Results 91 to 100 of about 237,695 (301)

Extreme Value Theory and Value at Risk : Application to Oil Market [PDF]

Recent increases in energy prices, especially oil prices, have become a principal concern for consumers, corporations, and governments. Most analysts believe that oil price fluctuations have considerable consequences on economic activity.
Abdelwahed Trabelsi, Vêlayoudom Marimoutou, Bechir Raggad   +2 more
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On multivariate extensions of the conditional Value-at-Risk measure

Insurance: Mathematics and Economics, 2015
CoVaR is a systemic risk measure proposed by Adrian and Brunnermeier (2011) able to measure a financial institution’s contribution to systemic risk and its contribution to the risk of other financial institutions. CoVaR stands for conditional Value-at-Risk, i.e. it indicates the Value at Risk for a financial institution that is conditional on a certain
Di Bernardino, Elena, Fernández Ponce, E., Palacios Rodríguez, Fátima, Rodríguez Griñolo, María del Rosario   +3 more
openaire   +3 more sources

Tropomyosin 1 Promotes Platelet Adhesion and Clot Contraction Separate from Its Roles in Developmental Hematopoiesis

Advanced Science, EarlyView.
ABSTRACT Genome‐wide association studies (GWAS) link the Tropomyosin 1 (Tpm1) locus to quantitative blood trait variation, but related mechanisms are unclear. Tpm1 encodes an actin‐binding protein that regulates actin filament diversity, cell adhesion, signaling, and actomyosin contractility.
Po‐Lun Kung, Victor Tsao, Alina D Peshkova, Oscar A. Marcos‐Contreras, Kim Ha, Brian M Dulmovits, Nkemdilim Okoli, Anvi Sinha, Gennadiy Fonar, Rong Qiu, Rolf D Bates, Janelle Yeboah, Carson Shalaby, Tyler Truex, Soomin Jeong, Edna C Hardeman, Peter W Gunning, Vladimir R Muzykantov, Jacob W Myerson, Christopher S Thom   +19 more
wiley   +1 more source

Disruption of Treg Homeostasis in Rheumatoid Arthritis via Ferroptosis‐Mediated ETC Collapse and TXK‐STAT3/PLCγ1 Activation

Advanced Science, EarlyView.
In rheumatoid arthritis, synovial Tregs accumulate but are functionally impaired due to iron overload‐induced ferroptosis. This triggers mitochondrial dysfunction and TXK tyrosine kinase‐mediated signaling, leading to Treg destabilization and inflammation.
Jingrong Chen, Xiao Guan, Kexu Xiong, Xiaoyi Shi, Luyao Wu, Chuanxin Su, Jun Zhao, Rongzhen Liang, Huimin Wang, Junlong Dang, Ye Chen, Yiding Xiong, Chi Zhou, Futao Zhao, Zhenhang Zhu, Xiaoli Fan, Li Zhou, Nancy Olsen, Yutong Jiang, Song Guo Zheng   +19 more
wiley   +1 more source

Value-at-Risk da Carteira do Ibovespa: uma análise com o uso de modelos de memória longa Value-at-Risk for Ibovespa: an analysis using long memory models

Gestão & Produção, 2012
O presente estudo propõe uma análise comparativa de dez modelos de volatilidade para o cálculo do Value-at-Risk (VaR) para carteira teórica do Ibovespa, considerando a presença de memória longa na série temporal dos seus retornos diários.
Luiz Eduardo Gaio, Tabajara Pimenta Júnior   +1 more
doaj   +1 more source

Conditional Value-at-Risk for General Loss Distributions

SSRN Electronic Journal, 2001
Fundamental properties of conditional value-at-risk, as a measure of risk with significant advantages over value-at-risk, are derived for loss distributions in finance that can involve discreetness. Such distributions are of particular importance in applications because of the prevalence of models based on scenarios and finite sampling.
Department of Mathematics, University of Washington, P.O. Box 354350, Seattle, WA 98195-4350, USA ( host institution ), Rockafellar, R.Tyrrell ( author ), Uryasev, Stanislav ( author )   +2 more
openaire   +2 more sources

Full‐Body AI Agent: A Perspective on Multi‐Scale Collaborative AI for Systemic Biology and Precision Medicine

Advanced Science, EarlyView.
We propose the Full‐Body AI Agent, a multi‐scale collaborative framework with 7 biological‐layer agents. It unifies multi‐omics/clinical data via standardized protocols, enabling phenotype‐guided closed‐loop reasoning, quantitative evaluation, and LLM safeguards, with promising applications in tumor metastasis modeling and precision drug development ...
Aoqi Wang, Jiajia Liu, Jianguo Wen, Yangyang Luo, Zhiwei Fan, Liren Yang, Xi Hu, Ruihan Luo, Yankai Yu, Sophia Li, Weiling Zhao, Xiaobo Zhou   +11 more
wiley   +1 more source

Machine learning-based price forecasting and risk management in renewable energy markets

Sustainable Energy Research
The rising share of renewable energy has amplified electricity price volatility, underscoring the need for accurate forecasting and robust risk management.
Kuochun Lin, Peichun Feng
doaj   +1 more source

Comparing univariate and multivariate models to forecast portfolio value-at-risk [PDF]

This article addresses the problem of forecasting portfolio value-at-risk (VaR) with multivariate GARCH models vis-à-vis univariate models. Existing literature has tried to answer this question by analyzing only small portfolios and using a testing ...
Andre A. P., Esther Ruiz, Francisco J. Nogales   +2 more
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Measuring financial risk : comparison of alternative procedures to estimate VaR and ES [PDF]

, 2008
We review several procedures for estimating and backtesting two of the most important measures of risk, the Value at Risk (VaR) and the Expected Shortfall (ES). The alternative estimators differ in the way the specify and estimate the conditional mean
Ruiz Ortega, Esther, Nieto, María Rosa, Ruiz, Esther   +2 more
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