Results 41 to 50 of about 2,505,472 (267)

The Impact of Leverage and Marginal Expected Shortfall on Systematic Risk -- Based on the Analysis of China's Stock Market

BCP Business & Management, 2022
In recent years, the systemic risks of China's stock market has broken out frequently. Many scholars believe that leverage is an important factor that affects systemic risk. Based on Acharya(2010)，this paper studies the relationship between leverage, Marginal Expected Shortfall and Systemic Expected Shortfall of stocks in China under the background of ...
Hanxiao Wei, Jianrong Tang
openaire   +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

Conditional marginal expected shortfall [PDF]

, 2019
In the context of bivariate random variables (Y^{(1)},Y^{(2)}), the marginal expected shortfall, defined as E(Y^{(1)}|Y^{(2)} \ge Q_2(1-p)) for p small, where Q_2 denotes the quantile function of Y^{(2)}, is an important risk measure, which finds ...
Qin, Jing, Goegebeur, Yuri, Guillou, Armelle, Ho, Nguyen Khanh Le   +3 more
core  

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

Advancing Age Modulates Associations Between Cognitive Impairment and Brain Volumes in Early MS

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Introduction Cognitive impairment is common in multiple sclerosis (MS), but manifestations following the first demyelinating event are relatively unexplored. We investigated cross‐sectional associations between magnetic resonance imaging (MRI)–derived brain volumes and the presence of cognitive impairment outcomes five years after the first ...
Piriyankan Ananthavarathan, Marco Pitteri, Michael Foster, Sara Collorone, Sara Salama, Elisa Colato, Ferran Prados, Baris Kanber, Marios Yiannakas, Claudia A. M. Gandini Wheeler‐Kingshott, Indran Davagnanam, Frederik Barkhof, Declan Chard, Olga Ciccarelli, Ahmed Toosy   +14 more
wiley   +1 more source

Adjusted Expected Shortfall [PDF]

, 2022
We introduce and study the main properties of a class of convex risk measures that refine Expected Shortfall by simultaneously controlling the expected losses associated with different portions of the tail distribution.
Wang, Ruodu, Matteo Burzoni, Burzoni, Matteo, Munari, Cosimo, Ruodu Wang, Cosimo Munari   +5 more
core   +1 more source

Comparing the Effect of Semi‐Immersive Virtual Reality, Computerized Cognitive Training, and Traditional Rehabilitation on Cognitive Function in Multiple Sclerosis: A Randomized Clinical Trial

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Cognitive impairment is a common non‐motor symptom in Multiple Sclerosis (MS), negatively affecting autonomy and Quality of Life (QoL). Innovative rehabilitation strategies, such as semi‐immersive virtual reality (VR) and computerized cognitive training (CCT), may offer advantages over traditional cognitive rehabilitation (TCR ...
Maria Grazia Maggio, Desiree Latella, Lilla Bonanno, Paulo Cezar Rocha dos Santos, Marcos Maldonado‐Díaz, Meir Plotnik, Rosaria De Luca, Angelo Quartarone, Rocco Salvatore Calabrò   +8 more
wiley   +1 more source

Dependence Uncertainty Bounds for the Expectile of a Portfolio

Risks, 2015
We study upper and lower bounds on the expectile risk measure of risky portfolios when the joint distribution of the risky components is not fully specified.
Edgars Jakobsons, Steven Vanduffel
doaj   +1 more source

Extremes for systemic expected shortfall and marginal expected shortfall in a multivariate continuous-time risk model

Probability in the Engineering and Informational Sciences
In this article, we focus on the systemic expected shortfall and marginal expected shortfall in a multivariate continuous-time risk model with a general càdlàg process. Additionally, we conduct our study under a mild moment condition that is easily satisfied when the general càdlàg process is determined by some important investment return processes. In
Lei Zou, Jiangyan Peng, Chenghao Xu
openaire   +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