Results 61 to 70 of about 148,735 (300)
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
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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
Computational aspects of minimizing conditional value-at-risk [PDF]
Computational Management Science, 2006 We consider optimization problems for minimizing conditional value-at-risk (CVaR) from a computational point of view, with an emphasis on financial applications. As a general solution approach, we suggest to reformulate these CVaR optimization problems as two-stage recourse problems of stochastic programming. Specializing the L-shaped method leads to a
Mayer, János, Künzi-Bay, Alexandra
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Using CAViaR models with implied volatility for value-at-risk estimation
, 2013 This paper proposes VaR estimation methods that are a synthesis of conditional autoregressive value at risk (CAViaR) time series models and implied volatility.
Jeon, Jooyoung, Taylor, James
core +1 more source
Advanced Robotics Research, EarlyView.Automated poultry processing lines still rely on humans to lift slippery, easily bruised carcasses onto a shackle conveyor. Deformability, anatomical variance, and hygiene rules make conventional suction and scripted motions unreliable. We present ChicGrasp, an end‐to‐end hardware‐software co‐designed imitation learning framework, to offer a ...
Amirreza Davar +8 more
wiley +1 more source
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
Cross‐Scale Hierarchical Targeted Delivery System Based on Small‐Scale Magnetic Robots
Advanced Robotics Research, EarlyView.This article reviews a cross‐scale hierarchical targeted delivery system that integrates magnetic continuum robots and magnetic microrobots. By combining rapid long‐range navigation with precise microscale targeting, the system overcomes key limitations of single‐scale approaches.
Junjian Zhou +4 more
wiley +1 more source
Advanced Science, EarlyView.We demonstrated that high humidity worsened psoriasis relapse in murine psoriasiform skin inflammation by increasing skin‐resident memory CD8+ cells via upregulating IL‐15Rα on keratinocytes. The increases in IL‐15Rα and memory CD8+ cells were attributed to S. nepalensis and its metabolite ADMA in skin exposed to high humidity.
Chun‐Ling Liang +10 more
wiley +1 more source
CVaR in Measuring Sector's Risk on the Croatian Stock Exchange
Business Systems Research, 2018 Background: In this paper the well-known risk measurement method Conditional Value-at-Risk (CVaR) is applied to the Croatian stock market to estimate the risk for 8 sectors in Croatia.
Aljinović Zdravka, Trgo Andrea
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Media Statistika, 2019 Stock is the most popular type of financial asset investment. Before buying a stock, an investor must estimate the risks which will be received. Value at Risk (VaR) is one of the methods that can be used to measure the level of risk.
Mutik Dian Prabaning Tyas +2 more
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