Value at risk (VaR) is a risk measure that has been widely implemented by financial institutions. This paper measures the correlation among asset price changes implied from VaR calculation. Empirical results using US and UK equity indexes show that i...
Several spatially continuous pedestrian dynamics models have been validated against empirical data. We try to reproduce the experimental fundamental diagram (velocity versus density) with simulations. In addition to this quantitative criterion, we...
We conduct an extensive evaluation of price jump tests based on high-frequency financial data. After providing a concise review of multiple alternative tests, we document the size and power of all tests in a range of empirically relevant scenarios. P...
In a recent study (Garrett, 2011), I described theoretical arguments and empirical evidence showing how civilization evolution might be considered from a purely physical basis. One implication is that civilization exhibits the property of persistence...
For a certain scaling of the initialization of stochastic gradient descent (SGD), wide neural networks (NN) have been shown to be well approximated by reproducing kernel Hilbert space (RKHS) methods. Recent empirical work showed that, for some classi...
Pretrained multilingual language models have become a common tool in transferring NLP capabilities to low-resource languages, often with adaptations. In this work, we study the performance, extensibility, and interaction of two such adaptations: voca...
Stack Overflow accumulates an enormous amount of software engineering knowledge. However, as time passes, certain knowledge in answers may become obsolete. Such obsolete answers, if not identified or documented clearly, may mislead answer seekers and...
Empirical evaluation of verification tools by benchmarking is a common method in software verification research. The Competition on Software Verification (SV-COMP) aims at standardization and reproducibility of benchmarking within the software verifi...
Cargo, the software packaging manager of Rust, provides a yank mechanism to support release-level deprecation, which can prevent packages from depending on yanked releases. Most prior studies focused on code-level (i.e., deprecated APIs) and package-...
Empirical studies on the landscape of neural networks have shown that low-energy configurations are often found in complex connected structures, where zero-energy paths between pairs of distant solutions can be constructed. Here we consider the spher...
Link prediction is a technique that uses the topological information in a given network to infer the missing links in it. Since past research on link prediction has primarily focused on enhancing performance for given empirical systems, negligible at...
Accurate brain tumor segmentation from MRI is vital for diagnosis and treatment planning. Although Monte Carlo (MC) Dropout is widely used to estimate model uncertainty, its effectiveness in identifying segmentation errors -- especially near tumor bo...
Changes in the capital structure before and after the global financial crisis for SMEs are studied, emphasizing their financing problems, distinguishing between internal financing and external financing determinants. The empirical research bears upon...
Investment style groups investment approaches to predict portfolio return variations. This study examines the relationship between investment style, style consistency, and risk-adjusted returns of Indian equity mutual funds. The methodology involves...
We make an attempt to describe the spectrum of masses of elementary particles, as it comes out empirically in six distinct scales. We argue for some rather well defined mass scales, like the electron mass: it seems to us that there is a minimum mass...
Star Golden State Warriors Steph Curry, Klay Thompson, and Kevin Durant are great shooters but they are not streak shooters. Only rarely do they show signs of a hot hand. This conclusion is based on an empirical analysis of field goal and free throw...
We examine "vibe coding": an emerging programming paradigm where developers primarily write code by interacting with code-generating large language models rather than writing code directly. We present the first empirical study of vibe coding. We anal...
Companies and financial investors are paying increasing attention to social consciousness in developing their corporate strategies and making investment decisions to support a sustainable economy for the future. Public discussion on incidents and eve...
We develop an empirical framework for analyzing dynamic games when the underlying information structure is unknown to the analyst. We introduce \textit{Markov correlated equilibrium}, a dynamic analog of Bayes correlated equilibrium, and show that it...
Generative AI (GenAI) has fundamentally changed how knowledge workers, such as software developers, solve tasks and collaborate to build software products. Introducing innovative tools like ChatGPT and Copilot has created new opportunities to assist...
We study empirically how fame of WWI fighter-pilot aces, measured in numbers of web pages mentioning them, is related to their achievement or merit, measured in numbers of opponent aircraft destroyed. We find that on the average fame grows exponent...
We study empirically how the fame of WWI fighter-pilot aces, measured in numbers of web pages mentioning them, is related to their achievement, measured in numbers of opponent aircraft destroyed. We find that on the average fame grows exponentially w...
Watershed models such as the Soil and Water Assessment Tool (SWAT) consist of high-dimensional physical and empirical parameters. These parameters need to be accurately calibrated for models to produce reliable predictions for streamflow, evapotransp...
We present a spectrophotometric study of circumnuclear star forming regions (CNSFR) in the early type spiral galaxies: NGC 2903, NGC 3351 and NGC 3504, all of them of over solar metallicity according to standard empirical calibrations. A detailed d...
Using a comprehensive dataset collected by the Federal Reserve, I find that over one-third of corporate loans issued by US banks are fully guaranteed by legal entities separate from borrowing firms. Using an empirical strategy that accounts for time-...
We present a new empirical template for iron emission in active galactic nuclei (AGN) covering the $4000-5600$ A range. The new template is based on a spectrum of the narrow-line Seyfert 1 galaxy Mrk 493 obtained with the Hubble Space Telescope. In c...
Ethnography has become one of the established methods for empirical research on software engineering. Although there is a wide variety of introductory books available, there has been no material targeting software engineering students particularly, u...
This paper presents the design process and empirical evaluation of a new tool for enabling ethics by design: The Moral-IT Cards. Better tools are needed to support the role of technologists in addressing ethical issues during system design. These phy...
Bibliometric indicators are increasingly used in support of decisions for recruitment, career advancement, rewarding and selective funding for scientists. Given the importance of the applications, bibliometricians are obligated to carry out empirical...
The suberized netting tissue on the surface of muskmelons is a remnant of the rind fragmentation caused by the mechanical imbalance between the expanding flesh meat and the solidified epidermis during growth. The appearance of this netting pattern is...
CONTRIBUTION: This paper presents an empirical study of an introductory-level programming course with students using multiple monitors and compares their performance and self-reported experiences versus students using a single monitor. BACKGROUND: Pr...
Compared to the heavily studied surface drainage systems, the mountain ridge systems have been a subject of less attention even on the empirical level, despite the fact that their structure is richer. To reduce this deficiency, we analyze different m...
The adoption of Artificial Intelligence (AI) in the healthcare service industry presents numerous ethical challenges, yet current frameworks often fail to offer a comprehensive, empirical understanding of the multidimensional factors influencing ethi...
This paper presents an empirical study regarding training probabilistic neural networks using training objectives derived from PAC-Bayes bounds. In the context of probabilistic neural networks, the output of training is a probability distribution ove...
This study investigates the loss of generalization ability in neural networks, revisiting warm-starting experiments from Ash & Adams. Our empirical analysis reveals that common methods designed to enhance plasticity by maintaining trainability provid...
Zirconia is well-known for plenty of important morphologys with Zr coordination varying from sixfold in the octagonal phase to eightfold in the cubic or tetragonal phase. The development of empirical potentials to describe these zirconia morphologys...
The paper presents an empirical investigation of telecommuting frequency choices by post-secondary students in Toronto. It uses a dataset collected through a large-scale travel survey conducted on post-secondary students of four major universities in...
Growth curve can refer to: Growth curve (statistics), an empirical model of the evolution of a quantity over time. Growth curve (biology), a statistical
In open-source projects, anyone can contribute, so it is important to have an active continuous integration and continuous delivery (CI/CD) pipeline in addition to a protocol for reporting security concerns, especially in projects that are widely use...
In this work we use the semi-empirical atmospheric modeling method to obtain the chro-mospheric temperature, pressure, density and magnetic field distribution versus height in the K2 primary component of the RS CVn binary system HR 7428. While temper...