Results 71 to 80 of about 126,314 (289)

Detection of treatment effects by covariate-adjusted expected shortfall

, 2011
The statistical tests that are commonly used for detecting mean or median treatment effects suffer from low power when the two distribution functions differ only in the upper (or lower) tail, as in the assessment of the Total Sharp Score (TSS) under ...
He, Xuming, Hsu, Ya-Hui, Hu, Mingxiu
core   +1 more source

Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation [PDF]

, 2014
To measure the contribution of individual transactions inside the total risk of a credit portfolio is a major issue in financial institutions. VaR Contributions (VaRC) and Expected Shortfall Contributions (ESC) have become two popular ways of quantifying
Masdemont Soler, Josep, Ortiz-Gracia, Luis   +1 more
core   +2 more sources

Clustering Algorithm Reveals Dopamine‐Motor Mismatch in Cognitively Preserved Parkinson's Disease

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To explore the relationship between dopaminergic denervation and motor impairment in two de novo Parkinson's disease (PD) cohorts. Methods n = 249 PD patients from Parkinson's Progression Markers Initiative (PPMI) and n = 84 from an external clinical cohort.
Rachele Malito, Chiara Meneghini, Alice Galli, Luca Gallo, Pierfrancesco Mitrotti, Paola Dimartino, Marianna Inglese, Cinzia Zatti, Alessandro Lupini, Andrea Pilotto, Alessandro Padovani, Micol Avenali, Enza Maria Valente, Cristina Tassorelli, Silvia P. Caminiti   +14 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

Diffusion Spectrum Imaging Maps Early Axonal Loss and a Unique Progressive Signal in Neuronal Intranuclear Inclusion Disease

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To delineate specific in vivo white matter pathology in neuronal intranuclear inclusion disease (NIID) using diffusion spectrum imaging (DSI) and define its clinical relevance. Methods DSI was performed on 42 NIID patients and 38 matched controls.
Kaiyan Jiang, Yixiu Pei, Xiaobao Hu, Ying Xiong, Fang Wang, Yanyan Yu, Min Zhu, Dandan Tan, Meihong Zhou, Daojun Hong, Fuqing Zhou   +10 more
wiley   +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

Expected Shortfall: a natural coherent alternative to Value at Risk

, 2001
We discuss the coherence properties of Expected Shortfall (ES) as a financial risk measure. This statistic arises in a natural way from the estimation of the "average of the 100p % worst losses" in a sample of returns to a portfolio. Here p is some fixed
Acerbi, Carlo, Tasche, Dirk
core   +4 more sources

Forecast Encompassing Tests for the Expected Shortfall [PDF]

SSRN Electronic Journal, 2019
International Journal of Forecasting (2020+, forthcoming)
Dimitriadis, Timo, Schnaitmann, Julie
openaire   +3 more sources

Value of MRI Outcomes for Preventive and Early‐Stage Trials in Spinocerebellar Ataxias 1 and 3

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To examine the value of MRI outcomes as endpoints for preventive and early‐stage trials of two polyglutamine spinocerebellar ataxias (SCAs). Methods A cohort of 100 participants (23 SCA1, 63 SCA3, median Scale for the Assessment and Rating of Ataxia (SARA) score = 5, 42% preataxic, and 14 gene‐negative controls) was scanned at 3T up ...
Thiago J. R. Rezende, Emilien Petit, Young Woo Park, Sophie Tezenas du Montcel, James M. Joers, Jonathan M. DuBois, H. Moore Arnold, Michal Povazan, Ipek Özdemir, Guita Banan, Romain Valabregue, Philipp Ehses, Jennifer Faber, Chiadi U. Onyike, Peter B. Barker, Jeremy D. Schmahmann, Eva‐Maria Ratai, Sub H. Subramony, Thomas H. Mareci, Khalaf O. Bushara, Henry Paulson, Thomas Klockgether, Alexandra Durr, Tetsuo Ashizawa, Christophe Lenglet, Gülin Öz, READISCA Investigators   +26 more
wiley   +1 more source

Modeling System Risk in the South African Insurance Sector: A Dynamic Mixture Copula Approach

International Journal of Financial Studies, 2021
In this paper, a dynamic mixture copula model is used to estimate the marginal expected shortfall in the South African insurance sector. We also employ the generalized autoregressive score model (GAS) to capture the dynamic asymmetric dependence between ...
John Weirstrass Muteba Mwamba, Ehounou Serge Eloge Florentin Angaman   +1 more
doaj   +1 more source