Search results
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Title
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Is idiosyncratic asymmetry priced in commodity futures?
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Author
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Han, Yufeng, Zhu, Yifeng, Su, Zhi, Mo, Xuan
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Date Created
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2023
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Subjects--Topical
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Commodities futures, Probabilities
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Description
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In this article, we use a recently introduced asymmetry measure, IE, to measure the idiosyncratic asymmetry of commodity futures returns and find that idiosyncratic asymmetry negatively and significantly predicts commodity futures returns cross se...
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Title
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High throughput nonparametric probability density estimation
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Author
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Jacobs, Donald J., Farmer, Jenny
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Date Created
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2018
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Subjects--Topical
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Statistics, Probabilities
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Description
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In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subje...
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Title
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Best probability density function for random sampled data
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Author
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Jacobs, Donald J.
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Date Created
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2009
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Subjects--Topical
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Statistics, Probabilities
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Description
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The maximum entropy method is a theoretically sound approach to construct an analytical form for the probability density function (pdf) given a sample of random events. In practice, numerical methods employed to determine the appropriate Lagrange ...
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Title
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A virtual pebble game to ensemble average graph rigidity
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Author
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Jacobs, Donald J., Gonzalez, Luis C., Wang, Hui, Livesay, Dennis R.
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Date Created
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2015
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Subjects--Topical
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Probabilities, Proteins
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Description
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Background: The body-bar Pebble Game (PG) algorithm is commonly used to calculate network rigidity properties in proteins and polymeric materials. To account for fluctuating interactions such as hydrogen bonds, an ensemble of constraint topologies...
