Results 121 to 130 of about 28,836,462 (296)
The Extreme Value Theory as a Tool to Measure Market Risk [PDF]
Assessing the extreme events is crucial in financial risk management. All risk managers and financial institutions want to know the risk of their portfolio under rare events scenarios.
Krenar Avdulaj
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Platform, a Journal of EngineeringThis study discusses the application of extreme value analysis (EVA) to evaluate the remaining lifespan of four integral heat exchangers (HEX) at a chemical process plant.
Anne Ting Ai Nee +4 more
doaj
Predictive Value of Composite Inflammatory Markers for Stroke Prognosis: A Prospective Cohort Study
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background Novel composite inflammatory markers' role in stroke prognosis is understudied, and the best predictor is unclear, requiring further exploration. Objectives This study aimed to systematically evaluate the associations of 6 novel composite inflammatory markers on stroke prognosis.
Bing Wu +7 more
wiley +1 more source
Ultimate 100m World Records Through Extreme-Value Theory [PDF]
We use extreme-value theory to estimate the ultimate world records for the 100m running, for both men and women. For this aim we collected the fastest personal best times set between January 1991 and June 2008.
Einmahl, J.H.J., Smeets, S.G.W.R.
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Deep Learning Pose Estimation for Phenotyping of Co‐Occurring Hyperkinetic Movement Disorders
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To explore whether routine outpatient video combined with deep learning‐based pose estimation and clinically interpretable kinematic features can support multi‐label phenotyping of co‐occurring hyperkinetic movement disorders (HMDs).
Laura Cif +17 more
wiley +1 more source
Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators [PDF]
Risk assessments often encounter extreme settings with very few or no occurrences in reality.Inferences about risk indicators in such settings face the problem of insufficient data.Extreme value theory is particularly well suited for handling this type ...
Einmahl, J.H.J., Li, J., Liu, R.Y.
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background Hereditary Spastic Paraplegia (HSP) comprises a group of rare genetic diseases characterized by length‐dependent axonal degeneration of the corticospinal tracts and dorsal columns, whose main clinical feature is spastic gait. Pathogenic variants in the SPG4 gene cause Spastic Paraplegia Type 4 (SPG4‐HSP), the most common form of HSP.
Gaia Fattorini +12 more
wiley +1 more source
Extreme Value at Risk and Expected Shortfall during Financial Crisis [PDF]
This paper investigates Value at Risk and Expected Shortfall for CAC 40, S&P 500, Wheat and Crude Oil indexes during the 2008 financial crisis. We show an underestimation of the risk of loss for the unconditional VaR models as compared with the ...
D. Dupre +3 more
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Intracerebral Hemorrhage Induces Monocyte TNF Signaling in Patients That Is Suppressed by BAF312
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Intracerebral hemorrhage (ICH) causes high morbidity and mortality, with neurotoxic inflammation driven by infiltrating monocytes. This study is an in‐depth longitudinal examination of the immune response during the first week of ICH in the presence and absence of the immunomodulatory drug BAF312 (Siponimod).
Jonathan Howard DeLong +10 more
wiley +1 more source