Results 81 to 90 of about 88,321 (214)
Measuring market risk using extreme value theory [PDF]
The adoption of Basel II standards by the Bangko Sentral ng Pilipinas initiates financial institutions to develop value-at-risk (VaR) models to measure market risk.
Mapa, Dennis S., Suaiso, Oliver Q.
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Interdisciplinary Medicine, EarlyView.Organoids and organ‐on‐a‐chips are advancing reproductive system research. In the female reproductive system, applications include cancer organoid models, placental chips, and hormone simulation models. For the male reproductive system, research focuses on drug resistance mechanisms, co‐culture platforms, and infertility studies. These refined in vitro
Hongqi Zhang +6 more
wiley +1 more source
Energies, 2020 The electronic voltage transformer (EVT) has received much attention with the recent global trend to establish smart grids and digital substations. One of the main issues of the EVT is the deterioration of its performance with long-term operation which ...
Zhenhua Li +5 more
doaj +1 more source
The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets. [PDF]
In the following paper the authors start with a review of theoretical elements of extreme value theory (evt). In the empirical section of this study they consider five mature markets, nine Asian, six Eastern European, and seven Latin American emerging ...
Jondeau, E., Rockinger, M.
core
Rolling window VaR: an EVT approach
Virgil Madgearu Review of Economic Studies and Research, 2020 In this study, a method of estimating value-at-risk is proposed. This method combines elements of extreme value theory (EVT), the APARCH model (Ding et al. 1993) and the rolling window method. The research was conducted using 20 stock market indexes worldwide during 2006-2019.
openaire +1 more source
Strategic Change, EarlyView.ABSTRACT Despite the importance of individuals' data‐driven mindset (DDM) in the digital transformation triggered by analytics and artificial intelligence (AI) in organizations, research on this concept remains scant. This study addresses this gap by conceptualizing DDM and shedding light on its antecedents and outcomes.
Minh Tay Huynh +2 more
wiley +1 more source
Journal of the American Heart Association: Cardiovascular and Cerebrovascular DiseaseBackground There is limited evidence regarding outcomes of endovascular thrombectomy (EVT) in patients with acute ischemic stroke after cardiac surgery (CS).
Xin Tong +5 more
doaj +1 more source
The Kaohsiung Journal of Medical Sciences, EarlyView.ABSTRACT Preeclampsia (PE) is an obstetric disease that is characterized by reduced migration and invasion of placental trophoblast cells. Here, the effects of the E3 ubiquitin ligase UBE3A on the migration and invasion of trophoblast cells were evaluated.
Xiu‐Jun Li +5 more
wiley +1 more source
Environmental Toxicology, EarlyView.ABSTRACT Exposure to mono(2‐ethylhexyl) phthalate (MEHP) during pregnancy has been associated with adverse pregnancy and birth outcomes characterized by extravillous trophoblast (EVT) abnormal function. Previous reports have suggested that MEHP can activate the PI3K/AKT pathway in EVT cells, a pathway known to regulate inflammation and angiogenesis in ...
Luis Daniel Martínez‐Razo +5 more
wiley +1 more source
The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance [PDF]
Estimating financial risk is a critical issue for banks and insurance companies. Recently, quantile estimation based on Extreme Value Theory (EVT) has found a successful domain of application in such a context, outperforming other approaches.
Davide Ferrari, Sandra Paterlini
core +3 more sources