Results 31 to 40 of about 237,695 (301)
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
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
Molecular Oncology, EarlyView.This study shows that lung adenocarcinomas exploit developmental branching morphogenesis to acquire a therapy resistant basal‐like tumour cell state. This process was found to be regulated by combined TP53 loss‐of‐function and type‐I interferon signalling, identifying a novel axis for biomarker and therapeutic target discovery.
Kamila J Bienkowska +13 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 +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
FEBS Open Bio, EarlyView.The dual roles of CC and CXC chemokines in distinguishing active, latent, and subclinical tuberculosis were reviewed, along with an evaluation of their potential as diagnostic biomarkers and therapeutic targets to advance precision medicine in tuberculosis management. The graphical abstract was generated with AI assistance (Gemini 3.0).
Xuying Yin, Dangsheng Xiao, Jiezuan Yang
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 +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
Multivariate Fréchet copulas and conditional value‐at‐risk [PDF]
International Journal of Mathematics and Mathematical Sciences, 2004 Based on the method of copulas, we construct a parametric family of multivariate distributions using mixtures of independent conditional distributions. The new family of multivariate copulas is a convex combination of products of independent and comonotone subcopulas.
openaire +2 more sources
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Onasemnogene abeparvovec (OA) is an AAV9‐based gene therapy for spinal muscular atrophy type I (SMA I). Real‐world outcomes show increased response variability compared to clinical trials, and follow‐up data beyond 12–18 months are limited.
Marika Pane +43 more
wiley +1 more source