Results 111 to 120 of about 690,474 (299)

Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology [PDF]

Stylized facts on financial time series data are the volatility of returns that follow non-normal conditions such as leverage effects and heavier tails leading returns to have heavier magnitudes of extreme losses.
Cayton, Peter Julian A., Mapa, Dennis S.
core   +1 more source

High‐Fidelity Synthetic Data Replicates Clinical Prediction Performance in a Million‐Patient Diabetes Cohort

Advanced Science, EarlyView.
This study generates high‐fidelity synthetic longitudinal records for a million‐patient diabetes cohort, successfully replicating clinical predictive performance. However, deeper analysis reveals algorithmic biases and trajectory inconsistencies that escape standard quality metrics. These findings challenge current validation norms, demonstrating why a
Francisco Ortuño, Víctor M. de la Oliva Roque, Javier‐Ignacio Ramirez‐Lopez, David P. Kreil, Joaquín Dopazo, Carlos Loucera   +5 more
wiley   +1 more source

GNL3 Orchestrates AR Transcriptional Programs to Drive Castration‐Resistant Prostate Cancer and Immune Evasion

Advanced Science, EarlyView.
GNL3 is a novel AR coregulator with dual coactivator and corepressor functions in prostate cancer (PCa). Our study uncovers a previously unrecognized mechanism by which the AR transcriptional complex integrates oncogenic signaling and immune suppression.
Cuiting Zhang, Tin Long Cheong, Nitin Narwade, Dandan Dong, Mokan Deng, Zhengqiang Miao, Zhaoqiang Ding, Wenchao Li, Kate Man Kei Lei, Gong‐Hong Wei, Terence Chuen Wai Poon, Chu‐Xia Deng, Edwin Cheung   +12 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

Conditional Value-at-Risk Constraint and Loss Aversion Utility Functions [PDF]

We provide an economic interpretation of the practice consisting in incorporating risk measures as constraints in a classic expected return maximization problem.
Babacar Seck, Laetitia Andrieu, Michel De Lara   +2 more
core  

The Regulatory Role of Iron Transporter SLC39A13 in Liver Fibrosis

Advanced Science, EarlyView.
SLC39A13/ZIP13, a newly discovered intracellular iron transporter, delivers iron to the ER/Golgi to catalyze procollagen hydroxylation during collagen maturation. Here, we systematically characterize the cell type‐specific functions of ZIP13 across distinct hepatic cell populations, and identify hepatic stellate cell‐specific ZIP13 as a promising and ...
Shanshan Guo, Yalin Wang, Binyu Lu, Yu Zhang, David M. Frazer, Bing Zhou   +5 more
wiley   +1 more source

Conditional Value at Risk Portfolio With Monte Carlo Control Variates

Jambura Journal of Mathematics
Stock investment is one of the instruments investors favor due to its potential for high returns, but the risks stemming from stock price volatility cannot be overlooked.
Fahmi Giovani Maga, Evy Sulistianingsih, Neva Satyahadewi   +2 more
doaj   +1 more source

Quantum Risk Analysis: Beyond (Conditional) Value-at-Risk

Quantum Economics and Finance
Risk measures are important key figures to measure the adequacy of the reserves of a company. The most common risk measures in practice are Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR). Recently, quantum-based algorithms are introduced to calculate them.
Christian Laudagé, Ivica Turkalj
openaire   +2 more sources

Expected Shortfall and Beyond

, 2002
Financial institutions have to allocate so-called "economic capital" in order to guarantee solvency to their clients and counter parties. Mathematically speaking, any methodology of allocating capital is a "risk measure", i.e.
Tasche, Dirk
core   +2 more sources

Oral Streptococcus salivarius Couples Neutrophil IRGM1 Signaling to NET Formation and Colorectal Cancer Metastasis

Advanced Science, EarlyView.
The oral bacterium Streptococcus salivarius promotes colorectal cancer metastasis by inducing neutrophil extracellular trap (NET) formation. Mechanistically, IRGM1–IQGAP1 interaction activates Wnt5a–PI3K/AKT signaling in neutrophils, driving NET‐mediated tumor progression.
Fengyi Liu, Yuan Wang, Hengxuan Cai, Qianwen Yue, Xueli Liu, Xuanwen Bao, Zeng Wang, Xuehan Li, Lai Wei, Zhihua Zhang, Fan Xing, Yi Xu, Xianjun Li, Wei Xu   +13 more
wiley   +1 more source