Modified Value-at-Risk (mVaR) and Modified Expected Shortfall (mES) are risk estimators that can be calculated without modelling the distribution of asset returns. These modified estimators use skewness and kurtosis corrections to normal distribution parametric VaR and ES formulas to reduce bias...

In order to study the dynamic changes in gas concentration, to reduce gas hazards, and to protect and improve mining safety, a new method is proposed to predict gas concentration. The method is based on the opposite degree algorithm. Priori and posteriori values, opposite degree computation,...

In order to study the dynamic changes in gas concentration, to reduce gas hazards, and to protect and improve mining safety, a new method is proposed to predict gas concentration. The method is based on the opposite degree algorithm. Priori and posteriori values, opposite degree computation,...