The cross-currency hedging performance of implied versus statistical forecasting models

This article examines the ability of several models to generate optimal hedge ratios. Statistical models employed include univariate and multivariate generalized autoregressive conditionally heteroscedastic (GARCH) models, and exponentially weighted and simple moving averages. The variances of the hedged portfolios derived using these hedge ratios are compared with those based on market expectations implied by the prices of traded options. One-month and three-month hedging horizons are considered for four currency pairs. Overall, it has been found that an exponentially weighted moving-average model leads to lower portfolio variances than any of the GARCH-based, implied or time-invariant approaches.

Statistical quark models for the nucleon structure functions

We consider some existing relativistic models for the nucleon structure functions, relying on statistical approaches instead of perturbative ones. These models are based on the Fermi-Dirac distribution for the confined quarks, where a density of energy levels is obtained from an effective confining potential. In this context, it is presented some results obtained with a recent statistical quark model for the sea-quark asymmetry in the nucleon. It is shown, within this model, that experimental available observables, such as the ratio and difference between proton and neutron structure functions, are quite well reproduced with just three parameters: two chemical potentials used to reproduce the valence up and down quark numbers in the nucleon, and a temperature that is being used to reproduce the Gottfried sum rule violation. © 2010 American Institute of Physics.

Advances on statistical/thermodynamical models for unpolarized structure functions

During the eights and nineties many statistical/thermodynamical models were proposed to describe the nucleons' structure functions and distribution of the quarks in the hadrons. Most of these models describe the compound quarks and gluons inside the nucleon as a Fermi / Bose gas respectively, confined in a MIT bag[1] with continuous energy levels. Another models considers discrete spectrum. Some interesting features of the nucleons are obtained by these models, like the sea asymmetries d̄/ū and d̄-ū. © 2013 American Institute of Physics.

Image-based vs. mesh-based statistical appearance models of the human femur: Implications for finite element simulations.

Statistical appearance models have recently been introduced in bone mechanics to investigate bone geometry and mechanical properties in population studies. The establishment of accurate anatomical correspondences is a critical aspect for the construction of reliable models. Depending on the representation of a bone as an image or a mesh, correspondences are detected using image registration or mesh morphing. The objective of this study was to compare image-based and mesh-based statistical appearance models of the femur for finite element (FE) simulations. To this aim, (i) we compared correspondence detection methods on bone surface and in bone volume; (ii) we created an image-based and a mesh-based statistical appearance models from 130 images, which we validated using compactness, representation and generalization, and we analyzed the FE results on 50 recreated bones vs. original bones; (iii) we created 1000 new instances, and we compared the quality of the FE meshes. Results showed that the image-based approach was more accurate in volume correspondence detection and quality of FE meshes, whereas the mesh-based approach was more accurate for surface correspondence detection and model compactness. Based on our results, we recommend the use of image-based statistical appearance models for FE simulations of the femur.

Statistical-physical models of man-made and natural radio noise : part IV, Determination of the first-order parameters of class A and B interference /

Issued Sept. 1978.

Statistical Hurdle Models for Single Cell Gene Expression: Differential Expression and Graphical Modeling

Thesis (Ph.D.)--University of Washington, 2016-06

3D statistical shape models to embed spatial relationship information

This paper presents the creation of 3D statistical shape models of the knee bones and their use to embed information into a segmentation system for MRIs of the knee. We propose utilising the strong spatial relationship between the cartilages and the bones in the knee by embedding this information into the created models. This information can then be used to automate the initialisation of segmentation algorithms for the cartilages. The approach used to automatically generate the 3D statistical shape models of the bones is based on the point distribution model optimisation framework of Davies. Our implementation of this scheme uses a parameterized surface extraction algorithm, which is used as the basis for the optimisation scheme that automatically creates the 3D statistical shape models. The current approach is illustrated by generating 3D statistical shape models of the patella, tibia and femoral bones from a segmented database of the knee. The use of these models to embed spatial relationship information to aid in the automation of segmentation algorithms for the cartilages is then illustrated.