Results 201 to 210 of about 2,746,744 (357)

Expected Shortfall Semi-Scale M-Estimator for t-Distributions

, 2023
Shengyu Zhang, R. Douglas Martin
openalex   +1 more source

Risk analysis on agricultural commodity portfolio using Value at Risk (VaR) and Expected Shortfall (ES) based on ARIMA-GARCH

7TH INTERNATIONAL CONFERENCE ON MATHEMATICS: PURE, APPLIED AND COMPUTATION: Mathematics of Quantum Computing, 2022
Ulil Azmi, Galuh Oktavia Siswono, Wawan Hafid Syaifudin, Wisnowan Hendy Saputra, Putu Maharani Anggun Ningtyas   +4 more
semanticscholar   +1 more source

Targeting Itga8 Mitigates Neurogenic Bladder Fibrosis Driven by Trem2⁺ Macrophage‐Derived Fn1 via FAK/RhoA/ROCK Signaling

Advanced Science, EarlyView.
Normal bladders exhibit quiescent fibroblasts/macrophages, whereas neurogenic bladders show acute‐phase Itga8⁺ fibroblast expansion driven by Trem2⁺ macrophage‐secreted Fn1, which activates FAK/RhoA/ROCK signaling, promotes cytoskeletal remodeling, and upregulates pro‐fibrotic genes.
Jiaxin Wang, Siyuan Wang, Lida Ren, Xinqi Liu, Lei Zhang, Peng Hu, Wenchao Xu, Shuaixiang Zheng, Jihong Liu, Qing Ling   +9 more
wiley   +1 more source

Fully-Non-Semiparametric Expected Shortfall Forecasting - The best of...some worlds?

Pit Götz, Joerg Laitenberger
openalex   +1 more source

Computational Challenges for Value-at-Risk and Expected Shortfall: Chebyshev Interpolation to the Rescue?

, 2019
Sascha Wilkens
openalex   +1 more source

Astrocytic PERK Deficiency Drives Prefrontal Circuit Dysfunction and Depressive‐Like Behaviors

Advanced Science, EarlyView.
Chen et al. show that the endoplasmic reticulum (ER) stress sensor PERK is downregulated in prefrontal cortex (PFC) astrocytes in major depressive disorder and in chronic‐stress mouse models. In young mice, astrocyte‐specific PERK loss reduces the synaptogenic cue thrombospondin‐1 (TSP1), leading to synaptic and circuit deficits and depressive‐like ...
Kai Chen, Riya Gupta, Yosuke M. Morizawa, Yu Qin, Xingyu Du, Cynthia Pang, Osama Al‐Dalahmah, Maura B. Dupont, Guang Yang   +8 more
wiley   +1 more source

Robust Expected Shortfall Estimation and Inference for Infinite Variance Time Series

, 2012
Jonathan B. Hill
openalex   +1 more source

Nonparametric estimation of Expected Shortfall

, 2017
The Expected Shortfall is an increasingly popular risk measure in financial risk management. This work seeks to study the asymptotic statistical properties of two nonparametric estimators of Expected Shortfall, under the assumption of dependence in the time series of study.
openaire   +1 more source

A Biomarker‐Driven Ovary–Endometrium Organ‐on‐a‐Chip Mimicking 3D Multicellular Complexity and Menstrual Cyclicity for Predicting Reproductive Toxicity

Advanced Science, EarlyView.
We present a dual‐organ, biomarker‐integrated ovaryendometrium organ‐on‐a‐chip that recapitulates 3D tissue complexity, menstrual cycle dynamics, and hormonal crosstalk. This platform enables real‐time, cell‐typespecific fluorescent readouts of reproductive toxicity using ANGPTL4 and SERPINB2 as early‐response reporters.
Soo‐Rim Kim, Eun‐kyung Min, Choon‐Mi Lee, Chan Hum Park, Byung‐Chul Oh, YunJae Jung, In‐Sun Hong   +6 more
wiley   +1 more source

Estimation of extreme expected shortfall with neural networks

, 2023
Michaël Allouche, Stéphane Girard, Emmanuel Gobet   +2 more
openalex   +1 more source