Tootfinder

Factorized Tail Volatility Model: Augmenting Excess-over-Threshold Method for High-Dimensional Hevay-Tailed Data
Yifan Hu, Yanxi Hou
https://arxiv.org/abs/2506.00840

Factorized Tail Volatility Model: Augmenting Excess-over-Threshold Method for High-Dimensional Hevay-Tailed Data
Ecess-over-Threshold method is a crucial technique in extreme value analysis, which approximately models larger observations over a threshold using a Generalized Pareto Distribution. This paper presents a comprehensive framework for analyzing tail risk in high-dimensional data by introducing the Factorized Tail Volatility Model (FTVM) and integrating it with central quantile models through the EoT method. This integrated framework is termed the FTVM-EoT method. In this framework, a quantile-rel…

The Full Nonlinear Vortex Tube-Vorton Method: the post-stall condition
Pimentel-Garcia Jesus Carlos, Jimenez-Ponce Luis Antonio
https://arxiv.org/abs/2506.18719

The Full Nonlinear Vortex Tube-Vorton Method: the post-stall condition
The original concepts behind The Full Nonlinear Vortex Tube-Vorton Method (FTVM) have been applied to the study of massively separated fluid flow past a thin body. In the pre-stall condition, the Kutta-Zhukovski (KJ) force calculation was successfully implemented. However, for the post-stall condition, this approach is not capable of capturing the form drag component. Thus, an alternative force calculation method is implemented. The results obtained demonstrate that the fluid motion involving c…