Advanced Science, EarlyView.RvD5 effectively alleviates UC by inhibiting STAT1 signaling to reduce CXCL8 expression in colonic epithelial cells via activation of GPR101, which subsequently decreases the infiltration of neutrophils in the colonic mucosal epithelium. Epimedin A1, a natural allosteric inhibitor of 5‐LOX, demonstrates potential as a therapeutic agent for UC by ...
Pengxiang Guo +9 more
wiley +1 more source
ESTIMASI NILAI CONDITIONAL VALUE AT RISK MENGGUNAKAN FUNGSI GAUSSIAN COPULA
E-Jurnal Matematika, 2015 Copula is already widely used in financial assets, especially in risk management. It is due to the ability of copula, to capture the nonlinear dependence structure on multivariate assets.
HERLINA HIDAYATI +2 more
doaj
Improved Concentration Bounds for Conditional Value-at-Risk and Cumulative Prospect Theory using Wasserstein distance. [PDF]
, 2019 Sanjay P. Bhat, L. A. Prashanth
openalex
Risk-Sensitive Optimal Execution via a Conditional Value-at-Risk Objective
, 2022 Seungki Min +2 more
openalex +1 more source
On measuring the sensitivity of the optimal portfolio allocation [PDF]
In this paper we consider the sensitivity problem connected with portfolio optimization results when different measures of risk such as portfolio rates of return standard deviation, portfolio VaR, CVaR are minimized. Conditioning the data (represented by
Iwona Konarzewska
core
Meta‐GWAS of Pig Semen Quality Traits Reveals Conserved Genes Regulating Mammalian Fertility
Advanced Science, EarlyView.This study incorporated 14 210 individuals to perform a GWAS meta‐analysis of six semen quality traits. The GWAS meta‐analysis identifies 234 GWAS loci associated with semen quality traits. The incorporation with a functional genomics resource explains potential genetic regulation of ∼40% GWAS signals underlying semen quality traits.
Qing Lin +26 more
wiley +1 more source
Research on Risk Measure of Electricity Market Based on Armax-garch Model with Conditional Skewed-t Distribution and Extreme Value Theory [PDF]
, 2013 Ruiqing Wang
openalex +1 more source
Intra-Daily FX Optimal Portfolio Allocation [PDF]
We design and implement optimal foreign exchange portfolio allocations. An optimal allocation maximizes the expected return subject to a Value-at-Risk (VaR) constraint.
Erick, Rengifo +2 more
core
A Novel 10‐Protein Score for Liver Fat Content Predicts Cardiovascular‐Kidney‐Metabolic Disease Risk
Advanced Science, EarlyView.A novel 10‐protein plasma score precisely quantifies liver fat, outperforming the fatty liver index. It robustly predicts the risk of numerous cardiovascular‐kidney‐metabolic diseases and integrates with genetic data for precision prevention, offering a practical alternative to magnetic resonance imaging (MRI). Abstract Liver fat content (LFC) is a key
Xiaoqin Gan +12 more
wiley +1 more source
Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device [PDF]
In this note a Monte Carlo approach is suggested to determine critical values for diagnostic tests of Value-at-Risk models that rely on binary random variables. Monte Carlo testing offers exact significance levels in finite samples.
Herwartz, Helmut
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