Results 51 to 60 of about 692,083 (345)

Conditional Value-at-Risk Constraint and Loss Aversion Utility Functions [PDF]

, 2008
We provide an economic interpretation of the practice consisting in incorporating risk measures as constraints in a classic expected return maximization problem.
Andrieu, Laetitia, De Lara, Michel, Seck, Babacar   +2 more
core   +5 more sources

Robust Optimal Power Flow with Wind Integration Using Conditional Value-at-Risk

, 2013
Integrating renewable energy into the power grid requires intelligent risk-aware dispatch accounting for the stochastic availability of renewables. Toward achieving this goal, a robust DC optimal flow problem is developed in the present paper for power ...
Giannakis, Georgios B., Zhang, Yu
core   +1 more source

Virtual or In‐Person: Does It Matter? Comparing Pain, Function, Quality of Life, Self‐Efficacy, and Physical Function Outcomes of Virtual, Hybrid, and In‐Person Education and Exercise Program Participants

Arthritis Care &Research, EarlyView.
Objective This study aimed to determine if program format (in‐person, virtual, or hybrid) results in differences in 3‐month outcomes of pain, function, quality of life, self‐efficacy, and chair stands in a hip/knee osteoarthritis‐management program. Methods A secondary analysis of the Good Life with osteoArthritis in Denmark (GLA:D) Canada database was
Jill Van Damme, Vanina Dal Bello‐Haas, Ayse Kuspinar, Patricia Strachan, Michael Zywiel, James Young, Rhona McGlasson, Lisa C. Carlesso   +7 more
wiley   +1 more source

Interval Optimization In Portfolio Selection with Conditional Value At Risk [PDF]

تحقیقات مالی, 2017
In this paper portfolio selection problem with interval optimization approach is surveyed. CVaR is risk measure. CVaR is the expected loss depending on the chosen confidence level.
Amir Abbas Najafi, Kobra Nopour, Alireza Ghatarani   +2 more
doaj   +1 more source

Physician Referral Patterns to Physical Therapists for Managing Knee Osteoarthritis: A Retrospective Analysis of Electronic Health Records From an Integrated Health System

Arthritis Care &Research, EarlyView.
Objective This study aims to describe the frequency and timing of physician referrals to physical therapists (PTs) and other treatments prescribed over 12 months in patients with recent onset of knee osteoarthritis (KOA). The study also aims to identify determinants of early PT referrals.
Samannaaz S. Khoja, Joel M. Stevans, Gustavo J. Almeida, Clair Smith, Janet K. Freburger   +4 more
wiley   +1 more source

A Hybrid EGARCH–Informer Model with Consistent Risk Calibration for Volatility and CVaR Forecasting

Mathematics
This study proposes a hybrid EGARCH-Informer framework for forecasting volatility and calibrating tail risk in financial time series. The econometric layer (EGARCH) captures asymmetric and persistent volatility dynamics, while the attention layer ...
Ming Che Lee
doaj   +1 more source

Multi-Power Coordinated Optimization Operation Strategy Considering Conditional Value at Risk

发电技术, 2023
In order to achieve carbon peaking and carbon neutrality goals, the power system presents the trend of extensive access of multiple power sources. A multi-power coordination bi-level optimal operation model was proposed.
QIAN Zhonghao, HU Jun, SHEN Sichen, QIN Ting, MA Hanyi, WANG Xiaodong, FENG Caoyi, WEI Zhinong   +7 more
doaj   +1 more source

Remarks on a copula‐based conditional value at risk for the portfolio problem [PDF]

, 2023
Andres Mauricio Molina Barreto, Naoyuki Ishimura   +1 more
openalex   +1 more source

Adipokines and Associations With Incident Osteoporotic Fracture in Patients With Rheumatoid Arthritis

Arthritis Care &Research, EarlyView.
Objective We assessed whether circulating adipokines are associated with incident fractures in patients with rheumatoid arthritis (RA). Methods Three adipokines (adiponectin, leptin, and fibroblast growth factor [FGF]‐21) were measured using banked enrollment serum from participants in a longitudinal RA cohort.
Joshua F. Baker, Bryant R. England, Michael D. George, Hannah Brubeck, Brian Sauer, Aleksander Lenert, Punyasha Roul, Geoffrey M. Thiele, Ted R. Mikuls, Katherine D. Wysham   +9 more
wiley   +1 more source

Optimizing the CVaR via Sampling [PDF]

, 2014
Conditional Value at Risk (CVaR) is a prominent risk measure that is being used extensively in various domains. We develop a new formula for the gradient of the CVaR in the form of a conditional expectation.
Glassner, Yonatan, Mannor, Shie, Tamar, Aviv   +2 more
core   +1 more source