Results 71 to 80 of about 690,474 (299)

Conditional Value-at-Risk for General Loss Distributions

SSRN Electronic Journal, 2001
Fundamental properties of conditional value-at-risk, as a measure of risk with significant advantages over value-at-risk, are derived for loss distributions in finance that can involve discreetness. Such distributions are of particular importance in applications because of the prevalence of models based on scenarios and finite sampling.
Department of Mathematics, University of Washington, P.O. Box 354350, Seattle, WA 98195-4350, USA ( host institution ), Rockafellar, R.Tyrrell ( author ), Uryasev, Stanislav ( author )   +2 more
openaire   +2 more sources

Optimizing the CVaR via Sampling [PDF]

, 2014
Conditional Value at Risk (CVaR) is a prominent risk measure that is being used extensively in various domains. We develop a new formula for the gradient of the CVaR in the form of a conditional expectation.
Glassner, Yonatan, Mannor, Shie, Tamar, Aviv   +2 more
core   +1 more source

Gαi1/3 Is a Novel Regulatory Target for RANKL Signal Transduction and Osteoporosis

Advanced Science, EarlyView.
ABSTRACT Osteoporosis, characterized by progressive bone loss and increased fracture risk, is a growing concern as the population ages. Current treatments, though advanced, remain limited, underscoring the necessity for novel therapeutic targets. Recent studies have shown that the immune system plays a key role in osteoporosis, with osteoclasts driving
Chaowen Bai, Mingchao Zhang, Le Liu, Lide Tao, Chenyang Xu, Hao Chai, Xin Shi, Yin Wang, Xiaopei Zhang, Qiong Chen, Dong Liu, Jinyu Bai, Chang She, Xiaozhong Zhou, Cong Cao, Huajian Shan   +15 more
wiley   +1 more source

Assessing systemic risk in Morocco’s banking sector: Conditional value-at-risk approach [PDF]

Banks and Bank Systems
Type of the article: Research Article AbstractSystemic risk in the banking sector poses a major threat to financial stability, particularly in concentrated markets such as Morocco, where the failure of one institution may trigger widespread disruptions.
Soufiane Benbachir, Mohamed Beraich
doaj   +1 more source

Heuristically Adaptive Diffusion‐Model Evolutionary Strategy

Advanced Science, EarlyView.
Building on the mathematical equivalence between diffusion models and evolutionary algorithms, researchers demonstrate unprecedented control over evolutionary optimization through conditional diffusion. By training diffusion models to associate parameters with specific traits, they can guide evolution toward solutions exhibiting desired behaviors ...
Benedikt Hartl, Yanbo Zhang, Hananel Hazan, Michael Levin   +3 more
wiley   +1 more source

Value-at-Risk and Conditional Value-at-Risk Minimization for Hazardous Materials Routing [PDF]

, 2013
This chapter provides fundamentals of value-at-risk and conditional value-at-risk models applied to routing problems in hazardous materials transportation.
Toumazis, Iakovos, Kwon, Changhyun, Batta, Rajan   +2 more
openaire   +1 more source

The Mitochondrial Guardian α‐Amyrin Mitigates Alzheimer's Disease Pathology via Modulation of the DLK‐SARM1‐ULK1 Axis

Advanced Science, EarlyView.
Dietary habits play a key role in chronic diseases, and higher annual consumption of fruit and vegetable may lower risk of dementia. Artificial intelligence predicts the lipid‐like compound α‐Amyrin (αA) from plants with edible peels as a drug candidate against Alzheimer's disease.
Shu‐Qin Cao, Juan Ignacio Jiménez‐Loygorri, Yunguang Qiu, You Jung Kang, Khanh Van Do, Annabel E. Smith, Junjie Huang, Jun‐ping Pan, Lipeng Mao, Ang Li, Hangge Yang, Yahyah Aman, Maria Jose Donate Lagartos, Sofie Hindkjær Lautrup, Anbin Chen, Kristina Xiao Liang, Hailong Zhang, Juan Yi, Xurui Jin, Tin Cho Cheung, Olympia Apokotou, Florentia Papastefanaki, Rebecca Matsas, William A. McEwan, Feixiong Cheng, Hansang Cho, Guobing Chen, Huanxing Su, Konstantinos Palikaras, Oscar Junhong Luo, Qian Hua Zhao, Ding Ding, Cornelia van Duijn, Nektarios Tavernarakis, Patricia Boya, Tewin Tencomnao, Evandro F. Fang   +36 more
wiley   +1 more source

Modelo de valoración de riesgo financiero en la gestión de contratos de suministro de energía eléctrica

Tecnura, 2014
This paper presents a financial risk assessment model for the electrical-energy-sale process trough long-term bilateral contracts. The volatility exhibited by spot prices of electricity in Colombia constitutes one of the aspects of big influence in ...
Mónica Sánchez, Carlos A. Lozano, Diego Manotas   +2 more
doaj  

Estimating Climate Risk Exposure in the U.S. Insurance Sector Using Factor Model and EVT

Mathematics
This study examines the exposure of the U.S. insurance sector to climate-related risks using a two-step approach combining factor modeling and Extreme Value Theory. The analysis first constructs a climate risk factor from transition-sensitive sectors and
Olanrewaju Oluwadamilare Olaniyan
doaj   +1 more source

Fibrates Inhibit PLTP‐induced M2 Macrophage Infiltration and Increase the Sensitivity of Hepatocellular Carcinoma to ICIs

Advanced Science, EarlyView.
Phospholipid transfer protein(PLTP) plays a critical role in forming a complex with kinase A (AURKA) and P65. This interaction facilitates phosphorylation of P65 at Ser536, leading to the activation of the NF‐κB signaling pathway. Ultimately, this leads to the upregulation of downstream cytokines, including IL‐6, IL‐8, and CSF‐1, which promotes M2 ...
Xinyue Liang, Yaning Li, Jianxun Cai, Lisi Luo, Pengfei Yang, Yutong Chen, Jiancong Zhou, Yan Zeng, Jiaping Yu, Weiyu Zhang, Wenzheng Pang, Yufang Li, Chunhua Wen, Jian Li, Linjuan Zeng   +14 more
wiley   +1 more source