Results 61 to 70 of about 10,042 (256)

Asymptotically efficient estimation of the conditional expected shortfall [PDF]

Computational Statistics & Data Analysis, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
LEORATO, SAMANTHA, PERACCHI, FRANCO, Tanase, AV   +2 more
openaire   +5 more sources

Evolution‐guided yeast complementation reveals functional differences in human PSPH variants

FEBS Open Bio, EarlyView.
Ancient genomes can help guide which human genetic variants are tested experimentally. This study applies that idea to PSPH, a gene involved in serine biosynthesis, and uses high‐throughput yeast complementation to compare variant function. The findings reveal measurable differences among selected alleles and illustrate the value of evolution‐guided ...
Mauricio Campa‐Álvarez, Diana Ascencio, Miguel Vallebueno‐Estrada, Eduardo González‐Orozco, Christian Eduardo Martínez‐Guerrero, Rafael Montiel, Alexander DeLuna   +6 more
wiley   +1 more source

IGF2 knockout reduces but does not abolish osteosarcoma growth in vitro and in vivo

FEBS Open Bio, EarlyView.
To test whether endogenous IGF2 promotes osteosarcoma growth, IGF2 was knocked out in Saos2 cells via CRISPR‐Cas9. KO cells showed reduced proliferation in vitro, and knockout xenografts in mice reached only ~25% of wild‐type tumor volume. Insulin‐like growth factor 2 (IGF2) is implicated in osteosarcoma, but direct functional evidence of its role is ...
Shun Yao, Marco Archetti
wiley   +1 more source

Elevated Connectivity During Language Processing Is Associated With Cognitive Performance in SeLECTS

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Self‐Limited Epilepsy with Centrotemporal Spikes (SeLECTS) is associated with language impairments despite seizures originating in the motor cortex, suggesting aberrant cross‐network interactions. Here we tested whether functional connectivity in SeLECTS during language tasks predicts language performance.
Wendy Qi, Katharine Lee, Kerry C. Nix, Miguel Menchaca, Xiwei Shé, Lorelei Santa Maria, Wei Wu, Zihuai He, Fiona M. Baumer   +8 more
wiley   +1 more source

Expected shortfall and Harell-Davis estimators of value-at-risk

Quantitative Methods in Economics, 2010
The most widely used estimator for the Value-at-Risk is thecorresponding order statistic. It relies on a single historic observation date,therefore it can exhibit high variability and provides little information aboutthe distribution of losses around the
Leszek Gadomski, Vasile Glavan
doaj  

SPG4 and Dementia: Expanding the Clinical Spectrum

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Hereditary spastic paraplegia (HSP) is a group of disorders characterized by progressive spasticity and lower limb weakness, with mutations in SPG4/SPAST being the most common cause. Detailed studies and clinical and molecular comparisons across different populations are missing.
Emanuele Panza, Arun Meyyazhagan, Eliseo Picchi, Gustavo Ribas, Ingrid Faber, Ryosuke Miyamoto, Preethi Basavaraju, Paolo Eusebi, Haripriya Kuchi Bhotla, Mario Stasi, Fabrizio Gaudiello, Francesco Patti, Filippo Maria Santorelli, Marcondes Cavalcante França Jr, José Luiz Pedroso, Orlando Graziani Povoas Barsottini, Hélio Afonso Ghizoni Teive, Peter Henry St George‐Hyslop, Toshitaka Kawarai, Antonio Orlacchio   +19 more
wiley   +1 more source

Asymptotics for the expected shortfall

, 2016
We derive the joint asymptotic distribution of empirical quantiles and expected shortfalls under general conditions on the distribution of the underlying observations. In particular, we do not assume that the distribution function is differentiable at the quantile with strictly positive derivative.
Zwingmann, Tobias, Holzmann, Hajo
openaire   +2 more sources

Relationship Between Neurologic Symptoms and Signs and FMR1 Genotype in Premutation Carriers

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background and Objectives Fragile X‐associated Tremor/Ataxia Syndrome (FXTAS) is the most severe late‐onset condition caused by a premutation in the FMR1 gene, characterized by expanded CGG triplet repeats of 55–200. Clinical presentations of FXTAS, including gait ataxia, kinetic tremor, cognitive decline, and rare Parkinsonism, are linked to ...
Flora Tassone, Freddy Chafota, Miguel E. Rentería, Randi J. Hagerman, Ellery Santos, Anna Atkinson, Nicholas G. Martin, Elsdon Storey, Danuta Z. Loesch   +8 more
wiley   +1 more source

Perbandingan Value at Risk dan Expected Shortfall pada Portofolio Optimal menggunakan Metode Downside Deviation

Jambura Journal of Mathematics
Portfolio formation is one of the strategies that investors can do to get the best results Portfolio formation can use the Downside Deviation method. The optimal portfolio with this method uses downside deviation and sets the return below the benchmark ...
Indah Nugrahaeni, Hendra Perdana, Neva Satyahadewi   +2 more
doaj   +1 more source

Model risk of expected shortfall [PDF]

Journal of Banking & Finance, 2019
In this paper we propose to measure the model risk of Expected Shortfall as the optimal correction needed to pass several ES backtests, and investigate the properties of our proposed measures of model risk from a regulatory perspective. Our results show that for the DJIA index, the smallest corrections are required for the ES estimates built using ...
Emese Lazar, Ning Zhang
openaire   +1 more source