org/10.1007/s10182-021-00401-z
Autor:
Maicol Ochoa, Ignacio Cascos
Publikováno v:
e-Archivo. Repositorio Institucional de la Universidad Carlos III de Madrid
instname
instname
Expectiles are the solution to an asymmetric least squares minimization problem for univariate data. They resemble the quantiles, and just like them, expectiles are indexed by a level α in the unit interval. In the present paper, we introduce and di
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62165cc47ef449e529cff44c0fbb337e
https://hdl.handle.net/10016/34168
https://hdl.handle.net/10016/34168
Autor:
Ignacio, Cascos, author
Publikováno v:
New Perspectives in Stochastic Geometry, 2009, ill.
Externí odkaz:
https://doi.org/10.1093/acprof:oso/9780199232574.003.0012
Publikováno v:
e-Archivo. Repositorio Institucional de la Universidad Carlos III de Madrid
instname
Journal of Risk and Financial Management
Volume 13
Issue 12
Journal of Risk and Financial Management, Vol 13, Iss 314, p 314 (2020)
e-Archivo: Repositorio Institucional de la Universidad Carlos III de Madrid
Universidad Carlos III de Madrid (UC3M)
instname
Journal of Risk and Financial Management
Volume 13
Issue 12
Journal of Risk and Financial Management, Vol 13, Iss 314, p 314 (2020)
e-Archivo: Repositorio Institucional de la Universidad Carlos III de Madrid
Universidad Carlos III de Madrid (UC3M)
In this paper, we propose multifactor models for the pan-European Equity Market using a block-bootstrap method and compare the results with those of traditional inferential techniques. The new factors are built from statistical measurements on stock
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b3777fde0cfd74de065d928d1df8f561
https://doi.org/10.3390/jrfm13120314
https://doi.org/10.3390/jrfm13120314