Results 11 to 20 of about 7,803,855 (292)
Nephrology Dialysis Transplantation, 2013 Prognostic research focuses on the prediction of the future course of a given disease in probability terms. Prognostication is performed by clinical decision makers by using risk prediction models that allow us to estimate the probability that a specific event occurs in a given patient over a predefined time period conditional on prognostic factors ...
Tripepi G +5 more
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Model Risk and Basic Approaches to its Estimation on Example of Market Risk Models [PDF]
Финансовый журнал, 2022 Model risk is currently a topic of great interest both to the academic community and to the financial industry; however, there is not yet any generally accepted approach to measuring it as of now.
Andrey Yu. Nevela, Victor A. Lapshin
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Measuring Risk Aversion Model-Independently [PDF]
, 2010 We propose a new method to elicit individuals' risk preferences. Similar to Holt and Laury (2002), we use a simple multiple price-list format. However, our method is based on a general notion of increasing risk, which allows classifying individuals as ...
Maier, Johannes, Rüger, Maximilian
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SSRN Electronic Journal, 2016 44 pages; a trivial typo corrected, references updated; to appear in The Journal of Investment Strategies.
Kakushadze, Zura, Yu, Willie
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Modelling environmental risk [PDF]
Environmental Modelling & Software, 2005 As environmental issues have become increasingly important in economic research and policy for sustainable development, firms in the private sector have introduced environmental and social issues in conducting their business activities. Such behaviour is tracked by the Dow Jones Sustainable Indexes (DJSI) through financial market indexes that are ...
Suhejla Hoti +2 more
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Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
Risks, 2021 We focus on two particular aspects of model risk: the inability of a chosen model to fit observed market prices at a given point in time (calibration error) and the model risk due to the recalibration of model parameters (in contradiction to the model ...
Yu Feng +5 more
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Omega risk model with tax [PDF]
, 2014 In this paper we study the Omega risk model with surplus-dependent tax payments in a time-homogeneous diffusion setting. The new model incorporates practical features from both the Omega risk model(Albrecher and Gerber and Shiu (2011)) and the risk model
Cui, Zhenyu
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Mathematical Finance, 2019 AbstractWe provide sharp analytical upper and lower bounds for value‐at‐risk (VaR) and sharp bounds for expected shortfall (ES) of portfolios of any dimension subject to default risk. To do so, the main methodological contribution of the paper consists in analytically finding the convex hull generators for the class of exchangeable Bernoulli variables ...
Fontana R., Luciano E., Semeraro P.
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The constitution of risk communication in advanced liberal societies [PDF]
, 2008 This article aims to bring to the fore some of the underlying rationales that inform common conceptions of the constitution of risk communication in academic and policy communities.
Austin +105 more
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Local Linear Approximation Algorithm for Neural Network
Mathematics, 2022 This paper aims to develop a new training strategy to improve efficiency in estimation of weights and biases in a feedforward neural network (FNN). We propose a local linear approximation (LLA) algorithm, which approximates ReLU with a linear function at
Mudong Zeng +3 more
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