Results 151 to 160 of about 148,735 (300)

Value at risk models in finance [PDF]

The main objective of this paper is to survey and evaluate the performance of the most popular univariate VaR methodologies, paying particular attention to their underlying assumptions and to their logical flaws.
Manganelli, Simone, Engle, Robert F.
core  

SSR4 sustains Tertiary Lymphoid Structures by Regulation Quality Control of N‐linked Glycosylation During B‐cell Differentiation Into Plasmacyte in Colorectal Cancer

Advanced Science, EarlyView.
SSR4, a TRAP component induced in B cells, governs BAFFR N‐glycosylation via DDOST to sustain NF‐κB signaling, B‐cell differentiation, and TLS maturation. Its loss impairs anti‐tumor immunity, while overexpression improves antibody glycosylation and ADCC, revealing a critical regulator for cancer immunotherapy.
Wei Zhao, Youcai Zhao, Haiyang Li, Bowen Yang, Siyan Lu, Xueting Fu, Caixia Zhang, Yirong Chen, Xiaofeng Bian, Xinghua Ma, Xiaobing Yang, Bin Wang, Yuan Fang, Lulu Yang, Yelin Zhao, Shuli Zhao   +15 more
wiley   +1 more source

Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index [PDF]

Value-at-risk (VaR) is a useful risk measure broadly used by financial institutions all over the world. VaR is popular among researchers, practitioners and regulators of financial institutions. VaR has been extensively used for to measure systematic risk
Iqbal, Javed, Azher, Sara, Ijza, Ayesha
core   +1 more source

mTORC2 Phosphorylation of GSDME‐N Drives Cullin4B‐Mediated Proteasomal Degradation to Suppress Pyroptosis and Confer Radioresistance in Small Cell Lung Cancer

Advanced Science, EarlyView.
Radioresistance severely limits the efficacy of therapies for small cell lung cancer (SCLC). This study reveals a novel mechanism of resistance driven by the active suppression of pyroptosis. Specifically, the mTORC2 complex directly phosphorylates GSDME‐N and promotes its CUL4B‐mediated ubiquitination and proteasomal degradation.
Qing‐qing Xu, Ci‐ming Sun, Sui‐xian Zhang, Rui Li, Chen‐fei Wu, Zai‐shan Lin, Li Li, Run‐zhe Chen, Qi‐wen Li, Yuan‐yuan Chen, Xuan Li, Ming Chen   +11 more
wiley   +1 more source

Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model [PDF]

A resampling method based on the bootstrap and a bias-correction step is developed for improving the Value-at-Risk (VaR) forecasting ability of the normal-GARCH model.
Stefan Mittnik, Marc S. Paolella, Christoph Hartz   +2 more
core  

KRT14 Drives Basal Muscle‐Invasive Bladder Cancer Progression and Lung Metastasis by Directly Binding to and Stabilizing IGF2BP1

Advanced Science, EarlyView.
We identified a Krt14+ Igf2bp1+ bladder cancer population linked to EMT. Mechanistically, KRT14 stabilizes and transports IGF2BP1 to invasive protrusions, initiating a positive feedback loop that drives metastasis and poor outcomes. ABSTRACT Basal‐type muscle‐invasive bladder cancer (BMIBC) is characterized by aggressive metastasis and poor prognosis ...
Shirui Huang, Zhihan Zhou, Qipeng Xie, Zheng Wang, Lijiong He, Yutong Liu, Lijuan Huang, Liuxian Ye, Limeng Hu, Baokun Li, Yang Wang, Xiaohui Hua, Xuelei Liu, Yunping Zhao, Jingxia Li, Jinfei Chen, Guiying Wang, Xian Shen, Wei Chen, Chuanshu Huang   +19 more
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  

Machine Learning‐Driven Prediction of Microplastic Aging Processes and Environmental Risk Assessment Across Multi‐Media Systems

Advanced Science, EarlyView.
This perspective proposes a cohesive machine learning strategy to decode microplastic aging. It advocates for Federated Learning to dismantle global data silos and introduces the TRACE framework (TRansport, Aging, Corona, Ecotoxicity). By integrating physics‐informed modeling with causal discovery, this approach bridges the laboratory‐field gap to ...
Yaping Lyu, Xinran Qiu, Xing Li, Tianhuan Yang, Xuetao Guo, Hao Qiu, Peng Zhang   +6 more
wiley   +1 more source

Value-at-Risk versus Non-Value-at-Risk Traders

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  

Conditional and Dynamic Convex Risk Measures [PDF]

We extend the definition of a convex risk measure to a conditional framework where additional information is available. We characterize these risk measures through the associated acceptance sets and prove a representation result in terms of conditional ...
Kai Detlefsen, Giacomo Scandolo
core