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 +4 more
core
Defining the preadmission factors that modify risk of acute complications, survival and long-term recovery from COVID-19: prospective, longitudinal, multisite, cohort study based in England. [PDF]
Baxendale HE +19 more
europepmc +1 more source
Biomineralization underpins skeletal development, yet its molecular control remains incompletely understood. Using a novel murine knockout model, this study reveals the essential and complementary roles of PHOSPHO1 and TNAP in postnatal skeletal development.
Lucie E. Bourne +15 more
wiley +1 more source
Immune checkpoint inhibition (ICI) reshapes the hippocampal neuroimmune niche. Spatial transcriptomic profiling and human brain histological analyses identify neuroinflammation and altered neuronal and glial programs. Notably, T cell depletion prevents ICI‐driven microglial activation, establishing the T cell–microglia crosstalk axis as a driving ...
Devyani Swami +7 more
wiley +1 more source
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
We discuss linear regression approaches to conditional Value-at-Risk and Average Value-at-Risk (Conditional Value-at-Risk, Expected Shortfall) risk measures.
Chun, So Yeon +2 more
core
From prediction to advising: a multi model approach using NBME subject examinations to inform step 2 CK performance. [PDF]
Boateng B +5 more
europepmc +1 more source
KFO‐Atlas reveals how real‐world aromas are organized as structured mixtures rather than individual molecules. Building on these principles, KFO‐Gen, a generative AI framework, designs perceptually valid aroma formulations and reconstructs meat‐like aromas exclusively from plant‐derived odorants, providing a foundation for mixture‐level studies and AI ...
Jingzhi Zhang +5 more
wiley +1 more source
Forecasting Conditional VaR of the Crude Oil Market Using GARCH-Type Models with Time-Varying High-Order Moments. [PDF]
Zhao S, Yang D, Zhang X.
europepmc +1 more source
Alternate‐day fasting suppresses mitochondrial complex II assembly via SDHAF4 to upregulate hepatocyte eNOS. The resulting nitric oxide S‐nitrosylates ATG7 at C184 in hepatic stellate cells, restraining autophagic flux and preventing their profibrotic activation.
Xueqiang Wang +17 more
wiley +1 more source
Predicting 12- and 24-month documented CKD progression from routine laboratory data: a single-center temporal evaluation. [PDF]
Jin M +7 more
europepmc +1 more source

