Results 121 to 130 of about 44,115,319 (295)

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

Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities [PDF]

Proceedings of the 2011 Winter Simulation Conference (WSC), 2011
L. Jeff Hong, Guangwu Liu
openaire   +2 more sources

ANGPTL4 Exacerbates Renal Injury in Diabetic Kidney Disease by Impairing Podocyte Lipophagy via Compromised Lysosomal Degradative Function

Advanced Science, EarlyView.
In diabetic kidney disease, elevated podocyte ANGPTL4 is linked to reduced TFEB nuclear localization and compromised lysosomal degradative function. These changes impair podocyte lipophagy and promote lipid‐droplet accumulation and podocyte injury, which may contribute to renal injury progression.
Xiaojing Liu, Shimin Jiang, Zhenkun Yang, Shunlai Shang, Jiayi Li, Guming Zou, Cheng Zhou, Wenge Li   +7 more
wiley   +1 more source

Estimation of Value at Risk and Conditional Value at Risk

Estimation of Value at Risk and Conditional Value at Risk
【学位授与の要件】中央大学学位規則第4条第1項 【論文審査委員主査】石村　直之(中央大学商学部教授) 【論文審査委員副査】斎藤　正武(中央大学商学部教授),髙岡　浩一郎(中央大学商学部教授) application ...
openaire   +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  

Genetic Ablation and Multi‐Omics Profiling Reveal CEP55 as a Key Driver of Tumorigenesis in Diverse Cancer Models

Advanced Science, EarlyView.
Genetic ablation of Cep55 in Pten‐deficient mouse models delays tumorigenesis. Integrated multi‐omics analyses (proteomics, phosphoproteomics, and spatial transcriptomics) reveal that CEP55 regulates oncogenic signaling (RAS/ERK, PI3K/AKT), integrin/FAK‐mediated adhesion, extracellular matrix (ECM) remodeling, and endocytosis.
Behnam Rashidieh, Yuanhao Yang, Amanda Louise Bain, Phillip Theron, Catharina Vosloo, Sahar Keshvari, Parinaz Ahangar, Brydie Bowden, Simon M. Tria, Ben B. Wang, Sandra Isenmann, Nicholas J. Westra van Holthe, Zherui Xiong, Hani Vu, Sowmya Sharma, Asmerom Sengal, J. Alejandro Lopez, John Finnie, Antonella Papa, Pascal H.G. Duijf, Quan Nguyen, Pirjo M. Apaja, Kum Kum Khanna   +22 more
wiley   +1 more source

YAP1‐Driven Pathogenic Fibro‐Adipogenic Progenitors Secrete IL‐6 and FGF21 to Mediate Muscle‐Bone Crosstalk and Promote Bone Loss

Advanced Science, EarlyView.
Fibro‐adipogenic progenitors (FAPs) in atrophic muscle undergo YAP1‐driven pathogenic activation, secreting IL‐6 and FGF21 as bone‐catabolic myokines that mediate muscle‐bone crosstalk and promote bone loss. Genetic or pharmacological targeting of this YAP1‐FAP‐myokine axis rescues skeletal deterioration, identifying FAP‐derived myokines as therapeutic
Xiaoyu Cai, Tao Xu, Rui Ma, Weikun Meng, Shutao Gao, Yakefu Abulizi, Alafate Kahaer, Chuanhui Xun, Maierdan Maimaiti, Rui Cao, Weidong Liang, Polati Maimaiti, Qiang Deng, Jun Sheng, Ting Wang, Mingchong Liu, Weibin Sheng   +16 more
wiley   +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, Zhongguo Ren, Yiliang Lin, Xianfeng Xia, Tianlong Li, Kai Fung Chan, Philip Wai Yan Chiu, Wei Peng Yong, Mengmeng Sun   +8 more
wiley   +1 more source

Value-at-Risk versus Non-Value-at-Risk Traders [PDF]

In the paper, I simulate the games with a joint presence of 95% VaR-rule and return-rule groups of agents in the game. Simulations highlighted the level of omniscience, next being the rule, which agents follow at the decision-making, and the third the ...
Steinbacher, Matjaz
core  

CLRe: A Synergistic Dual‐Engine Framework for One‐Step Retrosynthesis Prediction

Advanced Science, EarlyView.
CLRe uses a contrastive difficulty score to order pretrained seq2seq fine‐tuning for retrosynthesis. Reaction embeddings define the ranking score, and a cumulative easy‐to‐hard schedule expands from the easiest subset to the full training set while earlier examples remain active.
Tianhao Su, Xitao Wang, Musen Li, Guanhua Qin, Shunbo Hu, Tong‐Yi Zhang   +5 more
wiley   +1 more source