Results 121 to 130 of about 692,083 (345)
Risk Based Capital Allocation [PDF]
The present contribution reviews the procedures (absolute, incremental and marginal capital allocation) as well as the general principles (proportional allocation, covariance-principle, conditional expectation-principle, conditional value-at-risk ...
Albrecht, Peter
core
Advanced Science, EarlyView.Depression, a prevalent neuropsychiatric disorder with unclear pathogenesis, involves dysfunctional adenylyl cyclase 8 (Adcy8) as a key risk factor. Chronic stress selectively reduces Adcy8 expression in the dorsal CA1 (dCA1) neurons. Depletion of Adcy8 in dCA1 excitatory neurons induces depressive‐like behaviors by impairing neuronal excitability and ...
Zi‐Jie Liu +14 more
wiley +1 more source
A new Bayesian method for estimation of value at risk and conditional value at risk
Empirical EconomicsAbstract 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 +3 more
openaire +3 more sources
Risk-Sensitive Reinforcement Learning: A Constrained Optimization Viewpoint
, 2018 The classic objective in a reinforcement learning (RL) problem is to find a policy that minimizes, in expectation, a long-run objective such as the infinite-horizon discounted or long-run average cost.
A., Prashanth L., Fu, Michael
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Advanced Science, EarlyView.Dietary habits play a key role in chronic diseases, and higher annual consumption of fruit and vegetable may lower risk of dementia. Artificial intelligence predicts the lipid‐like compound α‐Amyrin (αA) from plants with edible peels as a drug candidate against Alzheimer's disease.
Shu‐Qin Cao +36 more
wiley +1 more source
Safety-Aware Optimal Control of Stochastic Systems Using Conditional Value-at-Risk [PDF]
, 2018 Samantha Samuelson, Insoon Yang
openalex +1 more source
Quantum Risk Analysis: Beyond (Conditional) Value-at-Risk
Quantum Economics and FinanceRisk 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
Exposure-Based Cash-Flow-at-Risk for Value-Creating Risk Management under Macroeconomic Uncertainty [PDF]
A strategically minded CFO will realize that strategic corporate risk management is about finding the right balance between risk prevention and proactive value generation. Efficient risk and performance management requires adequate assessment of risk and
Andrén, Niclas +2 more
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On the coherence of Expected Shortfall
, 2001 Expected Shortfall (ES) in several variants has been proposed as remedy for the defi-ciencies of Value-at-Risk (VaR) which in general is not a coherent risk measure. In fact, most definitions of ES lead to the same results when applied to continuous loss
Acerbi, Carlo, Tasche, Dirk
core +4 more sources
Advanced Science, EarlyView.The loss of Ubiquitin Specific Peptidase 26 (USP26) in osteoblasts results in decreased bone formation, as well as multi‐organ fibrosis associated with insulin resistance (IR). Mechanistically, the absence of USP26 reduces glycolysis and lactate accumulation, leading to decreased histone H3 lysine 18 lactylation (H3K18LA) in the promoter region of KH ...
Jiyuan Tang +9 more
wiley +1 more source