Results 71 to 80 of about 237,695 (301)
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 +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 +3 more
core +4 more sources
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
Advanced Science, EarlyView.Phospholipid transfer protein(PLTP) plays a critical role in forming a complex with kinase A (AURKA) and P65. This interaction facilitates phosphorylation of P65 at Ser536, leading to the activation of the NF‐κB signaling pathway. Ultimately, this leads to the upregulation of downstream cytokines, including IL‐6, IL‐8, and CSF‐1, which promotes M2 ...
Xinyue Liang +14 more
wiley +1 more source
A Dynamic Trading Strategy Based on Conditional Value-at-risk
, 2023 This thesis studies two risk measurement methods, Value-at-Risk (VaR) method and Conditional-Value-at-Risk (CVaR) method. The concepts, prop- erties and calculation methods of VaR and CVaR method are introduced. On the basis of CVaR method, the mean-CVaR
Weizhe Chen (5920778)
core +1 more source
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.
openaire +5 more sources
Advanced Science, EarlyView.Antibody–drug conjugates (ADCs) transform breast cancer therapy, yet resistance limits their durability. Emerging evidence reveals that ADC failure is not solely tumor‐intrinsic but shaped by dynamic tumor–microenvironment interactions that alter drug delivery, processing, and response.
Minji Seo, Jangsoon Lee, Naoto T. Ueno
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
Extreme Value at Risk and Expected Shortfall during Financial Crisis [PDF]
This paper investigates Value at Risk and Expected Shortfall for CAC 40, S&P 500, Wheat and Crude Oil indexes during the 2008 financial crisis. We show an underestimation of the risk of loss for the unconditional VaR models as compared with the ...
D. Dupre +3 more
core
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