Search results for " fat tail"

showing 3 items of 3 documents

Assessing fat-tailed sequential forecast distributions for the Dow-Jones index with logarithmic scoring rules

2007

We use the logarithmic scoring rule for distributions to assess a variety of fat-tailed sequential forecasting distributions for the Dow-Jones industrial stock index from 1980 to the present. The methodology applies Bruno de Finetti''s contributions to understanding how to compare the quality of different coherent forecasting distributions for the same sequence of observations, using proper scoring rules. Four different forms of forecasting distributions are compared: a mixture Normal, a mixture of convex combinations of three Normal distributions, a mixture exponential power distribution, and a mixture of a convex combination of three exponential power distributions. The mixture linear com…

Dow-Jones index exponential power distributions fat tails logarithmic scoring rule mixture distributions partial exchangeability proper scoring rules subjective probability subjectivist statistical methods.
researchProduct

Novel and known signals of selection for fat deposition in domestic sheep breeds from Africa and Eurasia

2018

International audience; Genomic regions subjected to selection frequently show signatures such as within-population reduced nucleotide diversity and outlier values of differentiation among differentially selected populations. In this study, we analyzed 50K SNP genotype data of 373 animals belonging to 23 sheep breeds of different geographic origins using the Rsb (extended haplotype homozygosity) and FST statistical approaches, to identify loci associated with the fat-tail phenotype. We also checked if these putative selection signatures overlapped with regions of high-homozygosity (ROH). The analyses identified novel signals and confirmed the presence of selection signature in genomic regio…

0301 basic medicineCandidate geneTopographyEuropean PeopleHeredity[SDV]Life Sciences [q-bio]Social SciencesGenome-wide association studyBreedingBiochemistryHomozygosityNucleotide diversityFatsSettore AGR/17 - Zootecnica Generale E Miglioramento GeneticoCell SignalingGenotypePsychologyEthnicitiesBody Fat Distribution2. Zero hungerMammalsIslandssheep fat tail SNP selection sigantures candidate genesMultidisciplinaryAnimal BehaviorQHomozygoteREukaryotaSingle Nucleotide04 agricultural and veterinary sciencesRuminantsPhenotypeLipidsBreedItalian PeopleAfrica; Animals; Asia; Genome-Wide Association Study; Genotype; Homozygote; Phenotype; Polymorphism Single Nucleotide; Sheep; Body Fat Distribution; Breeding; Selection GeneticPhenotypeVertebratesMedicineGenomic Signal ProcessingResearch ArticleSignal TransductionAsiaGenotypeScienceSingle-nucleotide polymorphismGenomicsQuantitative trait locusBiologyAnimal Sexual BehaviorPolymorphism Single NucleotideMolecular Genetics03 medical and health sciencesGeneticGeneticsSNPAnimalsPolymorphismSelection GeneticSelectionMolecular BiologySelection (genetic algorithm)BehaviorLandformsSheep0402 animal and dairy scienceOrganismsBiology and Life SciencesGeomorphologyCell Biology040201 dairy & animal science030104 developmental biologyEvolutionary biologyAmniotesPeople and PlacesAfricaEarth SciencesPopulation GroupingsZoologyGenome-Wide Association Study
researchProduct

Sequentially Forecasting Economic Indices Using Mixture Linear Combinations of EP Distributions

2021

This article displays an application of the statistical method moti- vated by Bruno de Finetti's operational subjective theory of probability. We use exchangeable forecasting distributions based on mixtures of linear com- binations of exponential power (EP) distributions to forecast the sequence of daily rates of return from the Dow-Jones index of stock prices over a 20 year period. The operational subjective statistical method for comparing distributions is quite different from that commonly used in data analysis, because it rejects the basic tenets underlying the practice of hypothesis test- ing. In its place, proper scoring rules for forecast distributions are used to assess the values o…

Settore MAT/06 - Probabilita' E Statistica MatematicaLogarithmDow-Jones index exponential power distributions fat tails logarithmic scoring rule mixture distributions partial exchangeability proper scoring rules subjective probability subjectivist statistical methods.Scoring ruleStatistical parameterExponential functionNormal distributionSettore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.StatisticsEconometricsSettore SECS-S/01 - StatisticaLinear combinationMathematicsStatistical hypothesis testingJournal of Data Science
researchProduct