Results 71 to 80 of about 141,957 (262)
Optimizing the Conditional Value-at-Risk in Revenue Management
SSRN Electronic Journal, 2013 Many service industries use revenue management to balance demand and capacity. The assumption of risk-neutrality lies at the heart of the classical approaches, which aim at maximizing expected revenue. In this paper, we give a comprehensive overview of the existing approaches, most of which were only recently developed, and discuss the need to take ...
Gönsch, Jochen, Hassler, Michael
openaire +3 more sources
Inference for conditional value-at-risk of a predictive regression
The Annals of Statistics, 2020 The authors deal with the inference problem of conditional value-at-risk under a linear predictive regression model. Denote by \(Y\) the return of an asset and let \(X = (X_1, \dots, X_k)^{\top}\) be a collection of predictors (market variables or risk factors).
He, Y., Hou, Y., Peng, L., Shen, H.
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From Payload‐First Toward Dual‐Mechanism Antibody–Drug Conjugates
Advanced Materials, EarlyView.Conjugation converts potent antibodies into underexposed carriers. This perspective defines the antibody exposure deficit and maps a mechanism‐first design space from payload‐first to antibody‐first ADC architectures, integrating DAR, linker chemistry, and Fc engineering to guide rational design of constructs that balance targeted cytotoxicity with ...
Xavier Pivot +3 more
wiley +1 more source
Risks, 2018 There has been much discussion in the literature about how central measures of equity risk such as standard deviation fail to account for extreme tail risk of equities.
Robert J. Powell +2 more
doaj +1 more source
PAC-Bayesian Bound for the Conditional Value at Risk
CoRR, 2020 Conditional Value at Risk (CVaR) is a family of "coherent risk measures" which generalize the traditional mathematical expectation. Widely used in mathematical finance, it is garnering increasing interest in machine learning, e.g., as an alternate approach to regularization, and as a means for ensuring fairness.
Mhammedi, Zakaria +2 more
openaire +4 more sources
Advanced Materials Interfaces, EarlyView.Therapeutic nano‐drug delivery systems interact with cellular mitochondria in a multitude of ways. While the complexity of such interactions disrupts the mitochondrial electron transport chain and increases reactive oxygen species production, thereby contributing to nanoparticle toxicity, they also present unique theranostic opportunities in diseases ...
Sourav Bhattacharjee
wiley +1 more source
Tecnura, 2014 This paper presents a financial risk assessment model for the electrical-energy-sale process trough long-term bilateral contracts. The volatility exhibited by spot prices of electricity in Colombia constitutes one of the aspects of big influence in ...
Mónica Sánchez +2 more
doaj
Assessing systemic risk in Morocco’s banking sector: Conditional value-at-risk approach [PDF]
Banks and Bank SystemsType of the article: Research Article AbstractSystemic risk in the banking sector poses a major threat to financial stability, particularly in concentrated markets such as Morocco, where the failure of one institution may trigger widespread disruptions.
Soufiane Benbachir, Mohamed Beraich
doaj +1 more source
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. [PDF]
Comput Manag Sci, 2023 Staino A +3 more
europepmc +1 more source
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