Results 141 to 150 of about 2,224,639 (290)

Finite-Sample Conformal Risk Bounds for Joint Value-at-Risk and Expected-Shortfall Forecasting Under Non-Exchangeable Financial Time Series

Mathematics
Financial tail-risk observations are non-exchangeable: serial dependence and regime shifts make their joint law depend on the time ordering, invalidating the exchangeability that standard conformal guarantees assume, and expected shortfall is not ...
Yuxin Ye, Xuhua Qiu, Kunjie Zhu, Miltos Ladikas   +3 more
doaj   +1 more source

A Shortfall in Investor Expectations of Leveraged Tokens

Leveraged tokens (LVTs) are emerging crypto-assets primarily issued by centralized exchanges. The concept is borrowed from leveraged ETFs (LETFs) in traditional financial markets, which offer higher gains (and higher losses) relative to price movements in the underlying asset.
Rahimian, Reza, Clark, Jeremy
openaire   +4 more sources

Backtesting Expected Shortfall : A qualitative study for central counterparty clearing

, 2022
Within Central Counterparty Clearing, the Clearing House collects Initial Margin from its Clearing Members. The Initial Margin can be calculated in many ways, one of which is by applying the commonly used risk measure Value-at-Risk.
Markgren, Albin, Berglund, Emil
core  

Human iPSC‐Derived Tissue‐Engineered Nigrostriatal Pathway for Chronic Restoration of Dopaminergic Axon Tracts in a Rat Parkinson's Model

Advanced Healthcare Materials, EarlyView.
Inspired by conventional cell therapy and emerging bioengineering approaches, the tissue‐engineered nigrostriatal pathway (TE‐NSP) has an anatomically‐inspired design comprising a population of human dopaminergic neurons with unidirectional, long‐projecting axon tracts.
Wisberty J. Gordián‐Vélez, Dimple Chouhan, Kevin D. Browne, James Lim, Saarang P. Karandikar, Rodrigo A. España, John E. Duda, H. Isaac Chen, D. Kacy Cullen   +8 more
wiley   +1 more source

Expected Shortfall Panel Regression

Expected Shortfall (ES) is a coherent measure of tail risk that captures the average loss beyond a quantile threshold. Despite the growing literature on ES regression conditional on covariates, no existing work considers ES modeling in panel data settings where both cross-sectional and temporal dependencies are present.
Hou, Yujie, Kong, Xinbing, Wang, Yalin, Wu, Bin   +3 more
openaire   +2 more sources

Topically Delivered Treg‐Attracting Microparticle‐Hydrogel Composites Recruit Regulatory T Cells and Limit Cardiac Injury After Severe Ischemia

Advanced Healthcare Materials, EarlyView.
CCL22‐releasing PLGA microparticles (MP) suspended in topically applied hydrogels (HEART) establish a sustained chemokine gradient at the injured myocardium. HEART recruits CCR4+ regulatory T cells, reduces infarct size and graft fibrosis, and improves cardiac function.
Matthew A. Borrelli, Alexis T. Reese, Jordan J. P. Warunek, Betsy Ann Varghese, Canxing Lin, Jeffery J. Baust, Brenda McMahon, Steven R. Little, Hēth R. Turnquist   +8 more
wiley   +1 more source

Nonparametric Expectile Shortfall Regression for Complex Functional Structure

Entropy
This paper treats the problem of risk management through a new conditional expected shortfall function. The new risk metric is defined by the expectile as the shortfall threshold.
Mohammed B. Alamari, Fatimah A. Almulhim, Zoulikha Kaid, Ali Laksaci   +3 more
doaj   +1 more source

Regulating Phase Evolution and Crystallization Dynamics Enables Low Open‐Circuit Voltage Deficit in Wide‐Bandgap Cu2ZnSnS4 Solar Cells

Advanced Materials, EarlyView.
Bilayer composition‐modulated sulfurization (BCMS) regulates Cu redistribution in solution‐processed Cu2ZnSnS4, suppressing Cu2SnS3 and favoring the direct transformation pathway, while transforming the crystallization from surface‐dominated growth to a more synchronized process.
Hang Geng, Jingwen Cao, Jialiang Huang, Ao Wang, Zuoyun Wang, Xiaojie Yuan, Yidong Liu, Chenghan Zhao, Jialin Cong, Kaiwen Sun, Xiaojing Hao   +10 more
wiley   +1 more source

and Expected Shortfall

, 2002
This paper presents analytical solutions to the problem of how to calculate sensible VaR (Value-at-Risk) and ES (Expected Shortfall) contributions in the CreditRisk + methodology.
Ubs Ag, Re Kurth, Deutsche Bundesbank, Dirk Tasche   +3 more
core  

Programmable Microgel Degradation in Dynamic Granular Hydrogels Guides Extracellular Matrix Assembly During Tissue Repair

Advanced Materials, EarlyView.
This study reports on the chemical modification of hyaluronic acid to create hydrogels with hydrolytic degradability ranging from 2–28 days. Granular hydrogels that undergo timed degradation to increase porosity enhance cell invasion and provisional ECM remodeling in a muscle injury model, leading to reduced fibrosis and improved regeneration ...
Zhiyuan Chen, Tuba Marjan, Xinyue Lu, Nicole E. Mertens, Keira Vesy, Dean E. Stornello, James F. Markworth, Taimoor H. Qazi   +7 more
wiley   +1 more source