Discover and read the best of Twitter Threads about #gaussian

Most recents (7)

1/9 Exciting work from Simona Nitti and colleagues... good news for #space #weather forecasting/predictions and correlated #disaster #preparedness, #bioterrorism, #pandemic preparedness, #power #outages, #cybersecurity, etc.

academic.oup.com/mnras/article-…

#heliobiology
2/9 "#Coronal #holes (#CHs) are the source of #high-#speed #streams (#HSSs) in the #solar #wind, whose interaction with the slow solar wind creates #corotating #interaction #regions (#CIRs) in the #heliosphere."
3/9 "Whenever the CIRs hit the #Earth, they can cause #geomagnetic #storms. We develop a method to predict the strength of CIR/HSS-driven geomagnetic storms directly from #solar #observations using the CH areas and associated #magnetic #field #polarity."
Read 9 tweets
The interior of a single virus particle  contains a dense assembly of #ribonucleoproteins (RNPs) that package the genome to form the #nucleocapsid (protein shell of a virus). Notable, it has a cylindrical shape that matches the particle geometry. 1/10
nature.com/articles/s4200…
However, many peope have not understood that these viruses do not #spread exponentially, but in waves (fairy tale of #exponential #growth). 2/10
In this regard, Farr's Law should be mentioned (William #Farr on patterns of #epidemic events), which was banned from the German #wikipedia at the time, but could still be read in the English wikipedia. In the meantime it has marginally reappeared. 3/10
oxfordbrazilebm.com/index.php/covi…
Read 10 tweets
1/ Excited to share how T cell therapies kill #leukemia!! multi-omics + new #computational #singlecell tools for longitudinal analysis 👉unexpected answer! cell.com/cell-reports/f…

*👏* @elhamazizi! 🙏 @dpeer Cathy Wu @MDAndersonNews @CPRITTexas @ColumbiaBME @sloan_kettering
2/ We studied donor lymphocyte infusion (DLI) - an #Immunotherapy for relapsed #leukemia after #BMT & the #og of #celltherapy. Previously, we showed DLI reversed T cell exhaustion - but didn't know why/how/which T cells were responsible...
ashpublications.org/blood/article/…
3/ To address these ?'s, we modeled intraleukemic T cell dynamics by integrating longitudinal, multimodal data from ~100K T cells (!) during response (R) or resistance (NR: nonresponder) to DLI.
Read 18 tweets
Net thread Inshallah ->
What is the difference between the value at risk (VaR) and the conditional value at risk (CVaR)?
Value - at - Risk is the purported worst-case loss under normal circumstances/market conditions developed using a computational technique and further specific modelling assumptions tailored as per the risk reporting requirements of a Trading / Investment Desk.
But I tend to disagree with the term WCL - (the Worst Case Loss), as mostly used by some authors in the field of FRM - Financial Risk Management.
Read 36 tweets
Which are some stylized failures of Risk Management?
It is the only subject when turned into a profession, which fails to deliver in SVA terms in most of the cases, as witnessed now outside the Insurance Sector
Insurance is a different game because the profession is led by well-trained quantitative professionals such as Actuaries
Why it has not worked well outside the Insurance Sector/s?
The multiple reasons for the failure of Risk Management and Auditing Departments at firms could be the following =>
Read 20 tweets
What is the Gaussian copula and how to use it to derive the joint probability of the default of two assets?
This is an interesting question, but I would like to discuss its implications and how this kind of model added fuel to the global financial crisis fire back in 2007.
Risk Management is like a Greek Tragedy, where actors laugh to express their sorrow. Hence, here what mimics laughter is the Normal (Gaussian) PDF and its assumptions.
Read 15 tweets
If the connotation of risk is an intertwined concept and is difficult to quantify, how does a Risk Officer look at it?
Is there any way other than using copula models to determine systemic risk with long tails or a black swan event?
@CQFInstitute @GARP_Risk @SOActuaries
I guess we are worried about Market and Credit Risks or other interrelated financial risks which can create conjoint loss given events.
Any #Gaussian distribution model will enable you to model and predict potential Operational, Liquidity and Balance sheet AL - (Asset - liability) Mismatch, Market and Credit drove losses under normal market conditions.
Read 32 tweets

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