Results 51 to 60 of about 44,115,319 (295)

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, Ashish P. Balar, Aidan K. Strother, Subhash Kulkarni, Michael Hughes, Brian Skaug, Maureen D. Mayes, Shervin Assassi, Ali Y. Ayla, Zsuzsanna H. McMahan   +9 more
wiley   +1 more source

Cryptocurrency Market Maturation and Evolving Risk Profiles: A Comparative Analysis of Bitcoin and Ethereum Tail Risk Dynamics

FinTech
This paper examines the market maturation hypothesis in cryptocurrency markets through a three-stage analysis of the evolution of tail risk in Bitcoin (BTC) and Ethereum (ETH).
Oksana Liashenko, Bogdan Adamyk, Oksana Adamyk   +2 more
doaj   +1 more source

Prevalence of Dietary Supplement Use and Potential Medication Interactions Among Adults with Systemic Lupus Erythematosus

Arthritis Care &Research, Accepted Article.
Objective To characterize the prevalence and correlates of dietary supplement use, identify commonly used supplements, and evaluate potential supplement–medication interactions among adults with systemic lupus erythematosus (SLE). Methods We analyzed cross‐sectional data from 451 adults in the Approaches to Positive, Patient‐centered Experiences of ...
Sarah L. Patterson, Russell Ellyson, Jessica Fitzpatrick, Ghizlane Yaakoubi, Bradley Pearce, S. Sam Lim, Jinoos Yazdany, Laura C. Plantinga   +7 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

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

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

Is an Apple an Orange? A Large Language Model Benchmark for Candidate Term Extraction and Subclass Decisions Against Upper Ontologies in Engineering and Materials Science

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, Maximilian Holland, Klaus Drechsler, Johannes Schilp   +3 more
wiley   +1 more source

Ontology‐Aligned Structuring and Reuse of Multimodal Materials Data and Workflows Toward Automatic Reproduction

Advanced Engineering Materials, EarlyView.
Reproduction of stacking fault energy calculations from literature with a semi‐automated large language model‐assisted extraction procedure: extraction of simulation protocol, atomistic structures, computational parameters, and reported results, ontology alignment, knowledge graph construction and, finally, recomputation forvalidation.
Sepideh Baghaee Ravari, Abril Azocar Guzman, Sarath Menon, Stefan Sandfeld, Tilmann Hickel, Markus Stricker   +5 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

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