Results 121 to 130 of about 148,735 (300)

Conditional Value at Risk Portfolio With Monte Carlo Control Variates

open access: yesJambura 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   +2 more
doaj   +1 more source

Filtered Extreme Value Theory for Value-At-Risk Estimation

open access: yes
Extreme returns in stock returns need to be captured for a successful risk management function to estimate unexpected loss in portfolio. Traditional value-at-risk models based on parametric models are not able to capture the extremes in emerging markets ...
Yilmazer, Sait   +2 more
core  

Endogenous Engineering Reprograms Extracellular Vesicles for Enhanced Therapeutic Function

open access: yesAdvanced Science, EarlyView.
This review explains how Extracellular vesicles‐producing cells can be endogenously engineered to load therapeutic proteins and nucleic acids. We summarize physiological and genetic strategies that harness native sorting pathways for selective cargo loading.
Jinghui Wang   +10 more
wiley   +1 more source

Engineering Microbial Particles for Next‐Generation Biomedical Platforms

open access: yesAdvanced Science, EarlyView.
Microbe‐derived particles (MDPs), which include extracellular vesicles, outer membrane vesicles, inclusion bodies, polysaccharide particles, and virus‐like particles, represent a rapidly expanding category of bioinspired nanomaterials. With their natural origin, intrinsic biocompatibility, and highly programmable functionality, MDPs serve as a ...
Yuting Li   +7 more
wiley   +1 more source

TopCas: Topology‐Gated Cas12a via DNA‐RNA Chimeric Circular crRNA for Amplification‐Free Nucleic Acid Detection and Conditional Gene Editing

open access: yesAdvanced Science, EarlyView.
The TopCas platform utilizes an engineered DNA‐RNA chimeric circular crRNA to establish topology‐gated control over CRISPR‐Cas12a activity, enabling target‐triggered self‐catalytic amplification (preamplification‐free). This system seamlessly integrates highly sensitive molecular diagnostics with conditionally controlled gene editing, demonstrating ...
Shun Zhang   +7 more
wiley   +1 more source

Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models [PDF]

open access: yes
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  

SETD1A Regulates Glycolysis and Senescence of Nucleus Pulposus Cells via H3K4me3–HELZ2/PPARα‐HIF1α Axis to Drive Intervertebral Disc Degeneration

open access: yesAdvanced Science, EarlyView.
SETD1A is a key epigenetic regulator in NPCs during IDD. In normal NPCs, it sustains H3K4me3–HELZ2/PPARα–HIF1α signaling to maintain glycolytic energy metabolism and proliferation. In degenerated NPCs, reduced SETD1A disrupts this axis, impairing glycolysis and accelerating senescence, highlighting a promising therapeutic target for IDD.
Jiawei Fu   +11 more
wiley   +1 more source

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

open access: yesProceedings of the 2011 Winter Simulation Conference (WSC), 2011
L. Jeff Hong, Guangwu Liu
openaire   +1 more source

Sono‐Mechanogenetics: Linking Ultrasound Physics With Cellular Mechanobiology

open access: yesAdvanced Science, EarlyView.
Sono‐mechanogenetics links ultrasound physics with cellular mechanotransduction to enable noninvasive control of engineered biological systems. Acoustic forces generate distinct deformation modes that activate intracellular signaling pathways, which can be coupled to synthetic gene circuits to regulate diverse cellular functions, including gene ...
Yunjia Qu   +4 more
wiley   +1 more source

Tail Conditional Expectation for vector-valued risks [PDF]

open access: yes, 2006
In his paper we introduce a quantile-based risk measure for multivariate financial positions: the vector-valued Tail-conditional-expectation (TCE). We adopt the framework proposed by Jouini, Meddeb, and Touzi [9] to deal with multi-assets portfolios when one accounts for frictions in the financial market. In this framework, the space of risks formed by
openaire   +2 more sources

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