Results 101 to 110 of about 44,115,319 (296)

Astrocytic LMP2 Coordinates NF‐κB and TGF‐β1/Smad3 Signaling to Drive Neuroinflammation after Cerebral Ischemia/Reperfusion

open access: yesAdvanced Science, EarlyView.
ABSTRACT Astrocyte reactivity critically shapes neuroinflammatory outcomes after ischemic stroke, yet the upstream regulators governing astrocyte state transitions remain incompletely defined. Here, we identify the immunoproteasome subunit low molecular weight protein 2 (LMP2) as an important modulator of astrocyte functional remodeling following ...
Yanguang Mao   +7 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

open access: yesGestão & 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   +1 more
doaj   +1 more source

Broadening Hard‐Magnet Discovery Beyond Symmetry Constraints via Unified Effective Anisotropy

open access: yesAdvanced Science, EarlyView.
A unified effective‐anisotropy descriptor (Keff) extends hard‐magnet screening across all seven crystal systems, beyond the uniaxial restriction of conventional searches. Machine‐learning screening of 9320 known ferromagnets and diffusion‐model generation together yield 38 rare‐earth‐free or ‐lean candidates with DFT‐validated magnetic hardness (κ > 1),
Hojae Kim   +5 more
wiley   +1 more source

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

open access: yesSustainable 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

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

open access: yes
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   +2 more
core  

Engineering Microbial Particles for Next‐Generation Biomedical Platforms

open access: yesAdvanced Science, EarlyView.
Microbe‐derived particles (MDPs), which include extracellular vesicles, outer membrane vesicles, inclusion bodies, polysaccharide particles, and virus‐like particles, represent a rapidly expanding category of bioinspired nanomaterials. With their natural origin, intrinsic biocompatibility, and highly programmable functionality, MDPs serve as a ...
Yuting Li   +7 more
wiley   +1 more source

Probability equivalent level for CoVaR and VaR in bivariate Student-t copulas with application to foreign exchange risk monitoring

open access: yesDependence Modeling
We extend the “probability-equivalent level of VaR and CoVaR” (PELCoV) methodology to accommodate bivariate risks modeled by a Student-t copula, relaxing the strict stochastic increasing (SSI) condition assumed in earlier approaches and enhancing the ...
Flores-Silva Daniela I.   +2 more
doaj   +1 more source

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

open access: yes
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.   +2 more
core  

Automated Extraction of Multicomponent Alloy Data Using Large Language Models for Sustainable Design

open access: yesAdvanced Science, EarlyView.
A large language model (LLM) based pipeline is developed to automatically extract a comprehensive and accurate multicomponent alloy database from literature corpus. The extracted dataset is integrated with sustainability indicators to identify potential alloys that outperform existing industrial benchmark materials in terms of both performance and ...
Aravindan Kamatchi Sundaram   +4 more
wiley   +1 more source

On multivariate extensions of the conditional Value-at-Risk measure

open access: yesInsurance: 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   +3 more
openaire   +3 more sources

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