Results 51 to 60 of about 141,957 (261)
A Hybrid EGARCH–Informer Model with Consistent Risk Calibration for Volatility and CVaR Forecasting
MathematicsThis 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 FinanceThe 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 +2 more
doaj +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Introduction/Objective Acute intracranial stenting during endovascular thrombectomy (EVT) for ischemic stroke requires intraprocedural antiplatelet therapy (APT) to maintain patency. However, the hemorrhagic risk of combining APT with intravenous thrombolysis (IVT) remains uncertain.
Aaron Rodriguez‐Calienes +75 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 +2 more
doaj +1 more source
On the Generalization and Robustness in Conditional Value-at-Risk
CoRRConditional 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 +3 more
openaire +2 more sources
Deep Learning Pose Estimation for Phenotyping of Co‐Occurring Hyperkinetic Movement Disorders
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To explore whether routine outpatient video combined with deep learning‐based pose estimation and clinically interpretable kinematic features can support multi‐label phenotyping of co‐occurring hyperkinetic movement disorders (HMDs).
Laura Cif +17 more
wiley +1 more source
Arthritis Care &Research, EarlyView.People with systemic autoimmune and rheumatic diseases (SARDs) are at higher risk than the general population of experiencing adverse pregnancy and perinatal outcomes such as preeclampsia, intrauterine growth restriction, and maternal and/or fetal death.
Mehret Birru Talabi, Sonya Borrero
wiley +1 more source
The Gut–Heart Axis in Systemic Sclerosis: Evidence From a Large Prospective Early Disease Cohort
Arthritis Care &Research, EarlyView.Objective Cardiac involvement significantly impacts prognosis in systemic sclerosis (SSc), highlighting the need for early risk stratification. Gastrointestinal (GI) symptoms are common and often manifest early. Emerging data suggest a link between GI and cardiac manifestations, possibly through shared mechanisms like dysautonomia.
Francesca R. Di Ciommo +9 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.Building machine‐readable vocabularies for materials science is slow, expert‐driven work. This study benchmarks 13 large language models on two of its first steps: finding candidate terms in engineering articles and deciding where they belong in a class hierarchy.
Thomas Bjarsch +3 more
wiley +1 more source
Conditional Value-at-Risk: Semiparametric estimation and inference [PDF]
Journal of Econometrics, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Chuan-Sheng, Zhao, Zhibiao
openaire +2 more sources