Results 51 to 60 of about 148,735 (300)

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

Evaluation of Systemic Risk and Spillover of Index Volatilities of Different Industry Groups in Tehran Stock Exchange [PDF]

Mathematics and Modeling in Finance
The expansion of communications between active industries and companies in different industry groups on the Tehran Stock Exchange has caused that, in the event of volatility in an industry index, this volatility can spread like a domino to other industry
Mehdi Mohammad pour, Majid Zanjirdar, Peyman Ghafari Ashtiani   +2 more
doaj   +1 more source

Gauging risk with higher moments : handrails in measuring and optimising conditional value at risk [PDF]

, 2009
The aim of the paper is to study empirically the influence of higher moments of the return distribution on conditional value at risk (CVaR). To be more exact, we attempt to reveal the extent to which the risk given by CVaR can be estimated when relying ...
Maurer, Raimond H., Vo, Huy Thanh, Maurer, Raimond, Bugár, Gyöngyi   +3 more
core  

3D Printing Innovations in Polymeric Porous and Patterned Architecture

Advanced Functional Materials, EarlyView.
Polymeric foams occupy a unique structural space between dense solids and open networks, where engineered void fraction governs mechanical compliance, thermal resistance, and mass transport. Additive manufacturing now enables precise spatial control over cellular architecture, unlocking designer foam structures across applications spanning crash ...
Dhanush Patil, Sri Vaishnavi Thummalapalli, Clarissa Westover, Arunachalam Ramanathan, M. Taylor Sobzcak, Roumika Patil, Qixuan Xiang, Tiantian Li, Sui Yang, Timothy E. Long, Hongyue Sun, Xianqiao Wang, Yang Liu, Kenan Song   +13 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

Advancing Lithium–Oxygen Batteries: Pioneering Cathode Catalyst Innovation and Artificial Intelligence‐Driven Design Paradigms

Advanced Materials, EarlyView.
This review summarizes the principles and challenges of nonaqueous lithium‐oxygen batteries and recent advances in cathode catalysts, including carbon‐based materials, metals, oxides, sulfides, nitrides, carbides, and redox mediators. It highlights emerging design strategies and artificial intelligence‐driven approaches, emphasizing data‐assisted ...
Yuqing Yao, Chongyang Hao, Karol Viviana Mejia‐Centeno, Malik Dilshad Khan, Shang Wang, Longqiu Li, Yanhong Tian, Andreu Cabot, Qing Sun   +8 more
wiley   +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

On the Generalization and Robustness in Conditional Value-at-Risk

CoRR
Conditional Value-at-Risk (CVaR) is a widely used risk-sensitive objective for learning under rare but high-impact losses, yet its statistical behavior under heavy-tailed data remains poorly understood. Unlike expectation-based risk, CVaR depends on an endogenous, data-dependent quantile, which couples tail averaging with threshold estimation and ...
Dinesh Karthik Mulumudi, Piyushi Manupriya, Gholamali Aminian, Anant Raj   +3 more
openaire   +2 more sources

Interface‐Engineered Binary Framework Composites: Advancing Porous Materials for Precision Medicine

Advanced Materials Interfaces, EarlyView.
Binary framework composites integrate two complementary porous architectures into a unified platform, enabling multifunctional design, enhanced structural tunability, and improved physicochemical performance. By combining high surface area, ordered porosity, interfacial synergy, and versatile functionalization, these hybrid materials offer new ...
Navid Rabiee, Mohammad Rabiee, Mohammad Akrami‐Hasan‐Kohal, Sidi A. Bencherif   +3 more
wiley   +1 more source

Stable Imitation of Multigait and Bipedal Motions for Quadrupedal Robots Over Uneven Terrains

Advanced Robotics Research, EarlyView.
How are quadrupedal robots empowered to execute complex navigation tasks, including multigait and bipedal motions? Challenges in stability and real‐world adaptation persist, especially with uneven terrains and disturbances. This article presents an imitation learning framework that enhances adaptability and robustness by incorporating long short‐term ...
Erdong Xiao, Yinzhao Dong, Ji Ma, Peng Lu   +3 more
wiley   +1 more source