Results 81 to 90 of about 4,229,164 (393)

GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies [PDF]

In McAleer et al. (2010b), a robust risk management strategy to the Global Financial Crisis (GFC) was proposed under the Basel II Accord by selecting a Value-at-Risk (VaR) forecast that combines the forecasts of different VaR models.
Michael McAleer, Juan-Ángel Jiménez-Martín, Teodosio Pérez Amaral, Paulo Araújo Santos   +3 more
core   +4 more sources

Extreme value analysis of air pollution data and their comparison between two large urban regions of South America

, 2017
Sixteen years of hourly atmospheric pollutant data (1996–2011) in the Metropolitan Area of Sao Paulo (MASP), and seven years (2005–2011) of data measured in the Metropolitan Area of Rio de Janeiro (MARJ), were analyzed in order to study the extreme ...
L. Martins, C. Wikuats, Mauricio N. Capucim, D. S. Almeida, Silvano Cesar da Costa, T. Albuquerque, V. S. Carvalho, E. Freitas, M. Andrade, J. Martins   +9 more
semanticscholar   +1 more source

Sex Representation in US Stroke Clinical Trials: A Decade of Trends and Challenges

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Stroke remains a major cause of disability and mortality in the US, with significant sex‐based disparities, and females remain underrepresented in stroke clinical trials. We aimed to examine sex representation in US‐based stroke clinical trials, identify trial characteristics associated with higher female enrollment (≥ 50%), and ...
Chaitali Dagli, Mudasir Andrabi, Tova Cohen, Pranali G. Patel, Tapasya Katta, Chen Lin   +5 more
wiley   +1 more source

Extreme Value GARCH modelling with Bayesian Inference [PDF]

Extreme value theory is widely used financial applications such as risk analysis, forecasting and pricing models. One of the major difficulties in the applications to finance and economics is that the assumption of independence of time series ...
Les Oxley, Xin Zhao, Marco Reale, Carl Scarrott   +3 more
core  

Cracking the Code: Genotype–Phenotype Correlation Models in Sarcoglycanopathies

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Sarcoglycanopathies are among the most severe limb‐girdle muscular dystrophies (LGMD), though milder presentations have been described. These diseases are primarily caused by missense variants, but the limited predictability of their effect on protein maturation, complex formation, and transport has hindered reliable genotype ...
Leonela Luce, Goknur Selen Kocak, José Verdú‐Díaz, Jorge Alonso‐Pérez, Kristl G. Claeys, Tanya Stojkovic, Gorka Fernández‐Eulate, Pascal Laforêt, Najoua Miladi, Filipe Di Pace, Cristiane Araujo Martins Moreno, Edmar Zanoteli, Conrad C. Weihl, Volker Straub, Ana Töpf, Jordi Díaz‐Manera, Sarcoglycan European Cohort Consortium, Adele D′Amico, Adolfo López de Munain, Alicia Alonso‐Jiménez, Ana Camacho‐Salas, Andrea Gangfuß, Andrés Nascimento, Anna Sarkozy, Anneke J. van der Kooi, Arturo Fraga‐Bau, Béla Melegh, Benedikt Schoser, Bjarne Udd, Blaz Koritnik, Carlos Ortez, Chiara Marini Bettolo, Chiara Panicucci, Claudia Weiss, Claudio Bruno, Claudio Semplicini, Cristina Dominguez‐González, Cristina Garrido, David Gómez‐Andrés, Edoardo Malfatti, Elena Pegoraro, Elke De Vos, Francina Munell, Gabriele Dekomien, Giacomo Pietro Comi, Giorgio Tasca, Isabelle Richard, Jan L. De Bleecker, Jana Haberlová, Jesper Helbo Storgaard, Johanna Palmio, John Vissing, Juan Carlos de Leon‐Hernández, Kinga Hadzsiev, Laura Costa‐Comellas, Lea Leonardis, Leroy ten Dam, Lidia González‐Quereda, Luca Bello, Luisa Politano, Manuela Santos, Marianne de Visser, Marie Rohlenová, Matteo Garibaldi, Michela Guglieri, Nicolas Deconinck, Nicoline Løkken, Omar Abdel‐Mannan, Pia Gallano, Roberto Fernández‐Torrón, Ulrike Schara‐Schmidt, Vincenzo Nigro, Vittoria Zangaro   +72 more
wiley   +1 more source

Spatial and Temporal Clustering Analysis of Extreme Wave Events around the UK Coastline

Journal of Marine Science and Engineering, 2017
Densely populated coastal regions are vulnerable to extreme wave events, which can cause loss of life and considerable damage to coastal infrastructure and ecological assets. Here, an event-based analysis approach, across multiple sites, has been used to
Victor Malagon Santos, Ivan D. Haigh, Thomas Wahl   +2 more
doaj   +1 more source

Tail risk of hedge funds: an extreme value application [PDF]

, 2007
1.1 Problem description Investors seek to maximise returns and to minimise risk. As risk is man- ageable but returns are not, these objectives can best be achieved through risk measurement/management techniques.
Gawron, Gregor Aleksander
core   +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

A Spatial Risk Analysis of Springtime Daily Minimum Surface Air Temperature Values for Vineyard Site Selection: Applications to Pinot noir Grapevines throughout the Willamette Valley American Viticultural Area

Agronomy
This study introduced the application of concepts and methods from extreme value theory (EVT) to estimate the probability that daily minimum temperatures exceed springtime critical temperature thresholds for Pinot noir buds and young shoots as a function
Brian Skahill, Bryan Berenguer, Manfred Stoll   +2 more
doaj   +1 more source

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