Results 141 to 150 of about 2,746,744 (357)
Expected shortfall estimators and their use in asset allocation [PDF]
La perdita attesa (Expected Shortfall - ES) è una misura di rischio che prende in considerazione le perdite maggiori del Valore al Rischio (Value at Risk - VaR).
Tanase, Andrei Valentin
core
A new electrochemical system based on a microporous hybrid of carbon nanoplatelets and nanotubes to selectively capture Ni2+ from wastewater is constructed. The system temperature rises rapidly when irradiated with sunlight, which enhances the Ni2+ removal rate by 250% and the selectivity by 53%, and the energy consumption is also reduced by 51 ...
Ziquan Wang +11 more
wiley +1 more source
In this study, the preparation techniques for silver‐based gas diffusion electrodes used for the electrochemical reduction of carbon dioxide (eCO2R) are systematically reviewed and compared with respect to their scalability. In addition, physics‐based and data‐driven modeling approaches are discussed, and a perspective is given on how modeling can aid ...
Simon Emken +6 more
wiley +1 more source
On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall [PDF]
Value-at-risk (VaR) has become a standard measure used in financial risk management due to its conceptual simplicity, computational facility, and ready applicability. However, many authors claim that VaR has several conceptual problems.
Yamai, Yasuhiro, Yoshiba, Toshinao
core
Bio‐based bionic spider silk and spider web are first prepared using polyelectrolyte complexation technique for the simultaneous harvesting of water and triboelectric energy. The advantage of this process lies on entirely bio‐based materials, fully green water‐processable procedures, extremely high production rate (99.36%), excellent fog harvesting ...
Qin Chen +9 more
wiley +1 more source
CAESar: Conditional Autoregressive Expected Shortfall
In financial risk management, Value at Risk (VaR) is widely used to estimate potential portfolio losses. VaR's limitation is its inability to account for the magnitude of losses beyond a certain threshold. Expected Shortfall (ES) addresses this by providing the conditional expectation of such exceedances, offering a more comprehensive measure of tail ...
Gatta, Federico +2 more
openaire +2 more sources
Photothermal, macroporous lignin‐based cryogels are engineered to convert sunlight into low‐grade heat. Integrated as stacked beds in a drum‐type device, a thin copper interlayer transfers waste heat between beds, enabling interlayer heat recovery and continuous solar cycling.
Jie Yan +8 more
wiley +1 more source
A component GARCH model with time varying weights [PDF]
We present a novel GARCH model that accounts for time varying, state dependent, persistence in the volatility dynamics. The proposed model generalizes the component GARCH model of Ding and Granger (1996).
BAUWENS, Luc, STORTI, Giuseppe
core
Hydrocarbon membranes are a greener alternative to PFSA in PEM fuel cells, but degrade rapidly from radical attack. We present a novel strategy using poly(vinylphosphonic acid) (PVPA) as a local radical scavenger. Incorporated as an interfacial barrier, PVPA enhances chemical stability and significantly extends membrane lifetime under accelerated ...
Hendrik Sannemüller +6 more
wiley +1 more source
The repair and regeneration of brain tissue faces both biological and technical challenges. Injectable bioscaffolds offer new opportunities to stimulate tissue regrowth in the brain by recruiting neural stem cells. Here, the translational issues are reviewed that need to be address to advance this promising new therapeutic approach from the bench to ...
Michel Modo, Alena Kisel
wiley +1 more source

