Results 11 to 20 of about 32,991,499 (363)
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
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
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
Quantifying Distributional Model Risk Via Optimal Transport [PDF]
Mathematics of Operations Research, 2016 This paper deals with the problem of quantifying the impact of model misspecification when computing general expected values of interest. The methodology that we propose is applicable in great generality, in particular, we provide examples involving path
J. Blanchet, Karthyek Murthy
semanticscholar +1 more source
Journal of Economic and Financial Sciences, 2023 Orientation: Market events during the coronavirus disease 2019 (COVID-19) pandemic exposed flaws in the econometric models used to derive International Financial Reporting Standards (IFRS) 9 impairments.
Yolanda S. Stander
doaj +1 more source
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
doaj +1 more source
Extension of SABR Libor Market Model to handle negative interest rates
Quantitative Finance and Economics, 2020 Variations of Libor Market Model (LMM), including Constant Elasticity of Variance-LMM (CEV-LMM) and Stochastic Alpha-Beta-Rho LMM (SABR-LMM), have become popular for modeling interest rate term structure.
Jie Xiong, Geng Deng, Xindong Wang
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
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
core +4 more sources
SSRN Electronic Journal, 2016 44 pages; a trivial typo corrected, references updated; to appear in The Journal of Investment Strategies.
Zura Kakushadze, Willie Yu
openaire +4 more sources