Results 71 to 80 of about 2,224,639 (290)

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

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

Backtesting Expected Shortfall: Accounting for Tail Risk [PDF]

Management Science, 2015
The Basel Committee on Banking Supervision (BIS) has recently sanctioned expected shortfall (ES) as the market risk measure to be used for banking regulatory purposes, replacing the well-known value at risk (VaR). This change is motivated by the appealing theoretical properties of ES as a measure of risk and the poor properties of VaR.
Zaichao Du, Juan-Carlos Escanciano
openaire   +3 more sources

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

Comparing the Effect of Semi‐Immersive Virtual Reality, Computerized Cognitive Training, and Traditional Rehabilitation on Cognitive Function in Multiple Sclerosis: A Randomized Clinical Trial

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Cognitive impairment is a common non‐motor symptom in Multiple Sclerosis (MS), negatively affecting autonomy and Quality of Life (QoL). Innovative rehabilitation strategies, such as semi‐immersive virtual reality (VR) and computerized cognitive training (CCT), may offer advantages over traditional cognitive rehabilitation (TCR ...
Maria Grazia Maggio, Desiree Latella, Lilla Bonanno, Paulo Cezar Rocha dos Santos, Marcos Maldonado‐Díaz, Meir Plotnik, Rosaria De Luca, Angelo Quartarone, Rocco Salvatore Calabrò   +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

Memory and Resting‐State Connectivity in Acute Transient Global Amnesia: A Case–Control fMRI Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background and Objectives Transient global amnesia (TGA) is a striking model of isolated amnesia. While hippocampal lesions are well described, the network‐level mechanisms and the precise neuropsychological profile remain debated. Our objective was thus to characterize functional and neuropsychological correlates of acute TGA and their ...
Elias El Otmani, Emmanuel Barbeau, Béatrice Lemesle, Emilie Milongo‐Rigal, Sophie Fernandez, Sandrine Charpentier, Jean‐François Albucher, Nicolas Raposo, Fabrice Bonneville, Patrice Péran, Jérémie Pariente   +10 more
wiley   +1 more source

Spatial and Volumetric Characteristics of Glioblastoma: Associations With Clinical Presentation and Survival

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective We aim to comprehensively analyze how regional tumor and edema characteristics are associated with clinical presentations and survival outcomes in a large cohort of glioblastoma patients. Methods Patients with IDH‐wildtype glioblastoma who received brain MRI from 2010 to 2023 were included.
Daniel J. Zhou, Marc Jaskir, Julian Gal, Yombe Fonkeu, Christos Davatzikos, MacLean P. Nasrallah, Jose Garcia, Rubo Xing, Stephen J. Bagley, Arati Desai, Richard E. Phillips, Steven Tobochnik, Colin A. Ellis, James J. Gugger, Nishant Sinha, Joel M. Stein, Kathryn A. Davis   +16 more
wiley   +1 more source

MOGAD Is the Most Common Cause of Isolated Optic Neuritis in Children

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objectives The study aimed to characterize the clinical features, etiologies, and outcomes of isolated, first‐time pediatric ON in the post‐MOG‐IgG era. Methods This was a single‐center retrospective cohort study at Texas Children's Hospital of patients diagnosed with first‐time ON between 2018–2024, with follow‐up data collected through 2025.
Chaitanya Aduru, Akansha Chandrasekar, Kyla Blasingame, Jonathan Rosen, Jesse M. Levine, Karla Salazar, Madhuri Chilakapati, Rod Foroozan, Victoria Hardwick, Jonathan M. Yarimi, Nikita Shukla, Timothy E. Lotze, Kristen S. Fisher, Alexander J. Sandweiss   +13 more
wiley   +1 more source

Sex‐Stratified Association of Regional Dopamine Transporter Binding With Disease Progression in Amyotrophic Lateral Sclerosis

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To clarify the clinical relevance of dopamine transporter single‐photon emission computed tomography (DAT‐SPECT) abnormalities in amyotrophic lateral sclerosis (ALS), with a prespecified focus on sex‐stratified associations with disease progression and short‐term prognosis.
Tomoya Kawazoe, Keizo Sugaya, Kentaro Hayashi, Keiko Hino, Yasuhiro Nakata, Kota Bokuda, Toshio Shimizu, Kazushi Takahashi   +7 more
wiley   +1 more source