Results 31 to 40 of about 46,274,052 (301)
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 +2 more
openaire +3 more sources
ANALISIS RISIKO PERDAGANGAN BAWANG MERAH DENGAN VOLATILITAS HISTORIS DAN VALUE AT RISK
E-Jurnal MatematikaShallots are one of Indonesia's most important horticultural commodities, however their prices are highly volatile, creating significant financial risks for farmers and traders.
YAN ADITYA PRADANA +5 more
doaj +1 more source
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 +3 more
doaj +1 more source
A residual bootstrap for conditional Value-at-Risk
Journal of EconometricsA 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 +2 more
openaire +4 more sources
Vector-valued multivariate conditional value-at-risk
Operations Research Letters, 2018 In this study, we propose a new definition of multivariate conditional value-at-risk (MCVaR) as a set of vectors for discrete probability spaces. We explore the properties of the vector-valued MCVaR (VMCVaR) and show the advantages of VMCVaR over the existing definitions given for continuous random variables when adapted to the discrete case.
Merve Merakli, Simge Küçükyavuz
openaire +5 more sources
FEBS Letters, EarlyView.This review focuses on the role of autophagy and mitophagy in maintaining pancreatic β‐cell function and homeostasis. We discuss how genetic defects affecting these pathways contribute to the development of type 1, type 2, monogenic, and gestational diabetes. We further explore their potential as therapeutic targets. Created in BioRender.
Yunkyeong Lee +2 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 +3 more
doaj +1 more source
Neutralization of the PTX3/CD44 axis suppresses TGF‐β1 signaling in kidney fibrosis
FEBS Letters, EarlyView.This study investigates how the PTX3/CD44 axis promotes kidney fibrosis by activating TGF‐β1 signaling. We demonstrate that the neutralizing antibody WHC‐001 effectively inhibits this pathway, suppressing myofibroblast activation and partial epithelial–mesenchymal transition (EMT).
Chao‐Chun Cheng +8 more
wiley +1 more source
Value at Risk and Conditional Extreme Value Theory via Markov Regime Switching Models
, 2008 This study develops a new conditional extreme value theory-based (EVT) model that incorporates the Markov regime switching process to forecast extreme risks in the stock markets.
Ze-To, S.
core +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 +3 more
doaj +1 more source