Results 111 to 120 of about 9,183 (262)

Seven Proofs for the Subadditivity of Expected Shortfall

Dependence Modeling, 2015
Embrechts Paul, Wang Ruodu
doaj   +1 more source

Cross-moment interaction in multivariate semi-nonparametric densities for risk forecasting

Financial Innovation
This paper introduces the moment interaction between different assets in the semi-nonparametric modeling of a multivariate distribution. We analyze bivariate portfolios where skewness and kurtosis may interact between different assets, showing that these
Inés Jiménez, Andrés Mora-Valencia, Javier Perote   +2 more
doaj   +1 more source

High-Dimensional Expected Shortfall Regression

Journal of the American Statistical Association
Expected shortfall is defined as the average over the tail below (or above) a certain quantile of a probability distribution. Expected shortfall regression provides powerful tools for learning the relationship between a response variable and a set of covariates while exploring the heterogeneous effects of the covariates.
Shushu Zhang, Xuming He, Kean Ming Tan, Wen-Xin Zhou   +3 more
openaire   +2 more sources

Patient‐Derived 3D Bioprinted Cardiac Organoid Constructs Reveal Key Pathological Features of Duchenne Muscular Dystrophy

Advanced Healthcare Materials, EarlyView.
Patient‐derived cardiac organoids reveal key features of Duchenne muscular dystrophy cardiomyopathy, including apoptosis, oxidative stress, calcium handling defects, and mechanical remodeling. By integrating organoids into alginate–gelatin bioprinted constructs, disease phenotypes are organized into scalable 3D cardiac tissues displaying extracellular ...
Vittoria Marini, Margalida Campaner Socias, Andreas Dimopoulos, Lorenza Rinvenuto, Enrico Pozzo, Diana Stalkopf, Angelo Serafini, Sara Morri, Ashley Wang, Rita La Rovere, Yoke Chin Chai, Sveva Bollini, Geert Bultynck, H. Llewelyn Roderick, Ioannis Papantoniou, Maurilio Sampaolesi   +15 more
wiley   +1 more source

Complement set focus after positive quantifiers: The influence of context

Psychology of Language and Communication
During reading, different cues influence readers’ focus. One of these is natural language quantifiers. Negative quantifiers, such as few (e.g., “Few attended the lecture”), have a complex influence on focus.
Poirier Rachel C., Upadhyay Sri Siddhi N., Klin Celia M.   +2 more
doaj   +1 more source

Bone Healing Around Implants in Normal and Medically Compromised Conditions: Osteoporosis and Diabetes

Advanced Healthcare Materials, EarlyView.
xx xx. ABSTRACT Osseointegration of orthopedic and dental implants is influenced by local and systemic factors, including their physicochemical surface properties and the patient's overall health status. Titanium and its alloys have been a longstanding standard for bone implants due to their innate biocompatibility and mechanical properties.
Dainelys Guadarrama Bello, Fabio Variola, Antonio Nanci   +2 more
wiley   +1 more source

Análise da exposição a perdas dos ETFs brasileiros conforme as técnicas de avaliação de risco de mercado Value at Risk (VaR) e Expected Shortfall (ES)

BBR: Brazilian Business Review, 2014
Os Exchange-traded Funds (ETFs) são, para os investidores, títulos composto s por carteiras que replicam índices do mercado financeiro, mas com a facilidade da negociação de ações.
Getúlio Alves de Souza Mato, Robert Aldo Iquiapaza, Bruno Pérez Ferreira   +2 more
doaj  

An analytic framework for assessing the impacts of physical risk through a (climate-related) expected shortfall

International Review of Economics & Finance
This paper introduces a novel measure, that is the climate-related Expected Shortfall, employing a quadratic damage function to capture the nonlinear effects of global warming on economic losses.
Fabio Piluso, Eugenia Strano, Danilo Ceraso   +2 more
doaj   +1 more source

Mapping the Cerebral Organoid Landscape: A Systematic Review of Preclinical 3D Models in Neuroscience

Advanced Healthcare Materials, EarlyView.
Cerebral organoids are transforming brain research, yet the field remains fragmented. This comprehensive systematic review maps 738 studies published between 2014 and 2024 to uncover trends, gaps, and opportunities across neuroscience. Introducing OrganoidMap—an interactive, open‐access platform to explore and compare models—this work enables ...
Anna Wolfram, Vanessa Arnold, Maik Wolfram‐Schauerte, Anastassiya Moskalchuk, Caroline Trust, Marie Vontz, Mona Scheurenbrand, Vijayasarathy Sampath‐Kumar, Sogand Ahari, Carlos Romero‐Nieto, Lisa Sevenich   +10 more
wiley   +1 more source

Non-parametricbacktesting of expected shortfall

, 2017
Since the Basel Committee on Banking Supervision first suggested a transition to Expected Shortfall as the primary risk measure for financial institutions, the question on how to backtest it has been widely discussed. Still, there is a lack of studies that compare the different proposed backtesting methods.
Edberg, Patrik, Käck, Benjamin
openaire   +1 more source