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Engineering Reports, Volume 8, Issue 1, January 2026.TG‐RRNet dynamically models supply chain evolution and detects hidden high‐risk nodes by integrating temporal graph learning, generative anomaly detection, and multimodal cross‐attention, achieving superior risk prediction and robust anomaly detection in complex, evolving supply chain networks.
Pinmeng Li
wiley +1 more source
Unified Physical–Digital Face Attack Detection Challenge: A Review
IET Biometrics, Volume 2026, Issue 1, 2026.Face antispoofing (FAS) technologies play a pivotal role in safeguarding face recognition (FR) systems against potential security loopholes. The biometric community has witnessed significant advancements lately, largely due to the exceptional performance of deep learning architectures and the abundance of substantial datasets.
Junze Zheng +12 more
wiley +1 more source
Digital Twins and Applications, Volume 3, Issue 1, January/December 2026.ABSTRACT To enhance the techno‐economic performance and robustness of multi‐microgrids (MMG) systems, this paper proposes a two‐stage bi‐level collaborative optimisation strategy integrating energy sharing and price incentives. In the day‐ahead stage, the shared energy storage operator (SESO) at the upper level employs conditional Wasserstein ...
Xianghu Cui +4 more
wiley +1 more source
IET Energy Systems Integration, Volume 8, Issue 1, January/December 2026.ABSTRACT The growing penetration of renewable energy sources and the electrification of transportation have introduced significant challenges in power system operations, including renewable intermittency, forecast uncertainties and increased peak demand.
He Huang +5 more
wiley +1 more source
Research on the Hedging of CSI300 Stock Index Future Based on VaR and CVaR Model
SHS Web of Conferences, 2015 Hedging function is one of the most significant functions of stock index futures, and it received extensive public attention. This article set VaR and CVaR as hedging objective function of the hedging model in China and proposed the hedging effect ...
Xu Zijian, Shi Benshan, Zhou Sheng
doaj +1 more source
IET Renewable Power Generation, Volume 20, Issue 1, January/December 2026.This study proposes a multi‐stage stochastic bidding framework for integrated energy refueling stations (IERS) that co‐optimize electricity trading, ancillary‐service provision, battery dispatch, and on‐site hydrogen production/refueling under time‐evolving uncertainties in PV output, market prices, and EV/FCEV demand.
Ximu Liu +8 more
wiley +1 more source
CVaR and Credit Risk Measurement [PDF]
The link between credit risk and the current financial crisis accentuates the importance of measuring and predicting extreme credit risk. Conditional Value at Risk (CVaR) has become an increasingly popular method for measuring extreme market risk.
David E Allen, Robert Powell
core
MathematicsAs a form of long-term asset allocation, pension fund investment necessitates accurate estimation of both asset returns and associated risks over extended time horizons.
Yungao Wu, Yuqin Sun
doaj +1 more source
Linking Simple Economic Theory Models and the Cointegrated Vector AutoRegressive Model: Some Illustrative Examples [PDF]
This paper attempts to clarify the connection between simple economic theory models and the approach of the Cointegrated Vector-Auto-Regressive model (CVAR).
Niels Framroze Møller
core
CVaR sensitivity with respect to tail thickness [PDF]
We consider the sensitivity of conditional value-at-risk (CVaR) with respect to the tail index assuming regularly varying tails and exponential and faster-than-exponential tail decay for the return distribution. We compare it to the CVaR sensitivity with
Fabozzi, Frank J. +2 more
core