Results 71 to 80 of about 158,428 (296)

VALUE AT RISK ESTIMATION USING EXTREME VALUE THEORY APPROACH IN INDONESIA STOCK EXCHANGE

Barekeng
Extreme Value Theory (EVT) is a method used to identify extreme cases in heavy tail data such as financial time series data. This research aimed to obtain an estimate of stock risk through the EVT approach and compare the accuracy of the two EVT ...
Fadhila Febriyanti Najamuddin, Erna Tri Herdiani, Andi Kresna Jaya   +2 more
doaj   +1 more source

Neurovascular Contacts in the Pathophysiology of Neuralgic Amyotrophy: An Observational Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Neuralgic amyotrophy (NA) is a prevalent, monophasic, multifocal immune‐mediated neuropathy. A distinctive characteristic of the disease is the occurrence of nerve or fascicle constrictions and torsions (NA‐associated focal nerve lesions, NAFL). The pathophysiology underlying this phenomenon remains to be fully elucidated.
Johannes Fabian Holle, Andreas Leha, Volker Limmroth, Wolfram Windisch, Maximilian Zimmermann   +4 more
wiley   +1 more source

Extreme Value Theory for Tail-Related Risk Measures [PDF]

Many fields of modern science and engineering have to deal with events which are rare but have significant consequences. Extreme value theory is considered to provide the basis for the statistical modeling of such extremes. The potential of extreme value
Evis Këllezi, Manfred Gilli
core  

Evaluation of Digital Technologies for Home‐Based Assessment in People With Amyotrophic Lateral Sclerosis

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Digital technologies hold promise for transforming healthcare by enhancing personalized treatments and offer valuable opportunities to improve patient care. Here, we evaluated several novel, self‐administered, home‐based, digital endpoints for their association with corresponding conventional standard clinical measures (primary) in ...
Arne Mueller, Vanessa Vallejo, Mónica Povedano Panadés, Orla Hardiman, Véronique Danel‐Brunaud, Senda Ajroud‐Driss, Philippe Couratier, Jeremy Shefner, Anna Gokey, Mike DiCesare, Erin Lennox, Jens Praestgaard, Lucie Brujin, Peggy Allred, Ram Miller   +14 more
wiley   +1 more source

Nonparametric smoothing in extreme value theory

, 2010
Includes bibliographical references (leaves 137-138).This work investigates the modelling of non-stationary sample extremes using a roughness penalty approach, in which smoothed natural cubic splines are fitted to the location and scale parameters of the
Clur, John-Craig
core  

Plasma EV Proteomics Identifies ECM Remodeling and Inflammatory Proteins LUM and C7 as Candidate Biomarkers in FSHD

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Facioscapulohumeral muscular dystrophy (FSHD) is one of the most debilitating and common muscular dystrophies. Despite its severity, no approved therapy exists for FSHD patients. However, several therapeutic candidates are currently under development, and some have recently entered clinical trials, marking the need for reliable ...
Mustafa Bilal Bayazit, Chiranth K. Nagaraj, Jackson S. Newell, Kim Truc Nguyen, Xilal Y. Rima, Jacob Doon‐Ralls, Eduardo Reátegui, Jeffrey M. Statland, Rabi Tawil, Kevin M. Flanigan, Scott Q. Harper, Nizar Y. Saad   +11 more
wiley   +1 more source

Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model

, 2012
This study develops a new conditional extreme value theory-based model (EVT) combined with the NIG + Jump model to forecast extreme risks. This paper utilizes the NIG + Jump model to asymmetrically feedback the past realization of jump innovation to the ...
Ze-To, S.
core   +1 more source

Accounting for choice of measurement scale in extreme value modeling [PDF]

, 2010
We investigate the effect that the choice of measurement scale has upon inference and extrapolation in extreme value analysis. Separate analyses of variables from a single process on scales which are linked by a nonlinear transformation may lead to ...
J. A. Tawn, Tawn, J.A., Jonathan, P., Jonathan, Philip, Wadsworth, Jennifer, Tawn, Jon, P. Jonathan, Wadsworth, J.L., J. L. Wadsworth   +8 more
core   +1 more source

Electroencephalographic Normalization as a Biomarker of Clinical Recovery in Down Syndrome Regression Disorder

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Down syndrome regression disorder is a syndrome characterized by subacute loss of cognitive, behavioral, and functional abilities in individuals with Down syndrome. Electroencephalography abnormalities are frequently observed during evaluation, but it remains unclear whether these findings represent a dynamic marker of disease ...
Jonathan D. Santoro, Mackenzie Silverman, Maeve C. Lucas, Mariam M. Yousuf, Samuel T. Otey, Stella V. Gray, Brittany Jordan, Madeline D. Kahan, Latanya D. Agurs, Michelle Van Hirtum Das, Deborah Holder, Devin King, Eileen A. Quinn, Ryan Kammeyer, Michael S. Rafii   +14 more
wiley   +1 more source

Association Between Symptomatic Knee Osteoarthritis and Target Glycemic Control in Individuals With Type 2 Diabetes

Arthritis Care &Research, EarlyView.
Objective Knee osteoarthritis (OA) commonly affects individuals with type 2 diabetes (T2DM) and is associated with increased risk of diabetes‐related complications. To better understand potential mechanisms, we examined the association between symptomatic knee OA and glycemic control in individuals with T2DM.
Lauren K. King, Alanna Weisman, Baiju R. Shah, Robert Goldberg, Amish Parikh, Ian Stanaitis, Vivian Hung, Rosane Nisenbaum, Abdalmohsen Almodahka, Lorraine Lipscombe, Gillian A. Hawker   +10 more
wiley   +1 more source