Results 41 to 50 of about 4,544 (205)
Journal of Animal Breeding and Genetics, EarlyView.ABSTRACT Heat stress imposes significant challenges to welfare, health, and productivity of lactating sows due to their limited thermoregulatory capacity and increased metabolic heat load. Genetic selection for improved heat tolerance is a promising yet complex approach, given the large number of biological processes involved in heat stress response ...
Cassiane Gomes dos Santos +9 more
wiley +1 more source
A review of backtesting and backtesting procedures
This paper reviews a variety of backtests that examine the accuracy of value-at-risk (VAR) measures. These backtesting procedures are reviewed from both a statistical and a risk management perspective.
Sean D. Campbell
core +5 more sources
Backtesting the predictability of COVID-19
CoRR, 2020 The advent of the COVID-19 pandemic has instigated unprecedented changes in many countries around the globe, putting a significant burden on the health sectors, affecting the macro economic conditions, and altering social interactions amongst the population.
Dmitry Gordeev +4 more
openaire +2 more sources
Journal of Economic Surveys, EarlyView.ABSTRACT This article summarizes the evolution of portfolio theory from mean–variance optimization to AI‐augmented investment systems. Rather than treating portfolio models as isolated techniques, it organizes the literature as a sequence of responses to different forms of uncertainty: variance, systematic risk, expected‐return estimation error ...
Xuan Feng, Sofia Yang
wiley +1 more source
Backtesting and forecasting of risk measures [PDF]
, 2016 Das Basel Committee on Banking Supervision (BCBS) arbeitet an einer neuen Version der derzeitig gültigen Basel III Verordnung. Zukünftig soll bei der Berechnung des Kapitalerfordernisses für das Marktrisiko der Value at Risk durch ein anderes Risikomaß ...
Bauer, Birgit
core +1 more source
Journal of Economic Surveys, EarlyView.ABSTRACT This survey interprets the evolution of quantitative equity investing as a history of changing constraints rather than a succession of increasingly complicated forecasting models. Portfolio theory made diversification calculable; characteristic‐based investing converted value, momentum, profitability, and low‐risk effects into scalable ...
Xuan Feng, Julio P. Cardozo, Dehua Xia
wiley +1 more source
Ekonomika, 2016 Within this paper we shall research the validation methods of the risk model and we shall provide an overview of the existing literature which deals with validation and performance assessment of the VaR (Value at Risk) model. The importance of backtesting of the risk model stems from the fact that credit institutions have been allowed by regulatory ...
Terzic, Ivica +3 more
openaire +2 more sources
Modeling Downside Risks for China's Security Markets: Does Greenness Make Bonds a Safer Haven?
Scottish Journal of Political Economy, EarlyView.ABSTRACT Motivated by its current defective governance regime and institutional characteristics of green finance, this study models Value‐at‐Risk and Expected Shortfall of security markets for China. We extend Patton et al.'s (2019) models by introducing four exogenous risk factors including China's climate policy uncertainty (CCPU).
Xiao‐Ming Li
wiley +1 more source
Analyzing the use of generalized hyperbolic distributions to value at risk calculations
Economia Aplicada, 2005 The goal of this paper is to analyze the use of the Generalized Hyperbolic (GH) Distributions to model the US Dollar/Brazilian Real exchange rate in a way to produce more accurate VaR (Value at Risk) measurements.
José Santiago Fajardo Barbadian +2 more
doaj
Risk Analysis, Volume 46, Issue 11, November 2026.ABSTRACT The rapidly evolving use of artificial intelligence (AI)‐powered intelligent transportation systems (ITS) and other emerging technologies in the transportation sector has the potential to deliver unprecedented improvements in safety and efficiency.
Shital Thekdi +3 more
wiley +1 more source