Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector

6533b833fe1ef96bd129c77b

RESEARCH PRODUCT

Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector

Mattedi Ap Ramos Fm Rosa Rr Rosario Nunzio Mantegna

subject

year	journal	country	edition	language
2004-01-01

http://hdl.handle.net/10447/28862

PEPhysical Sciences and Engineering
- PE2Fundamental Constituents of Matter
  - PE2_1Theory of fundamental interactions
  - PE2_2 Phenomenology of fundamental interactions
  - PE2_3Experimental particle physics with accelerators
  - PE2_4Experimental particle physics without accelerators
  - PE2_6Nuclear, hadron and heavy ion physics
  - PE2_8Gas and plasma physics
  - PE2_5Classical and quantum physics of gravitational interactions
  - PE2_7Nuclear and particle astrophysics
  - PE2_9 Electromagnetism
  - PE2_10Atomic, molecular physics
  - PE2_11Ultra-cold atoms and molecules
  - PE2_18Equilibrium and non-equilibrium statistical mechanics: steady states and dynamics
  - PE2_14Lasers, ultra-short lasers and laser physics
  - PE2_17Metrology and measurement
  - PE2_16Non-linear physics
  - PE2_12Optics, non-linear optics and nano-optics
  - PE2_13Quantum optics and quantum information
  - PE2_15Thermodynamics
- PE1Mathematics
  - PE1_1Logic and foundations
  - PE1_6Geometry and global analysis
  - PE1_8Analysis
  - PE1_7Topology
  - PE1_9Operator algebras and functional analysis
  - PE1_10ODE and dynamical systems
  - PE1_12Mathematical physics
  - PE1_11Theoretical aspects of partial differential equations
  - PE1_13Probability
  - PE1_14Mathematical statistics
  - PE1_15Generic statistical methodology and modelling
  - PE1_4 Algebraic and complex geometry
  - PE1_19Scientific computing and data processing
  - PE1_2Algebra
  - PE1_20Control theory, optimisation and operational research
  - PE1_21Application of mathematics in sciences
  - PE1_22Application of mathematics in industry and society
  - PE1_5Lie groups, Lie algebras
  - PE1_18Numerical analysis
  - PE1_16Discrete mathematics and combinatorics
  - PE1_17Mathematical aspects of computer science
  - PE1_3Number theory
- PE3Condensed Matter Physics
  - PE3_1Structure of solids, material growth and characterisation
  - PE3_2Mechanical and acoustical properties of condensed matter, lattice dynamics
  - PE3_3Transport properties of condensed matter
  - PE3_4Electronic properties of materials, surfaces, interfaces, nanostructures
  - PE3_6Macroscopic quantum phenomena, e.g. superconductivity, superfluidity, quantum Hall effect
  - PE3_5Physical properties of semiconductors and insulators
  - PE3_8Magnetism and strongly correlated systems
  - PE3_7Spintronics
  - PE3_9 Condensed matter – beam interactions (photons, electrons, etc.)
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  - PE5_10Colloid chemistry
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  - PE4_1Physical chemistry
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  - PE4_5Analytical chemistry
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- PE6Computer Science and Informatics
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  - PE6_12Scientific computing, simulation and modelling tools
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  - PE6_14Quantum computing (formal methods, algorithms and other computer science aspects)
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  - PE6_5Security, privacy, cryptology, quantum cryptography
  - PE6_11Machine learning, statistical data processing and applications using signal processing (e.g. speech, image, video)
  - PE6_6Algorithms and complexity, distributed, parallel and network algorithms, algorithmic game theory
  - PE6_4Theoretical computer science, formal methods, automata
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- PE7Systems and Communication Engineering
  - PE7_1Control engineering
  - PE7_2Electrical engineering: power components and/or systems
  - PE7_7Signal processing
  - PE7_8Networks, e.g. communication networks and nodes, Internet of Things, sensor networks, networks of robots
  - PE7_9Man-machine interfaces
  - PE7_5(Micro- and nano-) electronic, optoelectronic and photonic components
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  - PE7_3Simulation engineering and modelling
  - PE7_10Robotics
  - PE7_4(Micro- and nano-) systems engineering
  - PE7_12Electrical energy production, distribution, applications
  - PE7_11Components and systems for applications (in e.g. medicine, biology, environment)
- PE8Products and Processes Engineering
  - PE8_1Aerospace engineering
  - PE8_2Chemical engineering, technical chemistry
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  - PE8_5Fluid mechanics
  - PE8_4Computational engineering
  - PE8_6Energy processes engineering
  - PE8_8Propulsion engineering, e.g. hydraulic, turbo, piston, hybrid engines
  - PE8_7Mechanical engineering
  - PE8_11Environmental engineering, e.g. sustainable design, waste and water treatment, recycling, regeneration or recovery of compounds, carbon capture & storage
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  - PE8_14Automotive and rail engineering; multi-/inter-modal transport engineering
  - PE8_10Manufacturing engineering and industrial design
  - PE8_12Naval/marine engineering
- PE9Universe Sciences
  - PE9_2Solar system science
  - PE9_3Exoplanetary science, formation and characterization of extrasolar planets
  - PE9_1Solar physics – the Sun and the heliosphere
  - PE9_4Astrobiology
  - PE9_5Interstellar medium and star formation
  - PE9_6Stars – stellar physics, stellar systems
  - PE9_7The Milky Way
  - PE9_8Galaxies – formation, evolution, clusters
  - PE9_9Cosmology and large-scale structure, dark matter, dark energy
  - PE9_10Relativistic astrophysics and compact objects
  - PE9_12High-energy and particle astronomy
  - PE9_11Gravitational wave astronomy
  - PE9_13Astronomical instrumentation and data, e.g. telescopes, detectors, techniques, archives, analyses
- PE10Earth System Science
  - PE10_2Meteorology, atmospheric physics and dynamics
  - PE10_7Physics of earth’s interior, seismology, geodynamics
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  - PE10_8Oceanography (physical, chemical, biological, geological)
  - PE10_1Atmospheric chemistry, atmospheric composition, air pollution
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  - PE10_3Climatology and climate change
  - PE10_16Ozone, upper atmosphere, ionosphere
  - PE10_15Geomagnetism, palaeomagnetism
  - PE10_17Hydrology, hydrogeology, engineering and environmental geology, water and soil pollution
  - PE10_18Cryosphere, dynamics of snow and ice cover, sea ice, permafrosts and ice sheets
  - PE10_20Geohazards
  - PE10_19Planetary geology and geophysics
  - PE10_21Earth system modelling and interactions
  - PE10_14Earth observations from space/remote sensing
  - PE10_11Geochemistry, cosmochemistry, crystal chemistry, isotope geochemistry, thermodynamics
  - PE10_13Physical geography, geomorphology
  - PE10_12Sedimentology, soil science, palaeontology, earth evolution
- PE11Materials Engineering
  - PE11_2Engineering of metals and alloys
  - PE11_1Engineering of biomaterials, biomimetic, bioinspired and bio-enabled materials
  - PE11_3Engineering of ceramics and glasses
  - PE11_4Engineering of polymers and plastics
  - PE11_5Engineering of composites and hybrid materials
  - PE11_6Engineering of carbon materials
  - PE11_7Engineering of metal oxides
  - PE11_8Engineering of alternative established or emergent materials
  - PE11_9Nanomaterials engineering, e.g. nanoparticles, nanoporous materials, 1D & 2D nanomaterials
  - PE11_10Soft materials engineering, e.g. gels, foams, colloids
  - PE11_11Porous materials engineering, e.g. covalent-organic, metal-organic, porous aromatic frameworks
  - PE11_12Semi-conducting and magnetic materials engineering
  - PE11_13Metamaterials engineering
  - PE11_14Computational methods for materials engineering
LSLife Sciences
- LS1Molecules of Life: Biological Mechanisms, Structures and Functions
  - LS1_2Biochemistry
  - LS1_1Macromolecular complexes including interactions involving nucleic acids, proteins, lipids and carbohydrates
  - LS1_3DNA and RNA biology
  - LS1_4Protein biology
  - LS1_5Lipid biology
  - LS1_6Glycobiology
  - LS1_11Chemical biology
  - LS1_12Protein design
  - LS1_13Early translational research and drug design
  - LS1_14Innovative methods and modelling in molecular, structural and synthetic biology
  - LS1_10Synthetic biology
  - LS1_8Structural biology
  - LS1_9Molecular mechanisms of signalling processes
  - LS1_7Molecular biophysics, biomechanics, bioenergetics
- LS2Integrative Biology: from Genes and Genomes to Systems
  - LS2_1Genetics
  - LS2_3Epigenetics
  - LS2_2Gene editing
  - LS2_4Gene regulation
  - LS2_5Genomics
  - LS2_6Metagenomics
  - LS2_7Transcriptomics
  - LS2_8Proteomics
  - LS2_9Metabolomics
  - LS2_10Glycomics/Lipidomics
  - LS2_11Bioinformatics and computational biology
  - LS2_12Biostatistics
  - LS2_14Genetic diseases
  - LS2_16Innovative methods and modelling in integrative biology
  - LS2_13Systems biology
  - LS2_15Integrative biology for personalised medicine
- LS4Physiology in Health, Disease and Ageing
  - LS4_1Organ and tissue physiology and pathophysiology
  - LS4_4Endocrinology
  - LS4_3Physiology of ageing
  - LS4_2Comparative physiology
  - LS4_5Non-hormonal mechanisms of inter-organ and tissue communication
  - LS4_6Microbiome and host physiology
  - LS4_7Nutrition and exercise physiology
  - LS4_8Impact of stress (including environmental stress) on physiology
  - LS4_9Metabolism and metabolic disorders, including diabetes and obesity
  - LS4_10The cardiovascular system and cardiovascular diseases
  - LS4_11Haematopoiesis and blood diseases
  - LS4_12Cancer
  - LS4_13Other non-communicable diseases (except disorders of the nervous system and immunity-related diseases)
- LS3Cell Biology, Development, Stem Cells and Regeneration
  - LS3_4Cell junctions, cell adhesion, the extracellular matrix, cell communication
  - LS3_5Cell signalling and signal transduction, exosome biology
  - LS3_6Organelle biology and trafficking
  - LS3_7Mechanobiology of cells, tissues and organs
  - LS3_8Embryogenesis, pattern formation, morphogenesis
  - LS3_9Cell differentiation, formation of tissues and organs
  - LS3_10Developmental genetics
  - LS3_11Evolution of developmental strategies
  - LS3_12Organoids
  - LS3_3Cell behaviour, including control of cell shape, cell migration
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  - LS3_14Regeneration
  - LS3_15Development of cell-based therapeutic approaches for tissue regeneration
  - LS3_17Theoretical modelling in cellular, developmental and regenerative biology
  - LS3_16Functional imaging of cells and tissues
  - LS3_1Cell cycle, cell division and growth
  - LS3_2Cell senescence, cell death, autophagy, cell ageing
- LS5Neuroscience and Disorders of the Nervous System
  - LS5_1Neuronal cells
  - LS5_3Neural development and related disorders
  - LS5_5Neural networks and plasticity
  - LS5_10Ageing of the nervous system
  - LS5_11Neurological and neurodegenerative disorders
  - LS5_12Mental disorders
  - LS5_7Sensory systems, sensation and perception, including pain
  - LS5_13Nervous system injuries and trauma, stroke
  - LS5_14Repair and regeneration of the nervous system
  - LS5_15Neuroimmunology, neuroinflammation
  - LS5_16Systems and computational neuroscience (e.g. modelling, simulation, brain oscillations, connectomics)
  - LS5_18Innovative methods and tools for neuroscience
  - LS5_17Imaging in neuroscience
  - LS5_9Neural basis of cognition (e.g. learning, memory, attention, emotions, speech)
  - LS5_6Neurovascular biology and blood-brain barrier
  - LS5_8Neural basis of behaviour (e.g. sleep, consciousness, addiction)
  - LS5_4Neural stem cells
  - LS5_2Glial cells and neuronal-glial communication
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  - LS6_3Regulation of the immune response
  - LS6_4Immune-related diseases
  - LS6_5Biology of pathogens (e.g. bacteria, viruses, parasites, fungi)
  - LS6_7Mechanisms of infection
  - LS6_6Infectious diseases
  - LS6_8Biological basis of prevention and treatment of infection
  - LS6_9Antimicrobials, antimicrobial resistance
  - LS6_10Vaccine development
  - LS6_11Innovative immunological tools and approaches, including therapies
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  - LS7_1Medical imaging for prevention, diagnosis and monitoring of diseases
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  - LS7_4Regenerative medicine
  - LS7_3Nanomedicine
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  - LS7_8Effectiveness of interventions, including resistance to therapies
  - LS7_9Public health and epidemiology
  - LS7_12Health care, including care for the ageing population
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  - LS9_6Marine biotechnology and bioengineering
  - LS9_7Environmental biotechnology and bioengineering
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  - LS9_11Biomass production and utilisation, biofuels
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  - LS9_1Bioengineering for synthetic and chemical biology
SHSocial Sciences and Humanities
- SH2Institutions, Governance and Legal Systems
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  - SH3_8Poverty and poverty alleviation
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  - SH3_12Social studies of science and technology
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  - SH4_2Personality and social cognition; emotion
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