Results 101 to 110 of about 44,115,319 (295)
Examining the Relationship between Diversification of Banking Resources and Expenses and Systemic Risk [PDF]
راهبرد مدیریت مالیThe purpose of this article was to investigate the relationship between the diversification of banking resources and expenses with systemic risk in the country's banking system.
Yazdan Gudarzi Farahani +2 more
doaj +1 more source
Comparing univariate and multivariate models to forecast portfolio value-at-risk [PDF]
This article addresses the problem of forecasting portfolio value-at-risk (VaR) with multivariate GARCH models vis-à-vis univariate models. Existing literature has tried to answer this question by analyzing only small portfolios and using a testing ...
Andre A. P. +2 more
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Automated Extraction of Multicomponent Alloy Data Using Large Language Models for Sustainable Design
Advanced Science, EarlyView.A large language model (LLM) based pipeline is developed to automatically extract a comprehensive and accurate multicomponent alloy database from literature corpus. The extracted dataset is integrated with sustainability indicators to identify potential alloys that outperform existing industrial benchmark materials in terms of both performance and ...
Aravindan Kamatchi Sundaram +4 more
wiley +1 more source
Advanced Science, EarlyView.Decoupling biological signals from unwanted variation in multi‑condition single‑cell RNA sequencing data remains challenging. CAPER disentangles condition‑associated biological effects from sample heterogeneity through matrix factorization, producing interpretable latent factors and a batch‑corrected expression matrix.
Ye Li +6 more
wiley +1 more source
On a Multivariate Extension for Copula-Based Conditional Value at Risk
Journal of Statistical Theory and Applications (JSTA)Copula-based Conditional Value at Risk ( $$\textrm{CCVaR}$$ ) is a real-valued tail risk measure for multivariate random vectors defined through conditioning on a copula level set.
Andres Mauricio Molina Barreto
doaj +1 more source
Advanced Science, EarlyView.We constructed a brain‐targeted AFn‐DPZ nanodrug delivery system and identified EphB1 as its receptor on the blood‐brain barrier (BBB). This system facilitates drug transport across the BBB and thereby ameliorates cognitive impairment in Alzheimer's disease.
Shilin Wen +5 more
wiley +1 more source
StackingNet: Collective Inference Across Independent AI Foundation Models
Advanced Science, EarlyView.ABSTRACT Artificial intelligence (AI) built on large foundation models has transformed language understanding, computer vision, and reasoning, yet these systems remain isolated and cannot readily share their capabilities. Coordinating the complementary strengths of independently developed, black‐box foundation models is essential for trustworthy ...
Siyang Li +4 more
wiley +1 more source
BarekengThis study aims to estimate Conditional Value at Risk (CVaR) for insurance company stock portfolios using a machine learning approach to improve the accuracy of financial risk measurement under extreme market conditions.
Purwanto Purwanto, Agna Olivia
doaj +1 more source
Trading risk control model of electricity retailers in multi‐level power market of China
Energy Science & Engineering, 2019 The decision‐making and risk assessment of electricity purchase and sales is the key to adapt to the electricity market for independent electricity retailers in China.
Xiaobao Yu, Yixin Sun
doaj +1 more source
Value at Risk: A Comparative Analysis [PDF]
study develops a comparative analysis concerning Value at Risk measure for a portfolio consisting of three stocks traded at Bucharest Stock Exchange. The analysis set out from 1-day, 1% VaR and has been extended in two directions: the volatility models ...
Filip Iorgulescu
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