Results 111 to 120 of about 148,735 (300)

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

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

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  

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  

GHRHR Deficiency Enhances Retinal Ganglion Cell Survival and Visual Functions in Experimental Glaucoma by Inhibiting Ferroptosis

Advanced Science, EarlyView.
Glaucoma, a major cause of blindness, involves retinal ganglion cell (RGC) degeneration. This study shows growth hormone‐releasing hormone receptor (GHRHR) deficiency preserves RGC survival and restores vision, unlike activation which only aids survival.
Yan Tong, Ming Ho Yam, Jiaxin Zhang, Lin Du, Linbin Zhou, Yolanda Wong Ying Yip, Bo Man Ho, Hemlata Bisnauthsing, Jiahui Li, Ivan Kong, Shushu Xu, Changzhen Fu, Karl K.H. So, Joaquim S.L. Vong, Ling‐Ping Cen, Ming‐Ming Yang, Khazeema Yousaf, Mai Har Sham, Sun On Chan, Poemen P. Chan, Chi Pui Pang, Clement C. Tham, Jing Na He, Jian Li, Wai Kit Chu   +24 more
wiley   +1 more source

Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures [PDF]

It is well known that the Basel II Accord requires banks and other Authorized Deposit-taking Institutions (ADIs) to communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more ...
Michael McAleer, Juan-Ángel Jiménez-Martín, Roberto Casarin, Teodosio Pérez-Amaral, Chia-Lin Chang   +4 more
core   +4 more sources

BIN1 and ALDH1B1 Deficiency in Colonic Smooth Muscle Drives Mitochondrial Dysfunction and Fibrosis in Slow‐Transit Constipation

Advanced Science, EarlyView.
Slow‐transit constipation (STC) is a disabling motility disorder with unclear smooth‐muscle mechanisms. Spatial proteomic analysis of STC patient colon reveals both the central pathogenic role of smooth muscle cells (SMCs) in STC and novel regulators of intestinal motility, BIN1 and ALDH1B1.
Jianbo Liu, Hao Zhang, Wenhao Qiao, Ran Liu, Jie Sun, Xiaopei Li, Qin Li, Dongbo Zhao, Dawei Chen, Jingxin Li, Shuxiao Dong   +10 more
wiley   +1 more source

Cross‐Modal Denoising and Integration of Spatial Multi‐Omics Data with CANDIES

Advanced Science, EarlyView.
In this paper, we introduce CANDIES, which leverages a conditional diffusion model and contrastive learning to effectively denoise and integrate spatial multi‐omics data. We conduct extensive evaluations on diverse synthetic and real datasets, CANDIES shows superior performance on various downstream tasks, including denoising, spatial domain ...
Ye Liu, Wanpeng Zou, Yuekai Li, Jiayi Wang, Mingxuan Cai, Hongmin Cai   +5 more
wiley   +1 more source

Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device [PDF]

In this note a Monte Carlo approach is suggested to determine critical values for diagnostic tests of Value-at-Risk models that rely on binary random variables. Monte Carlo testing offers exact significance levels in finite samples.
Herwartz, Helmut
core  

Gasdermin D‐Mediated Release of IL‐33 Results in Fetal Brain Developmental Abnormalities During Maternal Colitis

Advanced Science, EarlyView.
Under colitis, Gsdmd mediates the release of IL‐33 from the epithelium of pregnant mice. IL‐33 can cross the placenta and enhance the proliferative capacity of neural stem cells, ultimately resulting in behavioral deficits in the offspring. Excessive pyroptosis in the colonic epithelium also triggers the translocation of LPS, which in turn increases ...
Huiyang Jia, Shukui Zhang, Kai Ma, Jie Zhou, Jianwei Jiao   +4 more
wiley   +1 more source

INB3P: A Multi‐Modal and Interpretable Co‐Attention Framework Integrating Property‐Aware Explanations and Memory‐Bank Contrastive Fusion for Blood–Brain Barrier Penetrating Peptide Discovery

Advanced Science, EarlyView.
INB3P is a multimodal framework for blood–brain barrier‐penetrating peptide prediction under extreme data scarcity and class imbalance. By combining physicochemical‐guided augmentation, sequence–structure co‐attention, and imbalance‐aware optimization, it improves predictive performance and interpretability.
Jingwei Lv, Qianyang Wu, Jian Liu, Binlu Yang, Yuanhao Li, Junlin Xu, Yajie Meng, Leyi Wei, Zilong Zhang, Quan Zou, Xiulai Li, Feifei Cui   +11 more
wiley   +1 more source