Search Results - "density estimation"

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    Innovations in Quantitative Risk Management TU München, September 2013 /

    Published 2015
    Table of Contents: “…Part I Markets, Regulation, and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- Model Risk in Incomplete Markets with Jumps -- Part II Financial Engineering -- Bid-Ask Spread for Exotic Options Under Conic Finance -- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- A Two-Sided BNS Model for Multicurrency FX Markets -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- Copula-Specific Credit Portfolio Modeling -- Implied Recovery Rates-Auctions and Models -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- Part III Insurance Risk and Asset Management -- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- Risk Control in Asset Management: Motives and Concepts -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- Improving Optimal Terminal Value Replicating Portfolios -- Part IV Computational Methods for Risk Management -- Risk and Computation -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- A Note on the Numerical Evaluation of the Hartman-Watson Density and Distribution Function -- Computation of Copulas by Fourier Methods -- Part V Dependence Modelling -- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions -- Duality in Risk Aggregation -- Some Consequences of the Markov Kernel Perspective of Copulas -- Copula Representations for Invariant Dependence Functions -- Nonparametric Copula Density Estimation Using a Petrov-Galerkin Projection.…”
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    Haptics: Science, Technology, Applications 12th International Conference, EuroHaptics 2020, Leiden, The Netherlands, September 6-9, 2020, Proceedings /

    Published 2020
    Table of Contents: “…Haptic Science -- The EmojiGrid as a Rating Tool for the Affective Appraisal of Touch -- A 2-DoF Skin Stretch Display on Palm: Effect of Stimulation Shape, Speed and Intensity -- User-Defined Mid-Air Haptic Sensations for Interacting with an AR Menu Environment -- Surface Roughness Judgment during Finger Exploration is Changeable by Visual Oscillations -- Identifying tactors locations on the proximal phalanx of the finger for navigation -- Tactile Perception of Objects by the User's Palm for the Development of Multi-contact Wearable Tactile Displays -- From Hate to Love: How Learning Can Change Affective Responses to Touched Materials -- Switching between objects improves precision in haptic perception of softness -- Discriminating between Intensities and Velocities of Mid-Air Haptic Patterns -- Density estimation is influenced more by mass when objects are denser -- Haptic feedback in a teleoperated Box & Blocks task -- Systematic Adaptation of Exploration Force to Exploration Duration in Softness Discrimination -- Perception of vibratory direction on the back -- Comparing Lateral Modulation and Amplitude Modulation in Phantom Sensation -- Context Matters: The Effect of Textual Tone on the Evaluation of Mediated Social Touch -- Influence of roughness on contact force estimation during active touch -- Green Fingers: Plant Thigmo Responses as an Unexplored Area for Haptics Research -- The impact of control-display gain in kinesthetic search -- The arm's blind line: anisotropic distortion in perceived orientation of stimuli on the arm -- Evaluation of Changes in Perceived Intensity and Threshold of Moisture Sensation of Clothes Associated with Skin Moisture -- The Effects of Simultaneous Multi-Point Vibratory Stimulation on Kinesthetic Illusion -- Isometric force matching asymmetries depend on the position of the left hand regardless of handedness -- Computational Model of a Pacinian Corpuscle for an Electrical Stimulus: Spike-Rate and Threshold Characteristics -- Haptic Technology -- SwitchPaD: Active Lateral Force Feedback over a Large Area Based on Switching Resonant Modes -- Visuo-Haptic Display by Embedding Imperceptible Spatial Haptic Information into Projected Images -- Manipulating the Perceived Directions of Wind by Visuo-audio-haptic Cross-modal Effects -- A 6-DoF Zero-order Dynamic Deformable Tool for Haptic Interactions of Deformable and Dynamic Objects -- Evaluating Ultrasonic Tactile Feedback Stimuli -- WeATaViX: WEarable Actuated TAngibles for VIrtual reality eXperiences -- Noncontact Thermal and Vibrotactile Display Using Focused Airborne Ultrasound -- KATIB: Haptic-visual Guidance for Handwriting -- ThermalTex: A two-modal tactile display for delivering surface texture and thermal information -- Can Stiffness Sensations be Rendered in Virtual Reality Using Mid-air Ultrasound Haptic Technologies? …”
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