Confidence interval Calculation & Evaluating Markov regime switching Precision for Value-at-Risk Estimation: A Case Study on Tehran Stock Exchange Index (TEDPIX) [PDF]
تحقیقات مالی, 2016 Value at risk is one of the most common risk measures which, considering its dependency on volatility return, uncertainty of volatility prediction models and existing bias in parameter prediction, is subject to bias.
Rasoul Sajjad, Roya Taherifar
doaj +1 more source
Injury Risk Estimation Expertise: Interdisciplinary Differences in Performance on the ACL Injury Risk Estimation Quiz [PDF]
, 2015 Background: Simple observational assessment of movement is a potentially low-cost method for anterior cruciate ligament (ACL) injury screening and prevention.
Cokely, Edward T. +3 more
core +3 more sources
Nonparametric Estimation of Value-at-Risk [PDF]
SSRN Electronic Journal, 2012 A method to estimate an extreme quantile that requires no distributional assumptions is presented. The approach is based on transformed kernel estimation of the cumulative distribution function (cdf). The proposed method consists of a double transformation kernel estimation.
Ramon Alemany +2 more
openaire +3 more sources
An Overview of Risk Estimation Techniques in Risk-based Access Control for the Internet of Things
International Conference on Internet of Things, Big Data and Security, 2017 The Internet of Things (IoT) represents a modern approach where boundaries between real and digital domains are progressively eliminated by changing over consistently every physical device to smart object ready to provide valuable services.
Hany F. Atlam +3 more
semanticscholar +1 more source
Analysis of the Impact of Bankruptcy Risk Estimation on Auditor Conservatism [PDF]
مجله دانش حسابداری, 2020 Objective: Many accounting and auditing variables represent forecasts of future events. Accordingly, decision making under conditions of uncertainty is of fundamental importance in accounting and auditing studies.
Meysam Foroughi Abari +2 more
doaj +1 more source
Management of innovations marketing risks [PDF]
Marketing i Menedžment Innovacij, 2012 In article the essence of innovative risk is considered. It is shown that one of its main components is marketing risk, namely risk that a new commodity or service will not find sufficient demand at the market.
O.I. Laburtseva
doaj
Optimal cross-validation in density estimation with the $L^2$-loss
, 2014 We analyze the performance of cross-validation (CV) in the density estimation framework with two purposes: (i) risk estimation and (ii) model selection.
Celisse, Alain
core +1 more source
Heliyon, 2023 The Risk Estimation of Cardiovascular Disease (CVD) is an important factor for predicting the incidence of cardiovascular events in a given population. This study aimed to assess the knowledge, awareness, and attitude of pharmacists in Jordan regarding ...
Abeer M. Rababa'h +3 more
doaj +1 more source
Kernel alternatives to aproximate operational severity distribution: an empirical application [PDF]
, 2011 The estimation of severity loss distribution is one the main topic in operational risk estimation. Numerous parametric estimations have been suggested although very few work for both high frequency small losses and low frequency big losses.
Di Pietro, Filippo +2 more
core
Tail Asymptotics of Deflated Risks [PDF]
, 2013 Random deflated risk models have been considered in recent literatures. In this paper, we investigate second-order tail behavior of the deflated risk X=RS under the assumptions of second-order regular variation on the survival functions of the risk R and
Hashorva, E., Ling, C., Peng, Z.
core +3 more sources