Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models [PDF]
The aim of this research paper is to evaluate hedge fund returns Value-at-Risk by using GARCH models. To perform the empirical analysis, one uses the HFRX daily performance hedge fund strategy subindexes and spans the period March 2003 – March 2008.
Sabrina Khanniche
core
Conditional Value at Risk Portfolio With Monte Carlo Control Variates
Jambura Journal of MathematicsStock 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 +2 more
doaj +1 more source
Review of Gastrointestinal Capsule Robots: Materials, Actuation, Diagnostics, and Therapeutics
Advanced Science, EarlyView.This review examines gastrointestinal capsule robots through a systems engineering lens, covering shell materials, actuation and localization strategies, diagnostic modalities, therapeutic interventions, and commercialization status. By mapping the complete technological chain from fabrication to clinical deployment, this work identifies critical gaps ...
Zengsheng Li +8 more
wiley +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
core
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics [PDF]
, 2011 We discuss linear regression approaches to conditional Value-at-Risk and Average Value-at-Risk (Conditional Value-at-Risk, Expected Shortfall) risk measures.
Chun, So Yeon +2 more
core +1 more source
Dipolar Coupling Errors in Nuclear Spin Qubits
Advanced Science, EarlyView.Multi‐nuclear spin registers of phosphorus‐atom qubits in silicon have demonstrated 99.99% single and >$>$99.9% two qubit gate fidelities. Despite nanometer separation, read‐out fidelities between individual nuclear spins within the register are not identical.
I. D. Thorvaldson +15 more
wiley +1 more source
Computationally Evidence‐Grounded Sequence‐First Design of Peptide Binders
Advanced Science, EarlyView.BOND‐PEP enables controllable, sequence‐first peptide binder design by grounding generation in binding evidence retrieved for each target. It uses topology‐conditioned message passing to integrate relevant peptide examples with the target protein sequence, forming a residue‐level representation that guides the generation of diverse, target‐specific ...
Wenze Ding
wiley +1 more source
Credit Risk and Real Capital: An Examination of Swiss Banking Sector Default Risk Using CVaR [PDF]
The global financial crisis (GFC) has placed the creditworthiness of banks under intense scrutiny. In particular, capital adequacy has been called into question.
David E Allen, Robert Powell
core
Fzd7 Restrains Pink1‐Dependent Mitophagy in Suture Stem Cells to Maintain Cranial Suture Patency
Advanced Science, EarlyView.How suture stem cells fail to preserve cranial suture patency remains incompletely understood. Integrated single‐cell and high‐resolution spatial transcriptomic analyses identify reduced Fzd7 expression in Prrx1+ suture stem cells as an early feature of craniosynostosis.
Xinyan Chen +10 more
wiley +1 more source
Robust treatment planning with conditional value at risk chance constraints in intensity-modulated proton therapy. [PDF]
Med Phys, 2017 An Y, Liang J, Schild SE, Bues M, Liu W.
europepmc +1 more source