Using first-principles calculations, we study the structural stability, Gilbert damping parameters, electronic structure, exchange interaction and Curie temperature of CrYCoZ (Z=Al, Ga, In, Tl) alloys. Stability is estimated from the perspective of thermodynamics, dynamics and mechanics. Gilbert...

We present a systemical study on the thermodynamic and physical properties of Ti<Subscript>2</Subscript>CoIn and Ti<Subscript>2</Subscript>NiIn by using first-principles calculations. Both alloys are found to be half-metallic ferromagnets with a total spin magnetic moment per formula unit of 2.00 and 3.00μ <Subscript> B </Subscript>. The stability is evaluated...</subscript></subscript></subscript>

A simple methodology is presented for modeling time variation in volatilities and other higher-order moments using a recursive updating scheme similar to the familiar RiskMetricsTM approach. We update parameters using the score of the forecasting distribution. This allows the parameter dynamics...

We develop a novel high-dimensional non-Gaussian modeling framework to infer measures of conditional and joint default risk for many financial sector firms. The model is based on a dynamic Generalized Hyperbolic Skewed-t block-equicorrelation copula with time-varying volatility and dependence...