Results 81 to 90 of about 148,735 (300)

Crisis, Value at Risk, and Conditional Extreme Value Theory via Garch-Jump Model

, 2010
This study develops a new conditional extreme value theory-based model (EVT) combined with the GARCH-Jump model to forecast extreme risks. This paper utilizes the GARCH-Jump model to asymmetrically feed back the past realization of jump innovation to the
Ze-To, S.
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RNA Helicase DDX21 Controls CD4+ T Cell Proliferation and Promotes Inflammatory Bowel Disease via Translational Control

Advanced Science, EarlyView.
ABSTRACT Inflammatory bowel disease (IBD) is characterized by dysregulated T cell responses. RNA helicases, including DExD‐box helicase 21 (DDX21), are pivotal in RNA metabolism, but their role in T cell‐mediated pathology during IBD remains unclear. Here, we demonstrate that DDX21 expression in CD4+ T cells correlates with cell cycle and translation ...
Yujuan Zhang, Chen Kan, Xinhui Yang, Yajuan Hao, Xuemin Cai, Mei Yang, Qianqian Zhang, Zhengting Wang, Ning Jiang, Lei Wang, Hua‐Bing Li, Jing Zhou   +11 more
wiley   +1 more source

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

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

Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. [PDF]

Comput Manag Sci, 2023
Staino A, Russo E, Costabile M, Leccadito A.   +3 more
europepmc   +1 more source

β‐Adrenergic Signaling Promotes Anti‐Tumor Immunity in TP53‐mutant Oral Squamous Cell Carcinoma

Advanced Science, EarlyView.
β‐adrenergic stimulation enhances anti‐tumor immunity in TP53‐deficient oral squamous cell carcinoma by inducing tumor‐derived secretion of CXCL10, which attracts and activates cytotoxic CD8+ T cells. The findings demonstrate that β‐adrenergic signaling alters tumor–immune interactions via CXCL10‐mediated paracrine activation, revealing a neuro‐immune ...
Frederico O. Gleber‐Netto, Deborah Silverman, Tongxin Xie, Shamima Akhter, Nicole R. Vaughn, Adewale Adebayo, Kala Chand Debnath, Shorook Naara, Shajedul Islam, Erik Knutsen, Emily Lorin Ashkin, Simone Anfossi, Sara Leahey, Patrick Hwu, Sebastien Talbot, Erica K Sloan, Robert Saddawi‐Konefka, Roberto Rangel, Jeffrey N. Myers, George A. Calin, Moran Amit   +20 more
wiley   +1 more source

Enhanced Glycolysis‐Driven Histone H3K18 Lactylation Regulates Epileptogenesis by Modulating the E3 Ubiquitin Ligase COP1

Advanced Science, EarlyView.
Neuronal PKM2‐driven glycolysis generates excess lactate that triggers histone H3K18 lactylation (H3K18la), establishing a pathogenic metabolic‐epigenetic axis in epilepsy. Elevated H3K18la enriches the Cop1 promoter, transcriptionally upregulating the E3 ubiquitin ligase COP1, which subsequently drives proteasomal degradation of GABAARβ2 and impairs ...
Yuan Meng, Yanlin Guo, Liumi Jiang, Jing Luo, Yan Liu, Ziwei Yuan, Pingyang Ke, Ran Duan, Fei Xiao   +8 more
wiley   +1 more source

A Method on Solving Multiobjective Conditional Value-at-Risk [PDF]

, 2004
This paper studies Conditional Value-at-Risk (CVaR) with multiple losses. We introduce the concept of α-CVaR for the case of multiple losses under the confidence level vector α. The α-CVaR indicates the conditional expected losses corresponding to the α-VaR. The problem of solving the minimal α-CVaR results in a multiobjective problem (MCVaR). In order
Min Jiang, Qiying Hu, Zhiqing Meng
openaire   +1 more source

GPCRs in CAR‐T Cell Immunotherapy: Expanding the Target Landscape and Enhancing Therapeutic Efficacy

Advanced Science, EarlyView.
Chimeric antigen receptor T cell therapy faces dual challenges of target scarcity and an immunosuppressive microenvironment in solid tumors. This review highlights how G protein‐coupled receptors can serve as both novel targets to expand the therapeutic scope and functional modules to enhance CAR‐T cell efficacy.
Zhuoqun Liu, Yuchen Xiao, Yamin Zhao, Lihe Dai, David J.H. Shih, Shikang Liang, Honglei Tian, Liu Liu, Feng Tian, Bing Liu, Lei Chang, Chao Zhang   +11 more
wiley   +1 more source

Extreme Value Theory and Value at Risk : Application to Oil Market [PDF]

Recent increases in energy prices, especially oil prices, have become a principal concern for consumers, corporations, and governments. Most analysts believe that oil price fluctuations have considerable consequences on economic activity.
Abdelwahed Trabelsi, Vêlayoudom Marimoutou, Bechir Raggad   +2 more
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