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Universitetslektor Kontaktinformation E-post: farrukh [dot] javed [at] stat [dot] lu [dot] seOrganisation Statistiska institutionen Rumsnummer: EC1: 356 Hämtställe: 10 WebbplatsFarrukh Javeds profil i Lunds universitets forskningsportalAndra roller Projektledare Statistiska institutionen Medlem i Strategiskt forskningsområde eSSENCE: The e-Science Collaboration Publikationer Visar av publikationer
https://www.ehl.lu.se/farrukh-javed - 2026-10-04
Markov Regime-Switching GARCH (MRS-GARCH) models have been gaining popularity due to their ability to account for shifts volatility regimes that tend to characterize returns series. Previous empirical studies have shown that this capacity to capture the volatility dynamics leads to a superior forecasting power of the MRS models. We investigate the performance of these models in quantifying and man
Due to the Basel III regulations, Value-at-Risk (VaR) as a risk measure has become increasingly important in Europe for financial institutions. But even though it has become an important risk measure, both internally within company reporting and externally due to legislation, there is no one single way to forecast VaR that has yet proven to be superior. The aim of this paper is to examine differen
The normal-like molecular subtype of breast cancer has not been well characterized and is currently not included in the clinically approved PAM50 molecular subtype classification. Tumors classified as normallike display high expression of basal epithelial genes and low expression of luminal epithelial genes, but also high expression of genes expressed by non-epithelial cell types including adipocy
Popular Abstract in Swedish Denna rapport behandlar trafiklaster på broar och de lasteffekter som de ger upphov till. Böjmoment och tvärkraft för olika brotyper beskrivs i form av statistiska fördelningar med tillhörande parametrar. Dessa är baserade på mätningar av verklig trafik gjorda i Sverige under åren 2002-2003 i Vägverkets regi. Resultaten finns redovisade i Vägverket (2004b), och finns laThis thesis treats traffic load effects in road bridges and in particular bending moment and shear force in different types of bridges. All traffic load effects are described in terms of statistical distribution functions for annual extreme values. The statistical distributions are based on measurements of real traffic, made in Sweden during 2002-2003. The measurements are managed by the Swedish R
Statistik 10p ekologi BIO 580 Helsingborg HT 2004 Course Summary for Ecosystem analysis, NGEA04, VT 2020 Course coordinator: Lena Ström Teachers in the course: Lena Ström, Marko Scholze, Joel White, Martin Berggren, Paul Miller and Veiko Lehsten Number of students: 16 registered students Grade distribution: IG, G, VG Evaluation I. Summary of the course evaluation Number of survey responses: 8, 50
https://www.nateko.lu.se/sites/nateko.lu.se/files/2023-02/NGEA04%20course%20evaluation%20summary%20VT20.pdf - 2026-10-05
Alzheimer's disease (AD) and frontotemporal dementia (FTD) are characterized by progressive neuronal loss and microvacuolization, although with different distributions of cortical involvement. In contrast to AD there is no amyloid, senile plaques or tangles in FTD. The involvement of chromosome 19 in AD has been associated with apoliprotein E (ApoE) and the epsi4 gene frequency has been related to
We present new in-situ measurements of particle rotations and energy dissipation during compression of 3D packings of stiff, frictional particles. Two confined, uniaxial compression tests with different degrees of lateral confinement are discussed. X-ray computed tomography and 3D X-ray diffraction were combined to provide inter-particle forces, slip and roll distances, twist angles, and energy di
In radiological diagnostics and therapy, it is important that practitioners, referrers, (i.e. radiologists, radiation oncologists and others in health-care) are aware of how much radiation a patient may receive from the various procedures used and associated health risk. The profession has a duty to inform patients or their representatives of the advantages and disadvantages of specific investigatIn radiological diagnostics and therapy, it is important that practitioners, referrers, (i.e. radiologists, radiation oncologists and others in healthcare) are aware of how much radiation a patient may receive from the various procedures used and associated health risk. The profession has a duty to inform patients or their representatives of the advantages and disadvantages of specific investigati
Purpose/Background: Ultra-high dose rate radiotherapy (RT) has shown potential for differential normal tissue (NT) sparing (a phenomenon termed the “FLASH effect”), particularly for larger fraction doses (>5 Gy). However, transitioning to hypofractionation may increase late-reacting NT toxicity, counteracting the FLASH effect. This study evaluates whether FLASH-RT can provide netsparing for organs
Cartilage oligomeric matrix protein was purified in a native form from normal adult human articular cartilage. The key steps in the purification scheme were selective extraction with buffer containing EDTA, wheat germ agglutinin affinity chromatography, and removal of the related protein thrombospondin by heparin affinity chromatography. Particles of cartilage oligomeric matrix protein viewed by e
Handelsbolag och kommanditbolag är juridiska personer men inte skattesubjekt vid inkomstbeskattning. Huvudregeln är att ett sådant bolags resultat beskattas hos dem som är delägare i bolaget vid räkenskapsårets utgång. Den skattemässiga fördelningen ska i princip grundas på bolagsavtalet eller vad som annars har avtalats mellan delägarna. Syftet med förevarande uppsats är att utreda huruvida friTrading partnerships and limited partnerships are legal entities but not a taxable subject for income taxation. The main rule is that the profit of such a company is taxed on those who are partners in the company at the end of the financial year. The tax distribution shall in principle be based on the company agreement or what has otherwise been agreed upon between the partners. The purpose of th
This thesis concerns retrospective and prospective studies of the atrioventricular (AV) conduction properties in patients with cardiac arrhythmias. The objectives of the retrospective studies were to further delineate the sex distribution in patients with Wolff-Parkinson-White syndrome (WPW) and AV nodal reentrant tachycardia (AVNRT) and to determine the underlying mechanisms of the differences in
Abstract Recent financial crises have demonstrated the importance of accurately measuring financial risks in order to be able to employ mitigating risk policies. This essay investigates the question whether a GARCH model augmented by an autoregressive conditional jump intensity component can improve value-at-risk forecasts in comparison to common GARCH models. Therefore, the VaR forecasting perfor
The primary settling tank (PST) is often one of the first treatment steps at a wastewater treatment plant (WWTP) and is the first process in the plant to remove significant amounts of suspended solids. Its role in wastewater treatment however, has oftentimes been neglected and little effort has been made to optimize and model the process. The PSTs have historically been designed based on hydraulic
Two years of harmonized aerosol number size distribution data from 24 European field monitoring sites have been analysed. The results give a comprehensive overview of the European near surface aerosol particle number concentrations and number size distributions between 30 and 500 nm of dry particle diameter. Spatial and temporal distribution of aerosols in the particle sizes most important for cli
Course Summary for Greenhouse gases and biogeochemical cycles, NGEN14, Course Summary for Greenhouse gases and biogeochemical cycles, NGEN14, HT 2020 Course coordinator: Lena Ström Teachers in the course: Lena Ström, Janne Rinne, Joel White, Martin Berggren, Paul Miller, Veiko Lehsten, Lars Eklund and Per-Ola Olsson Number of students: 14 registered students (plus one PhD student) Grade distributi
https://www.nateko.lu.se/sites/nateko.lu.se/files/2023-02/NGEN14%20course%20evaluation%20summary%20HT20.pdf - 2026-10-05
Course evaluation Physical Geography and Ecosystem Science LU Course Summary for ” Geographical Databases, NGEN12/EXTN70” vt 2021 Course coordinator: Zheng Duan Teachers in the course: Zheng Duan, Ali Mansourian, Pengxiang Zhao, Lars Harrie, Per-Ola Olsson Number of students: 19 registered students Grade distribution: 0 UK, 9 G, 10 VG. Evaluation Summary of the course evaluation Number of survey r
This article describes how a wheel–rail wear detection parameter based on noise was developed by running a rapid transit train instrumented with microphones in a depot with a small curve radius. This full-scale test made use of previous knowledge gained from lab-scale tests. The lab- and full-scale tests showed that noise could be used as an indicator of wear transition, when normal wear turns int
Detta arbete handlar om en behandlingsteknik för hudterapi där lågenergetiska elektroner utnyttjas för strålbehandling där patienten står eller sitter på en roterande plattform. För att behandlingen skall få ett lyckat resultat krävs en viss stråldos (den absorberade energin per massenhet) till patientens hud. För att kontrollera att dosen är rätt används normalt mätningar med olika detektorer. DeBackground and purpose: This study refers to a rotational radiotherapy technique for the treatment of mycosis fungoides. Patients are irradiated by a high dose-rate low-energy electron beam while they stand on a rotating platform. This report presents a first effort to use the Geant4 simulation program to calculate the relation between the stationary and rotational depth dose distributions in an e
