a tail on a probability distribution that indicates a high level of risk
Examples of 'fat tail' in a sentence
fat tail
The model can describe the peak and fat tail characteristics of returns.
Pan Zhao, Benda Zhou, Jixia Wang 2018, 'Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Frameworkof Non-Extensive Statistical Mechanics', Entropyhttp://www.mdpi.com/1099-4300/20/1/71. Retrieved from DOAJ CC BY 4.0 (https://creativecommons.org/licenses/by-sa/4.0/legalcode)
The degree distribution of the voting network exhibits a fat tail relative to those in other canonical graph models.
Kyungjin Yoo, Seth Blumsack 2018, 'The Political Complexity of Regional Electricity Policy Formation', Complexityhttp://dx.doi.org/10.1155/2018/3493492. Retrieved from DOAJ CC BY 4.0 (https://creativecommons.org/licenses/by-sa/4.0/legalcode)
We proved that duration of an unchanged patient situation can be estimated and fulfills rules for “fat tail” probability distribution.
Walczak Andrzej 2018, 'Patient treatment prediction by continuous time random walk inside complex system',MATEC Web of Conferenceshttps://doi.org/10.1051/matecconf/201821002006. Retrieved from DOAJ CC BY 4.0 (https://creativecommons.org/licenses/by-sa/4.0/legalcode)
The model can depict the peak and fat tail characteristics of returns and the regime-switching phenomenon of macroeconomic system.
Pan Zhao, Jian Pan, Benda Zhou, Jixia Wang, Yu Song 2018, 'Hedging for the Regime-Switching Price Model Based on Non-Extensive Statistical Mechanics',Entropyhttp://www.mdpi.com/1099-4300/20/4/248. Retrieved from DOAJ CC BY 4.0 (https://creativecommons.org/licenses/by-sa/4.0/legalcode)