A study on optimal share pledge rate based on bilateral risk-CVaR of pledgee [PDF]
Heliyon, 2023 This paper proposes the optimal pledge rate model based on the pledgee's bilateral risk-CVaR and dual-objective planning. First, a bilateral risk-CVaR model is constructed, for which a nonparametric kernel estimation method is presented, with a ...
Liang Wang, Xiao Sheng
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Conductivity reactivity index for monitoring of cerebrovascular autoregulation in early cerebral ischemic rabbits [PDF]
BioMedical Engineering OnLine, 2023 Background Cerebrovascular autoregulation (CVAR) is the mechanism that maintains constant cerebral blood flow by adjusting the caliber of the cerebral vessels.
Jia Xu +9 more
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The Effect of Exit Time and Entropy on Asset Performance Evaluation [PDF]
Entropy, 2023 The objective of this study is to evaluate assets’ performance by considering the exit time within the risk measurement framework alongside Shannon entropy and, alternatively, excluding these factors, which can be used to create a portfolio aligned with ...
Mohammad Ghasemi Doudkanlou +2 more
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Decision-Making, Pro-variance Biases and Mood-Related Traits [PDF]
Computational PsychiatryIn value-based decision-making there is wide behavioural variability in how individuals respond to uncertainty. Maladaptive responses to uncertainty have been linked to a vulnerability to mental illness, for example, between risk aversion and affective ...
Wanjun Lin, Raymond J. Dolan
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Stima prospettica delle misure finanziarie e di rischio mediante reti neurali dinamiche: un’applicazione al mercato statunitense [PDF]
Risk Management Magazine, 2021 The purpose of this article is to explain how a technology based on dynamic neural networks is used for prices forecasting in order to calculate risk measures, such as the Expected Shortfall (CVar).
Carlo Decherchi +1 more
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Sustainable Supplier Selection of Refined Products under Risk and Options Contract using Conditional Value at Risk [PDF]
چشمانداز مدیریت صنعتی, 2022 Considering the importance of selecting suppliers based on the dimensions of sustainability in the supply chain, after identifying and selecting sustainability and risk criteria in accordance with Jey Oil Refining Company, by developing a multi-stage ...
Ahmad Reza Karami +2 more
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Zhejiang dianli, 2022 As a physical carrier of energy Internet， integrated energy system can improve energy utilization efficiency. Therefore， its optimal dispatching has attracted extensive attention of scholars all over the world.
YAO Yan +4 more
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Vplyv COVID-19 a konfliktu na Ukrajine na výnos a riziko akcií indexu DJIA
Trendy v podnikání, 2022 Every crisis has an impact on the global economy, on national economies and also causes disruptions in the financial market. Economic theory expects repeated economic crises. In the past, economic crises were mostly a rare phenomenon.
Juraj Pekár, Ivan Brezina, Marian Reiff
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Robust Portfolio Optimization under Interval-valued Conditional Value-at-Risk (CVaR) Criterion in the Tehran Stock Exchange [PDF]
تحقیقات مالی, 2023 Objective Ever since Harry Markowitz's groundbreaking paper on the mean-variance model was published in 1952, numerous efforts have been dedicated to exploring the applications and advancements of classical models.
Alireza Hamidieh +2 more
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Optimization with multivariate conditional value-at-risk constraints [PDF]
, 2013 For many decision making problems under uncertainty, it is crucial to develop risk-averse models and specify the decision makers' risk preferences based on multiple stochastic performance measures (or criteria). Incorporating such multivariate preference
Noyan, Nilay, Rudolf, Gabor
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