Results 141 to 150 of about 9,847,764 (300)

Value at risk models in finance [PDF]

The main objective of this paper is to survey and evaluate the performance of the most popular univariate VaR methodologies, paying particular attention to their underlying assumptions and to their logical flaws.
Manganelli, Simone, Engle, Robert F.
core  

Value at Risk and Conditional Extreme Value Theory via Markov Regime Switching Models

, 2008
This study develops a new conditional extreme value theory-based (EVT) model that incorporates the Markov regime switching process to forecast extreme risks in the stock markets.
Ze-To, S.
core   +1 more source

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, Jie‐Jie Li, Jing Jing, Jin‐Xi Lin, Xia Meng, Yong Jiang, Yong‐Jun Wang, Hong‐Qiu Gu   +7 more
wiley   +1 more source

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, Diane Demailly, Gabriella A. Horvàth, Juan Dario Ortigoza Escobar, Nathalie Dorison, Mayté Castro Jiménez, Cécile A. Hubsch, Thomas Wirth, Gun‐Marie Hariz, Sophie Huby, Morgan Dornadic, Zohra Souei, Muhammad Mushhood Ur Rehman, Simone Hemm, Mehdi Boulaymen, Eduardo M. Moraud, Jocelyne Bloch, Xavier Vasques   +17 more
wiley   +1 more source

Records in Athletics through Extreme-Value Theory [PDF]

In this paper we shall be interested in two questions on extremes relating to world records in athletics.The first question is: what is the ultimate world record in a specific athletics event (such as the 100m for men or the high jump for women), given ...
Magnus, J.R., Einmahl, J.H.J.
core  

Validation of a Cellular Imaging‐Based Method as a Potential Biomarker for SPG4 Hereditary Spastic Paraplegia

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, Valerio Licursi, Gianmarco Dalla Zanna, Flavio Dal Canto, Melissa Barghigiani, Nunzio Setola, Salvatore Rossi, Antonio Funcis, Filippo M. Santorelli, Gabriella Silvestri, Carlo Casali, Francesca Sardina, Cinzia Rinaldo   +12 more
wiley   +1 more source

Comprehensive assessment of water supply-demand imbalance impacts in Henan's Yellow River water-supply area under the extreme hydrological drought scenario

Desalination and Water Treatment
Extreme hydrological drought exacerbates water supply-demand imbalances, especially in water-scarce river basins. Therefore, assessing the impacts of such imbalances in the context of extreme hydrological drought is crucial.
Xinjian Guan, Xinyi Cui, Yuan Liu, Yu Meng, Hong Lv, Xiaokang Zheng   +5 more
doaj   +1 more source

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, Sebastian Díaz‐Pérez, Kevin Navin Sheth, Jang‐Ho Cha, C. J. Malanga, Patricia G. M. Wagner, Nicole Pezous, Aurelie Hanin, Kyle B. Walsh, H. E. Hinson, Lauren Hachmann Sansing   +10 more
wiley   +1 more source

Safety and Efficacy of GLP‐1 Receptor Agonists in Adults With Epilepsy, Obesity, and Type 2 Diabetes

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Managing obesity in patients with epilepsy is complicated by the weight‐gaining properties of essential antiseizure medications (ASMs) such as valproate and pregabalin. We evaluated the safety and efficacy of initiating glucagon‐like peptide‐1 receptor agonists (GLP‐1 RAs) in this population.
Hyoshin Son, Inyoung Hwang, Sang Won Lee, Yun Kim   +3 more
wiley   +1 more source

Downside Risk for European Equity Markets [PDF]

This paper applies extreme value theory to measure downside risk for European equity markets. Two related measures, value at risk and the excess loss probability estimator provide a coherent approach to optimally protect investor wealth opportunities for
Cotter, John
core