Results 61 to 70 of about 9,555 (255)

Expected Shortfall Reliability—Added Value of Traditional Statistics and Advanced Artificial Intelligence for Market Risk Measurement Purposes

Mathematics, 2021
The Fundamental Review of the Trading Book is a market risk measurement and management regulation recently issued by the Basel Committee. This reform, often referred to as “Basel IV”, intends to strengthen the financial system.
Santiago Carrillo Menéndez, Bertrand Kian Hassani   +1 more
doaj   +1 more source

Five‐Year Disease Progression in Synuclein Seeding Positive Sporadic Parkinson's Disease

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To provide a comprehensive description of disease progression in synuclein seeding assay (SAA) positive sporadic Parkinson Disease participants, using Neuronal Synuclein Disease integrated biological and functional impairment staging framework.
Paulina Gonzalez‐Latapi, Caroline Gochanour, Seung Ho Choi, Hyunkeun Cho, Chelsea Caspell‐Garcia, Christopher Coffey, Michael Brumm, David‐Erick Lafontant, Yuge Xiao, Thomas Tropea, John Seibyl, Caroline Tanner, Charles S. Venuto, Karl Kieburtz, Lana M. Chahine, Kathleen L. Poston, Andrew Siderowf, Kenneth Marek, Tanya Simuni, The Parkinson's Progression Markers Initiative   +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

A Prospective Study of Individuals at Risk of Multiple Sclerosis Informs the Design of Primary Prevention Studies

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective In multiple sclerosis, the optimal time for deploying a therapeutic intervention is before the central nervous system is damaged; given the success of trials treating the earliest stage of MS, the radiologically isolated syndrome, developing primary prevention strategies is an important next challenge.
Amy W. Laitinen, Ceren Tozlu, Tina Roostaei, Fatoumata Diallo, Kaho Onomichi, Jiyeon Son, Zongqi Xia, Philip L. De Jager   +7 more
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 spaces

Applied Mathematical Sciences, 2014
This paper is devoted on the case where a norm on some space of random variables is defined by a coherent risk measures. We deduce that a Banach lattice norm is defined through Expected and Adjusted Expected Shortfall on L1.
openaire   +1 more source

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

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  

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