Results 1 to 10 of about 31,329,828 (117)
Earthquake building damage detection based on synthetic-aperture-radar imagery and machine learning [PDF]
Natural Hazards and Earth System Sciences, 2023 This article presents a framework for semi-automated building damage assessment due to earthquakes from remote-sensing data and other supplementary datasets, while also leveraging recent advances in machine-learning algorithms.
A. Rao +6 more
doaj +1 more source
Cyber loss model risk translates to premium mispricing and risk sensitivity [PDF]
Geneva papers on risk and insurance. Issues and practice, 2022 In this paper we focus on model risk and risk sensitivity when addressing the insurability of cyber risk. The standard statistical approaches to assessment of insurability and potential mispricing are enhanced in several aspects involving consideration ...
Gareth W. Peters +5 more
semanticscholar +1 more source
Banks, Financial Platforms and Big Data: Development Trends and Regulation Directions [PDF]
Финансовый журнал, 2022 The introduction of Big Data technology into banking activities is aimed at improving the efficiency of banks, improving business processes, however, it creates new risk factors and determines the need to transform regulatory approaches.
Sergey A. Vasiliev +2 more
doaj +1 more source
Backward Deep BSDE Methods and Applications to Nonlinear Problems
Risks, 2023 We present a pathwise deep Backward Stochastic Differential Equation (BSDE) method for Forward Backward Stochastic Differential Equations with terminal conditions that time-steps the BSDE backwards and apply it to the differential rates problem as a ...
Yajie Yu +2 more
doaj +1 more source
Predicting take-up of home loan offers using tree-based ensemble models: A South African case study
South African Journal of Science, 2021 We investigated different take-up rates of home loans in cases in which banks offered different interest rates. If a bank can increase its take-up rates, it could possibly improve its market share.
Tanja Verster +3 more
doaj +1 more source
Financial Innovation, 2022 Implementing new machine learning (ML) algorithms for credit default prediction is associated with better predictive performance; however, it also generates new model risks, particularly concerning the supervisory validation process.
Andrés Alonso Robisco +1 more
semanticscholar +1 more source
medRxiv, 2021 Objective To assess whether the Prediction model Risk Of Bias ASsessment Tool (PROBAST) and a shorter version of this tool can identify clinical prediction models (CPMs) that perform poorly at external validation.
E. Venema +11 more
semanticscholar +1 more source
A Gentle Introduction to Model Risk Quantification in Commercial Banking [PDF]
Risk Management Magazine, 2022 Model risk is investigated from a commercial banking viewpoint. We firstly analyze model misspecification. Then, the focus shifts towards model sensitivity. Finally, interactions among various models are scrutinized.
Tiziano Bellini
doaj +1 more source
Key factors to establish the ovalbumin-induced atopic dermatitis minipig model: age and body weight
Laboratory Animal Research, 2022 Background Given its similar structure and immune response to the human skin, porcine is a good model for dermal studies. Here, we sensitized ovalbumin (Ova) on minipig back skin for 2–4 weeks to induce chronic atopic dermatitis (AD).
Young Kyu Kim +5 more
doaj +1 more source
An Entropic Approach for Pair Trading in PSX
Entropy, 2023 The perception in pair trading is to recognize that when two stocks move together, their prices will converge to a mean value in the future. However, finding the mean-reverted point at which the value of the pair will converge as well as the optimal ...
Laiba Amer, Tanweer Ul Islam
doaj +1 more source