Results 31 to 40 of about 141,957 (262)

A sequential elimination approach to value-at-risk and conditional value-at-risk selection

2017 Winter Simulation Conference (WSC), 2017
The article of record as published may be found at https://doi.org/10.1109/WSC.2017 ...
Hepworth, AJ, Atkinson, MP, Szechtman, RS   +2 more
openaire   +3 more sources

Evaluating and Comparing Systemic Risk and Market Risk of Mutual Funds in Iran Capital Market [PDF]

Iranian Journal of Finance, 2019
Mutual funds are one of the most paramount investment mechanisms in financial markets. By playing a financial intermediary role, they give nonprofessionals access to professionally managed portfolios of securities and provide numerous benefits for both ...
Fereshteh Shahbazin, Hasan Ghalibaf Asl, Mohen Seighali, Moslem Peymani Foroushani   +3 more
doaj   +1 more source

Admixture Mapping Reveals Candidate Regions for Methotrexate Neurotoxicity Susceptibility: A Reducing Disparities in Acute Leukemia Consortium Report

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Neurotoxicity is a rare, often dose‐limiting adverse effect of methotrexate (MTX) therapy that disproportionally affects Latino children. Factors contributing to the observed disparity are not well understood. This study leveraged admixture mapping to identify genetic regions associated with MTX‐related neurotoxicity susceptibility ...
Rachel D. Harris, Priya B. Shetty, Olga A. Taylor, Elizabeth G. Atkinson, Melissa A. Richard, M. Monica Gramatges, Mark Zobeck, Sandi Pruitt, Amy Hughes, M. Brooke Bernhardt, Ashley Chavana, Van Huynh, Kathleen Ludwig, Laura Klesse, Kenneth Heym, Timothy Griffin, Rodrigo Erana, Juan Carlos Bernini, Han Chen, Bing Yu, Philip J. Lupo, Karen R. Rabin, Michael E. Scheurer, Austin L. Brown, The REDIAL Consortium   +24 more
wiley   +1 more source

Robust Energy Resource Management Incorporating Risk Analysis Using Conditional Value-at-Risk

IEEE Access, 2022
The energy resource management (ERM) problem in today’s energy systems is complex and challenging due to the increasing penetration of distributed energy resources with uncertain behavior.
Jose Almeida, Joao Soares, Fernando Lezama, Zita Vale   +3 more
doaj   +1 more source

A residual bootstrap for conditional Value-at-Risk

Journal of Econometrics
A fixed-design residual bootstrap method is proposed for the two-step estimator of Francq and Zakoïan (2015) associated with the conditional Value-at-Risk. The bootstrap's consistency is proven for a general class of volatility models and intervals are constructed for the conditional Value-at-Risk.
Beutner, Eric, Heinemann, Alexander, Smeekes, Stephan   +2 more
openaire   +4 more sources

Secretory Phospholipase A2 in Patients With Sickle Cell Disease Hospitalized for Vaso‐Occlusive Pain Episodes

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Secretory phospholipase A2 (sPLA2) is an inflammatory mediator linked to acute chest syndrome (ACS) in sickle cell disease (SCD), a serious complication that can develop during an acute vaso‐occlusive pain episode (VOE). Plasma sPLA2 levels have been proposed as a potential biomarker for predicting ACS onset.
Rawan Korman, Maria Yasmine, Dunia Hatabah, Noor Alzraikat, Frank Harris, Lou Ann Brown, Satheesh Chonat, Nitya Bakshi, Chris A. Rees, Carlton Dampier, Claudia R. Morris   +10 more
wiley   +1 more source

Market Risk Analysis of Energy in Vietnam

Risks, 2019
The purpose of this paper is to evaluate and estimate market risk for the ten major industries in Vietnam. The focus of the empirical analysis is on the energy sector, which has been designated as one of the four key industries, together with services ...
Ngoc Phu Tran, Thang Cong Nguyen, Duc Hong Vo, Michael McAleer   +3 more
doaj   +1 more source

Using MGARCH to Estimate Value at Risk [PDF]

تحقیقات مالی, 2013
In this paper we compared multivariate GARCH models toestimate Value-at-Risk. We used a portfolio of weekly indexesincluding TEDPIX, KLSE, XU100 during ten years. To estimateValue-at-Risk, first we estimated CCC, DCC of Engle, DCC of Tseand Tsui, Dynamic
Mohammad Reza Rostami, Fatemeh Haqiqi
doaj   +1 more source

Forecasting the Dialysis Burden in Japan: Validation‐Based Projections of Prevalence and Incidence Through 2050

Therapeutic Apheresis and Dialysis, EarlyView.
ABSTRACT Background Japan has one of the highest dialysis prevalence rates worldwide and a shrinking, aging population. Whether dialysis burden has entered a sustained post‐peak phase or whether recent declines partly reflect pandemic‐related disruptions remains uncertain.
Hatice Şahin, Berrak Itır Aylı, Nüket Paksoy   +2 more
wiley   +1 more source

Nested MC-Based Risk Measurement of Complex Portfolios: Acceleration and Energy Efficiency

Risks, 2016
Risk analysis and management currently have a strong presence in financial institutions, where high performance and energy efficiency are key requirements for acceleration systems, especially when it comes to intraday analysis.
Sascha Desmettre, Ralf Korn, Javier Alejandro Varela, Norbert Wehn   +3 more
doaj   +1 more source