Results 61 to 70 of about 46,274,052 (301)

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

Dysregulated Cholesterol Metabolism, Chronic Inflammation, and Disability in Severe Progressive Multiple Sclerosis

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Dysregulated lipid metabolism, which can affect remyelination and neural repair, has not been extensively investigated in progressive multiple sclerosis (PMS). The goal was to examine whether dysregulated cholesterol metabolism was associated with disability in PMS. Methods The study sample comprised 53 Severe PMS patients (Expanded
Taylor R. Wicks, Mujeeb Shittu, Anna Wolska, Diala Ghazal, Bianca Weinstock‐Guttman, Alexander Burnham, Alan T. Remaley, Robert Zivadinov, Murali Ramanathan   +8 more
wiley   +1 more source

Parkinson Disease Subtype Stability and Eventual Convergence

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Previous research identified distinct Parkinson disease (PD) clinical subtypes of “Motor Only,” “Psychiatric & Motor,” and “Cognitive & Motor” based on comprehensive, multidomain classification. Whether these subtypes reflect distinct trajectories or progressive disease stages remains unknown.
Laura M. Rosok, Christina N. Lessov‐Schlaggar, Abdulmunaim M. Eid, Erin R. Foster, Baijayanta Maiti, Hailee Domash, Helen Hwang, Richard J. Perrin, Paul T. Kotzbauer, Joel S. Perlmutter, Meghan C. Campbell   +10 more
wiley   +1 more source

GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies [PDF]

In McAleer et al. (2010b), a robust risk management strategy to the Global Financial Crisis (GFC) was proposed under the Basel II Accord by selecting a Value-at-Risk (VaR) forecast that combines the forecasts of different VaR models.
Michael McAleer, Juan-Ángel Jiménez-Martín, Teodosio Pérez Amaral, Paulo Araújo Santos   +3 more
core   +4 more sources

A Method on Solving Multiobjective Conditional Value-at-Risk [PDF]

, 2004
This paper studies Conditional Value-at-Risk (CVaR) with multiple losses. We introduce the concept of α-CVaR for the case of multiple losses under the confidence level vector α. The α-CVaR indicates the conditional expected losses corresponding to the α-VaR. The problem of solving the minimal α-CVaR results in a multiobjective problem (MCVaR). In order
Min Jiang, Qiying Hu, Zhiqing Meng
openaire   +1 more source

Automatic Lesion Morphometrics Reliably Predict Sensorimotor Recovery After Spinal Cord Injury: A Longitudinal, Multicenter Neuroimaging Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To evaluate automatic magnetic resonance imaging (MRI)‐derived lesion morphometrics against manual measurements and their prognostic value for characterizing distinct acute to chronic neurological recovery trajectories after spinal cord injury (SCI). Methods We studied a retrospective, multicenter cohort of cervical and thoracolumbar
Dario Pfyffer, Jan Valošek, Lynn Farner, Enamundram Naga Karthik, Gergely David, Norbert Weidner, Rainer Abel, Doris Maier, Armin Curt, Margret Hund‐Georgiadis, Mirko Aach, Michael Baumberger, Julien Cohen‐Adad, Patrick Freund, the Nogo Inhibition in Spinal Cord Injury Study Group, Rainer Abel, Kerstin Rehahn, Mirko Aach, Klaus Röhl, Norbert Weidner, Marion Saur, Nikolaus Weiskopf, Doris Maier, Andreas Badke, Margret Hund‐Georgiadis, Michael Baumberger, Armin Curt, Jesus Benito‐Penalva, Jiri Kriz   +28 more
wiley   +1 more source

Application of a General Risk Management Model to Portfolio Optimization Problems with Elliptical Distributed Returns for Risk Neutral and Risk Averse Decision Makers [PDF]

In this paper portfolio problems with linear loss functions and multivariate elliptical distributed returns are studied. We consider two risk measures, Value-at-Risk and Conditional-Value-at-Risk, and two types of decision makers, risk neutral and risk ...
Kaynar, B., Birbil, S.I., Frenk, J.B.G.
core   +2 more sources

Serostatus‐Specific Prognostic Profiles and Phenotype‐Dependent Therapeutic Windows in Autoimmune Encephalitis: A Multicenter Cohort Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background While autoimmune encephalitis (AE) outcomes vary, serostatus‐specific prognostic determinants and institutional clustering effects remain poorly characterized. We aimed to delineate the distinct prognostic architecture of AE, identifying serostatus‐specific risk factors and potential therapeutic windows.
Xiaohong Tang, Jingxian Wang, Kaixin Zhu, Zhen Zhang, Liao Wu, Wei Wang, Chang Li, Qingyun Li, Hao Li, Jinghua Chen, Zhangxu Lian, Bin Liu, Tengfei Liu, Chunmei Wen, Nuan Wang, Sen Qun, Lishun Xiao, Qingwei Lai   +17 more
wiley   +1 more source

A new Bayesian method for estimation of value at risk and conditional value at risk

Empirical Economics
Abstract Value at Risk (VaR) and Conditional Value at Risk (CVaR) have become the most popular measures of market risk in Financial and Insurance fields. However, the estimation of both risk measures is challenging, because it requires the knowledge of the tail of the distribution. Therefore, Extreme Value Theory initially seemed to be one of
Jacinto Martín, M. Isabel Parra, Mario M. Pizarro, Eva L. Sanjuán   +3 more
openaire   +3 more sources

Four‐Year Cognitive Outcomes in Multiple Sclerosis: Associations With Lesion Myelin Integrity

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objectives Cognitive impairment is prevalent in patients with multiple sclerosis (MS) but whether lesion myelin integrity influences future cognitive outcomes remains unclear. We investigated the relationship between baseline lesion myelin water fraction (MWF) and cognitive performance 4 years later.
Iliana Pliska‐Bloch, Hannah Schwartz, Kimberly H. Markowitz, Abhishek Jaywant, Christopher D. Hildenbrand, Jai Perumal, Ulrike W. Kaunzner, Thanh D. Nguyen, Sandra Hurtado Rúa, Susan A. Gauthier   +9 more
wiley   +1 more source