Results 51 to 60 of about 136,974 (263)

Optimization with Multivariate Conditional Value-at-Risk Constraints

Operations Research, 2013
For many decision-making problems under uncertainty, it is crucial to develop risk-averse models and specify the decision makers' risk preferences based on multiple stochastic performance measures (or criteria). Incorporating such multivariate preference rules into optimization models is a fairly recent research area.
Noyan, Nilay, Rudolf, Gabor
openaire   +3 more sources

Small Extracellular Vesicles from Neural Cells: Physiological and Pathological Roles, and Potential in Neurodegenerative Therapy

Advanced Healthcare Materials, EarlyView.
Neural cell–derived small extracellular vesicles (sEVs) are emerging as pivotal mediators in neurodegenerative diseases, exerting both pathogenic and therapeutic functions. This review synthesizes current evidence on how sEVs from distinct neural cell types regulate neurodegeneration, neuroprotection, biomarker discovery, and targeted drug delivery ...
Muhammad Waqas Salim, Wei Zhang, Lyndsey Collins‐Praino, Yuling Wang, Andrew Care   +4 more
wiley   +1 more source

Evaluation of Systemic Risk and Spillover of Index Volatilities of Different Industry Groups in Tehran Stock Exchange [PDF]

Mathematics and Modeling in Finance
The expansion of communications between active industries and companies in different industry groups on the Tehran Stock Exchange has caused that, in the event of volatility in an industry index, this volatility can spread like a domino to other industry
Mehdi Mohammad pour, Majid Zanjirdar, Peyman Ghafari Ashtiani   +2 more
doaj   +1 more source

Interval Optimization In Portfolio Selection with Conditional Value At Risk [PDF]

تحقیقات مالی, 2017
In this paper portfolio selection problem with interval optimization approach is surveyed. CVaR is risk measure. CVaR is the expected loss depending on the chosen confidence level.
Amir Abbas Najafi, Kobra Nopour, Alireza Ghatarani   +2 more
doaj   +1 more source

ETV2 Mediated Differentiation of Human Pluripotent Stem Cells Results in Functional Endothelial Cells for Engineering Advanced Vascularized Microphysiological Models

Advanced Healthcare Materials, EarlyView.
A robust method to generate functional human iPSC‐derived endothelial cells using inducible ETV2 expression. These cells self‐organize into stable, lumenized microvascular networks within microfluidic chips, surpassing conventional differentiation methods.
Shun Zhang, Zhengpeng Wan, Lei Wang, Caihong Wu, Junkai Zhang, Sarah Spitz, Xun Wang, Marie A. Floryan, Mark F. Coughlin, Francesca M. Pramotton, Liling Xu, Ron Weiss, Roger D. Kamm   +12 more
wiley   +1 more source

A Hybrid EGARCH–Informer Model with Consistent Risk Calibration for Volatility and CVaR Forecasting

Mathematics
This study proposes a hybrid EGARCH-Informer framework for forecasting volatility and calibrating tail risk in financial time series. The econometric layer (EGARCH) captures asymmetric and persistent volatility dynamics, while the attention layer ...
Ming Che Lee
doaj   +1 more source

Multi-Power Coordinated Optimization Operation Strategy Considering Conditional Value at Risk

发电技术, 2023
In order to achieve carbon peaking and carbon neutrality goals, the power system presents the trend of extensive access of multiple power sources. A multi-power coordination bi-level optimal operation model was proposed.
QIAN Zhonghao, HU Jun, SHEN Sichen, QIN Ting, MA Hanyi, WANG Xiaodong, FENG Caoyi, WEI Zhinong   +7 more
doaj   +1 more source

2D Nanomaterials Toward Function‐Ready Superlubricity in Advanced Microsystems

Advanced Materials, EarlyView.
A unified framework links structural and transformation superlubricity with microsystem functions and deployment requirements. Mechanisms, device architectures, integration strategies, AI‐guided discovery, and benchmarking protocols are connected to define function‐ready superlubricity in advanced microsystems.
Yushan Geng, Jun Yang, Yong Yang
wiley   +1 more source

Robust conditional variance estimation and value-at-risk

The Journal of Risk, 2001
A common approach to estimating the conditional volatility of short horizon asset returns is to use an exponentially weighted moving average (EWMA) of squared past returns. The EWMA estimator is based on the maximum likelihood estimator of the variance of the normal distribution, and is thus optimal when returns are conditionally normal. However, there
Harris, Richard D F, Guermat, Cherif
openaire   +2 more sources

Stable Imitation of Multigait and Bipedal Motions for Quadrupedal Robots Over Uneven Terrains

Advanced Robotics Research, EarlyView.
How are quadrupedal robots empowered to execute complex navigation tasks, including multigait and bipedal motions? Challenges in stability and real‐world adaptation persist, especially with uneven terrains and disturbances. This article presents an imitation learning framework that enhances adaptability and robustness by incorporating long short‐term ...
Erdong Xiao, Yinzhao Dong, Ji Ma, Peng Lu   +3 more
wiley   +1 more source