Results 91 to 100 of about 5,859,176 (265)

A Mellin Transform Approach to the Pricing of Options with Default Risk. [PDF]

Comput Econ, 2022
Choi SY, Veng S, Kim JH, Yoon JH.
europepmc   +1 more source

Pricing the Risk of Recovery in Default with APR Violation [PDF]

This paper proposes a simple approach to infer the risk neutral density of recovery rates implied by the prices of the debt securities of a firm. The proposed approach is independent of modeling default arrival rates and allows for the violation of ...
Dilip Madan, Haluk Unal, Levent Güntay
core  

Multimodal Human–Robot Interaction Using Human Pose Estimation and Local Large Language Models

Advanced Robotics Research, EarlyView.
A multimodal human–robot interaction framework integrates human pose estimation (HPE) and a large language model (LLM) for gesture‐ and voice‐based robot control. Speech‐to‐text (STT) enables voice command interpretation, while a safety‐aware arbitration mechanism prioritizes gesture input for rapid intervention.
Nasiru Aboki, Ilche Georgievski, Marco Aiello   +2 more
wiley   +1 more source

Basel II compliant credit risk modelling: model development for imbalanced credit scoring data sets, loss given default (LGD) and exposure at default (EAD)

, 2012
The purpose of this thesis is to determine and to better inform industry practitioners to the most appropriate classification and regression techniques for modelling the three key credit risk components of the Basel II minimum capital requirement ...
Brown, Iain L.J.
core   +1 more source

Short-Term Impact of ESG Performance on Default Risk Under the Green Transition of Energy Sector: Evidence in China

Administrative Sciences
The prevailing view is that ESG performance contributes to corporate financial stability, particularly regarding long-term sustainability objectives.
Yun Gao, Chinonyerem Matilda Omenihu, Sanjukta Brahma, Chioma Nwafor   +3 more
doaj   +1 more source

Implied Default Probabilities and Default Recovery Ratios: An Analysis of Argentine Eurobonds 2000-2002 [PDF]

This paper calculates implied recovery rates and implied default probabilities in a risk neutral setting for Argentine US-Dollar Eurobonds during the Argentine crisis from 2000 to 2002.
Jochen R. Andritzky
core  

Intelligent Sky Guardians (InSkyGuard): An Aerial Robotic Swarm for Autonomous Detection and Entrapment of Rogue Multirotors

Advanced Robotics Research, EarlyView.
Intelligent Sky Guardians (InSkyGuard) is introduced as a four‐drone swarm that autonomously detects, tracks, and safely captures rogue drones using a coordinated net system. Computer vision and leader–follower control architecture enable synchronized enclosure, while integrated failsafes enhance system reliability. Validated through closed‐environment
Joshua Hastings, Levanya Dewanarayana, Iline Shaju, Haider Al‐Wizni, Sampson Marquis, Weicheng Huang, Pooya Sareh   +6 more
wiley   +1 more source

Delving into the Determinants of Default Risk in Savings Groups: Empirical Evidence from Ecuador. [PDF]

Eur J Dev Res, 2022
López-Sánchez P, Urquía-Grande E, Del Campo C, Cancer AL.   +3 more
europepmc   +1 more source

An Empirical Study of Credit Default Swaps [PDF]

We examine the pricing of Asian and non-Asian credit default swaps that traded during the 1997 to 1999 time period. We employ two credit risk models, Duffie and Singleton (1999) and Jarrow and Turnbull (1995).
Antonio Diaz, Frank Skinner
core  

CD9+ B Cells Induce T Follicular Helper Cell Apoptosis to Regulate Germinal Center Regression

Advanced Science, EarlyView.
A unique subset of CD9+ B cells regulates germinal center B (GC‐B) cell regression by inducing T follicular helper (Tfh) cell apoptosis through multiple signaling pathways, such as ALCAM‐CD6. FOXP1 plays a key role in GC‐B cell differentiation. These findings clarify mechanisms of GC degeneration and termination and offer potential targets for adenoid ...
Wenjing Liao, Lijuan Song, Meiqian Xu, Tianhao Liang, Yixuan Chen, Gui Chen, Zaihuan Lin, Huakang Du, Guofei Feng, Zhiming Feng, Qi Zhang, Fan Pan, Saixuan Yang, Xinyin Zhang, Wenxu Peng, Tianlong Li, Zhuoshen Lin, Yabang Chen, Jiayi Liu, Baoxin Peng, Yan Liu, Xing Niu, Ting Li, Chengyu Huang, Ke Mo, Jianlei Xie, Yu Zou, Xiaowen Zhang   +27 more
wiley   +1 more source