Results 71 to 80 of about 160,958 (306)

Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools [PDF]

The recent financial crisis raised awareness of the need for a framework for conducting macroprudential policy. Identifying as early as possible and addressing the buildup of endogenous imbalances, exogenous shocks, and contagion from financial markets ...
Francisco Nadal de Simone, Xisong Jin
core  

A reduced-form intensity model containing noise interference

Systems Science & Control Engineering, 2019
OTC financial derivatives are non-standardized face-to-face financial contracts its trading environment is characterized by less information, information disclosure may be distorted, and no exchange protection. It results in asymmetric information on the
Dong-wei Shi, Dong-e Bao, Liang Wu
doaj   +1 more source

Optional Defaultable Markets

Risks, 2017
The paper deals with defaultable markets, one of the main research areas of mathematical finance. It proposes a new approach to the theory of such markets using techniques from the calculus of optional stochastic processes on unusual probability spaces ...
Mohamed N. Abdelghani, Alexander V. Melnikov   +1 more
doaj   +1 more source

Paternal Circadian Disruption Impairs Offspring Cognition via Sperm microRNAs

Advanced Science, EarlyView.
Paternal circadian disruption remodels the sperm small RNA payload, elevating miR‐92a‐3p/miR‐25‐3p levels and perturbing early embryonic gene regulatory programs. Microinjection experiments and single‐embryo transcriptomics reveal sex‐specific developmental vulnerabilities, ultimately impairing offspring hippocampal synaptic plasticity and cognition ...
Kexin Zou, Sisi Luo, Binliang Tang, Zhiqiang Liu, Yuchuan Zhou, Yicong Meng, Zhengmu Wu, Zheng Sun, Weihui Shi, Jianzhong Sheng, Chuanjin Yu, Zhenhua Li, Siyi Wei, Mo Zhang, Yujie Luo, Jing Yan, Xueyun Qin, Jiahang Mo, Chengliang Zhou, Jinsong Li, Hefeng Huang, Yifu Ding, Guolian Ding   +22 more
wiley   +1 more source

Machine Learning for Green Solvents: Assessment, Selection and Substitution

Advanced Science, EarlyView.
Environmental regulations have intensified demand for green solvents, but discovery is limited by Solvent Selection Guides (SSGs) that quantify solvent sustainability. Training a machine learning model on GlaxoSmithKline SSG, a database of sustainability metrics for 10,189 solvents, GreenSolventDB is developed. Integrated with Hansen solubility metrics,
Rohan Datta, Janhavi Nistane, Abhishek Sose, Harikrishna Sahu, Rampi Ramprasad   +4 more
wiley   +1 more source

eQTL Meta‐Analysis Reveals Conserved and Population‐Specific Regulatory Variation Underlying Nutritional Trait Evolution and Domestication in Tomato

Advanced Science, EarlyView.
A comprehensive meta‐analysis of expression quantitative trait loci (eQTLs) across five diverse tomato populations reveals a high‐resolution atlas of transcriptional regulation and uncovers conserved and population‐specific regulatory architectures underlying fruit nutritional quality traits, including flavonoids, sugars, organic acids, carotenoids ...
Jiantao Zhao, Xin Wang, Jing Zhang, Ryan McQuinn, Je Min Lee, Itay Gonda, Ari Feder, Yimin Xu, Baike Wang, Qinghui Yu, Denise M. Tieman, Sanwen Huang, Harry Klee, James J. Giovannoni, Zhangjun Fei   +14 more
wiley   +1 more source

Credit Risk and Real Capital: An Examination of Swiss Banking Sector Default Risk Using CVaR [PDF]

The global financial crisis (GFC) has placed the creditworthiness of banks under intense scrutiny. In particular, capital adequacy has been called into question.
David E Allen, Robert Powell
core  

ESTIMATION OF THE PROBABILITY OF DEFAULT BASED ON RELEVANT ECONOMIC AND FINANCIAL INDICATORS [PDF]

Annals of the University of Oradea: Economic Science, 2017
The credit risk is one of the main banking activity risks, with direct impact on the bank performance. Approaches based on internal rating models introduced by the Basel II agreement allow banks to use their own estimates for credit risk quantification ...
Istrate Luminita Gabriela, Ionescu Bogdan Stefan   +1 more
doaj  

Tumor‐Derived LAMB3 Drives Immunosuppressive LRRC15+ Fibroblast Formation During Pancreatic Ductal Adenocarcinoma Development

Advanced Science, EarlyView.
A single‐cell atlas of pancreatic ductal adenocarcinoma development reveals progressive ductal‐fibroblast‐immune crosstalk. Tumor‐derived LAMB3 drives the formation of immunosuppressive LRRC15+ fibroblasts through the ITGB1/FAK/MAPK/FOSL2 signaling. Glycolytic reprogramming upregulates LAMB3 and correlates with LRRC15+ fibroblast enrichment.
Xuqing Shi, Hangqi Liu, Jianru Sun, Xiaoding Liu, Xinping Jv, Longyun Chen, Yuhan Zhang, Hui Zhang, Xudong Xing, Ruiyu Li, Xinyi Ke, Jun Wang, Xianglin Yin, Bohan Liu, Qixian Liu, Yuan Wang, Junliang Lu, Shiyi Liu, Junyi Pang, Yumeng Cai, Menghua Dai, Fan Bai, Huanwen Wu, Zhiyong Liang   +23 more
wiley   +1 more source

Prediction of default probability for construction firms using the logit model

Journal of Civil Engineering and Management, 2014
Recently, the high incidence of construction firm bankruptcies has underlined the importance of forecasting defaults in the construction industry. Early warning systems need to be developed to prevent or avert contractor default; additionally, this ...
H. Ping Tserng, Po-Cheng Chen, Wen-Haw Huang, Man Cheng Lei, Quang Hung Tran   +4 more
doaj   +1 more source