Results 171 to 180 of about 596,037 (247)

Validation of machine learning based scenario generators

open access: yesJournal of Risk and Insurance, EarlyView.
Abstract Machine learning (ML) methods are becoming increasingly important for designing economic scenario generators for internal models. Validating data‐driven models requires different methods than validating classical, theory‐based models. We discuss two novel aspects of such validation: first, checking the multivariate distribution of risk factors,
Gero Junike, Solveig Flaig, Ralf Werner
wiley   +1 more source

Uninformative news, limited attention and institutional investors

open access: yesJournal of Risk and Insurance, EarlyView.
Abstract Using the universe of transaction‐level data in the U.S. corporate bond market around uninformative downgrades, we find an abnormal increase in trading volume, abnormal bond returns, and a subsequent reversal. On the contrary, we do not find a reversal for abnormal bond returns associated with informative rating actions.
Maria Efthymiou   +2 more
wiley   +1 more source

Effect of ice-lollies on the recovery time after anaesthesia: protocol for a cluster-randomised trial (Icesthesia). [PDF]

open access: yesPerioper Med (Lond)
Meidert AS   +7 more
europepmc   +1 more source

Determinants of cancer mortality in patients after acute myocardial infarction. [PDF]

open access: yesInt J Cardiol Heart Vasc
Scharlach D   +4 more
europepmc   +1 more source

The nature and prevalence of diversification rate shifts across the Tree of Life. [PDF]

open access: yesEvol Lett
Kopperud BT   +4 more
europepmc   +1 more source

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