Results 101 to 110 of about 2,224,639 (290)
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To determine whether myelin‐sensitive quantitative MRI reveals microstructural abnormalities in normal‐appearing cortex (NACtx) in myelin oligodendrocyte glycoprotein antibody–associated disease (MOGAD), indicating that conventional MRI underestimates remission residual cortical injury.
Valentina Camera +20 more
wiley +1 more source
The Lambda Value-at-Risk (Lambda-VaR) is a generalization of the Value-at-Risk (VaR), which has been actively studied in quantitative finance. Over the past two decades, the Expected Shortfall (ES) has become one of the most important risk measures alongside VaR because of its various desirable properties in the practice of optimization, risk ...
Bellini, Fabio +3 more
openaire +2 more sources
Natural Frequencies of Levodopa‐Induced Dyskinesia in Parkinson's Disease
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objectives Abnormal involuntary movements, known as dyskinesias, are common complications of levodopa treatment in patients with Parkinson's disease and can significantly impair quality of life. The underlying pathophysiology remains unclear, and current therapeutic options are limited.
Ioannis U. Isaias +3 more
wiley +1 more source
Measuring financial risk : comparison of alternative procedures to estimate VaR and ES [PDF]
We review several procedures for estimating and backtesting two of the most important measures of risk, the Value at Risk (VaR) and the Expected Shortfall (ES).
Esther Ruiz, Maria Rosa Nieto
core
VaR and expected shortfall: a non-normal regime switching framework [PDF]
, 2009 We have developed a regime switching framework to compute the Value at Risk and Expected Shortfall measures. Although Value at Risk as a risk measure has been criticized by some researchers for lack of subadditivity, it is still a central tool in banking
Robert Elliott +7 more
core +1 more source
Gravity‐Dependent Modulation of Downbeat Nystagmus: Insights From Velocity‐Storage Dysfunction
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Downbeat nystagmus varies with head position, a phenomenon termed gravity‐dependent modulation. We aimed to clarify its mechanism using a velocity‐storage model. Methods In 10 patients with downbeat nystagmus due to cerebellar disorders, we recorded eye movements at different pitch‐ and roll‐axis head positions.
Ji‐Hyung Park +5 more
wiley +1 more source
Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall. [PDF]
Ann Oper Res, 2023 Candila V, Gallo GM, Petrella L.
europepmc +1 more source
Expected Shortfall and optimal hedging payoff
Comptes Rendus. Mathématique, 2018 By using variational techniques, we provide an optimal payoff written on a given random variable for hedging – in the sense of minimizing the Expected Shortfall at a given threshold – a payoff written on another random variable. In numerous financially relevant examples, our result leads to optimal payoffs in closed form.
openaire +3 more sources
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To describe long‐term outcomes after anti‐CD20 discontinuation in selected patients with secondary progressive multiple sclerosis (SPMS) who remained without subsequent disease‐modifying therapy (DMT). Methods We retrospectively analyzed data from four centers in Austria and Switzerland.
Ferdinand Otto +12 more
wiley +1 more source
Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets [PDF]
We introduce a new hybrid approach to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high quantiles of return distributions.
Randall Filer, Sasa Zikovic
core