Results 61 to 70 of about 136,974 (263)

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

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

Continual Learning for Multimodal Data Fusion of a Soft Gripper

Advanced Robotics Research, EarlyView.
Models trained on a single data modality often struggle to generalize when exposed to a different modality. This work introduces a continual learning algorithm capable of incrementally learning different data modalities by leveraging both class‐incremental and domain‐incremental learning scenarios in an artificial environment where labeled data is ...
Nilay Kushawaha, Egidio Falotico
wiley   +1 more source

ChicGrasp: Imitation‐Learning‐Based Customized Dual‐Jaw Gripper Control for Manipulation of Delicate, Irregular Bio‐Products

Advanced Robotics Research, EarlyView.
Automated poultry processing lines still rely on humans to lift slippery, easily bruised carcasses onto a shackle conveyor. Deformability, anatomical variance, and hygiene rules make conventional suction and scripted motions unreliable. We present ChicGrasp, an end‐to‐end hardware‐software co‐designed imitation learning framework, to offer a ...
Amirreza Davar, Zhengtong Xu, Siavash Mahmoudi, Pouya Sohrabipour, Chaitanya Pallerla, Yu She, Wan Shou, Philip Glen Crandall, Dongyi Wang   +8 more
wiley   +1 more source

Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation

Risks, 2019
In this paper, the generalized Pareto distribution (GPD) copula approach is utilized to solve the conditional value-at-risk (CVaR) portfolio problem.
Nader Trabelsi, Aviral Kumar Tiwari
doaj   +1 more source

Conditional Value-at-Risk for General Loss Distributions

SSRN Electronic Journal, 2001
Fundamental properties of conditional value-at-risk, as a measure of risk with significant advantages over value-at-risk, are derived for loss distributions in finance that can involve discreetness. Such distributions are of particular importance in applications because of the prevalence of models based on scenarios and finite sampling.
Department of Mathematics, University of Washington, P.O. Box 354350, Seattle, WA 98195-4350, USA ( host institution ), Rockafellar, R.Tyrrell ( author ), Uryasev, Stanislav ( author )   +2 more
openaire   +2 more sources

Cross‐Scale Hierarchical Targeted Delivery System Based on Small‐Scale Magnetic Robots

Advanced Robotics Research, EarlyView.
This article reviews a cross‐scale hierarchical targeted delivery system that integrates magnetic continuum robots and magnetic microrobots. By combining rapid long‐range navigation with precise microscale targeting, the system overcomes key limitations of single‐scale approaches.
Junjian Zhou, Zhiqiang Chen, Yuanbiao Ma, Zhiqiang Tang, Qianqian Wang   +4 more
wiley   +1 more source

High Humidity Exacerbates Psoriasiform Skin Disease Relapse by Increasing Tissue‐Resident Memory T Cells via Altering Skin Microbiota

Advanced Science, EarlyView.
We demonstrated that high humidity worsened psoriasis relapse in murine psoriasiform skin inflammation by increasing skin‐resident memory CD8+ cells via upregulating IL‐15Rα on keratinocytes. The increases in IL‐15Rα and memory CD8+ cells were attributed to S. nepalensis and its metabolite ADMA in skin exposed to high humidity.
Chun‐Ling Liang, Yuchao Chen, Chuanjian Lu, Huazhen Liu, Fenglian Qin, Sisi Dai, Feifei Qiu, Haiming Chen, Weihui Lu, Jonathan S. Bromberg, Zhenhua Dai   +10 more
wiley   +1 more source

CVaR in Measuring Sector's Risk on the Croatian Stock Exchange

Business Systems Research, 2018
Background: In this paper the well-known risk measurement method Conditional Value-at-Risk (CVaR) is applied to the Croatian stock market to estimate the risk for 8 sectors in Croatia.
Aljinović Zdravka, Trgo Andrea
doaj   +1 more source

Value-at-Risk and Conditional Value-at-Risk Minimization for Hazardous Materials Routing [PDF]

, 2013
This chapter provides fundamentals of value-at-risk and conditional value-at-risk models applied to routing problems in hazardous materials transportation.
Toumazis, Iakovos, Kwon, Changhyun, Batta, Rajan   +2 more
openaire   +1 more source