Results 61 to 70 of about 44,115,319 (295)

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  

DigiChrom: A Domain Ontology for Semantic Representation of Trivalent Chromium Platings and Its Large Language Model‐Based Alignment With Multiple Mid‐Level Ontologies

Advanced Engineering Materials, EarlyView.
Digitalizing electroplating requires both domain knowledge and interoperability. This work introduces PlatOn, a domain ontology for trivalent chromium plating and coating characterization, and a hybrid pipeline that aligns it to a mid‐level reference ontology by combining eight similarity metrics with language model reasoning. Expert‐validated mappings
Janik Harter, Elena Garcia Trelles, Christoph Schweizer, Thomas Seifert, Christoph Baumer, Mahmoud Elkady, Katja Feige, Daniel Grimme, Edgar Hoffmann, Andreas Waibel, Anke Walter   +10 more
wiley   +1 more source

Materials‐Driven Additive Manufacturing for Electrical Machines: Qualification‐Oriented Design Beyond Geometric Freedom

Advanced Engineering Materials, EarlyView.
This perspective reframes additive manufacturing for electrical machines as a qualification‐limited materials and architecture design problem. It links process–structure–property–performance relationships to magnetic, conducting, dielectric, and thermal property windows, highlighting where AM can enable segmented magnetic circuits, permanent magnet ...
Dénes Fodor, Loránd Szabó
wiley   +1 more source

Spatial Control of Light‐Responsive Proteins and Optogenetics Within Hydrogels via Volumetric Bioprinting

Advanced Materials, EarlyView.
Spatiotemporal control over cell behavior within bioprinted constructs remains a key challenge in biofabrication. Volumetric bioprinting using multi‐wavelength light sources permits to activate light‐sensitive intracellular proteins as well as optogenetic gene and protein expression circuits in bioprinted cells, in addition to enabling fast printing of
Davide Ribezzi, Pere Català, Gabriel Größbacher, Paulina Nuñez Bernal, Olaf Nijssen, Sammy Florczak, Wilco Nijenhuis, Nuria Crusellas‐Villorbina, Bram Nijhoff, Paul Delrot, Jos Malda, Andreas Hierholzer, Martin Fussenegger, Lukas C. Kapitein, Riccardo Levato   +14 more
wiley   +1 more source

A Constraint‐Based Analytical Framework for Design‐Space Analysis and Material Screening of Tubular Multilayer Dielectric Elastomer Pumps for Extracorporeal Circulatory Applications

Advanced Materials Technologies, EarlyView.
A constraint‐based analytical framework maps the coupled effects of material properties, structural parameters, and operating conditions in tubular dielectric elastomer pumps for extracorporeal circulatory applications. The approach defines performance boundaries through mechanical, electrical, and hydraulic constraints and identifies feasible design ...
Yan Zhang, Amine Benouhiba, Yoan Civet, Yves Perriard   +3 more
wiley   +1 more source

Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation

Risks, 2019
In this paper, the generalized Pareto distribution (GPD) copula approach is utilized to solve the conditional value-at-risk (CVaR) portfolio problem.
Nader Trabelsi, Aviral Kumar Tiwari
doaj   +1 more source

A new Bayesian method for estimation of value at risk and conditional value at risk

Empirical Economics
Abstract Value at Risk (VaR) and Conditional Value at Risk (CVaR) have become the most popular measures of market risk in Financial and Insurance fields. However, the estimation of both risk measures is challenging, because it requires the knowledge of the tail of the distribution. Therefore, Extreme Value Theory initially seemed to be one of
Jacinto Martín, M. Isabel Parra, Mario M. Pizarro, Eva L. Sanjuán   +3 more
openaire   +3 more sources

RISK BALANCING STRATEGIES IN THE FLORIDA DAIRY INDUSTRY: AN APPLICATION OF CONDITIONAL VALUE AT RISK [PDF]

Legislation has prompted changes in milk price volatility. Milk price volatility impacts the producer's exposure to business risk which is compound by the firms financial risk. Financial risk is a function of the firms capital structure. In the short run
Zylstra, Michael J., Uryasev, Stanislav, Kilmer, Richard L.   +2 more
core  

Continual Learning for Multimodal Data Fusion of a Soft Gripper

Advanced Robotics Research, EarlyView.
Models trained on a single data modality often struggle to generalize when exposed to a different modality. This work introduces a continual learning algorithm capable of incrementally learning different data modalities by leveraging both class‐incremental and domain‐incremental learning scenarios in an artificial environment where labeled data is ...
Nilay Kushawaha, Egidio Falotico
wiley   +1 more source

Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model

, 2012
This study develops a new conditional extreme value theory-based model (EVT) combined with the NIG + Jump model to forecast extreme risks. This paper utilizes the NIG + Jump model to asymmetrically feedback the past realization of jump innovation to the ...
Ze-To, S.
core   +1 more source