Results 21 to 30 of about 7,849,545 (341)

Bankruptcy risk model and empirical tests [PDF]

, 2010
We analyze the size dependence and temporal stability of firm bankruptcy risk in the US economy by applying Zipf scaling techniques. We focus on a single risk factor-the debt-to-asset ratio R-in order to study the stability of the Zipf distribution of R ...
A. M. Petersen, Axtell, B. Podobnik, B. Urosevic, Barabasi, D. Horvatic, Dorogovtsev, H. E. Stanley, SIMON   +8 more
core   +5 more sources

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, Bakir, Beck, Boholm, Bostrom, Bostrom, Bourdieu, Bourdieu, Breakwell, Burkart, Campbell, Chess, Coglianese, Covello, Dean, Demeritt, Edwards, Fiorino, Fiorino, Fischhoff, Fischhoff, Fischhoff, Fischhoff, Flyvbjerg, Foucault, Funtowicz, Garvin, Giddens, Gouldson, Grice, Grice, Gurabardhi, Gurabardhi, Habermas, Habermas, Hall, Holmstrom, Hood, Hood, Horlick-Jones, Horlick-Jones, Interdepartmental Liaison Group on Risk Assessment (ILGRA), ISO, Jaeger, Jasanoff, Joffe, Jovchelovitch, Kasperson, Kelly, Kelly, Klinke, Krauss, Krauss, Leiss, Lemke, Luhmann, Löfstedt, Löfstedt, Löfstedt, McComas, Morgan, Morgan, Murdock, National Research Council, Nelkin, O'Neill, OECD, Palenchar, Pellizzoni, Petts, Pidgeon, Pidgeon, Pidgeon, Pidgeon, Powell, Power, Rayner, Rayner, Renn, Renn, Richardson, Ropeik, Rosa, Rose, Rose, Rossi, Rothstein, Rowe, Schedler, Schinkel, Schlag, Shannon, Slovic, Smith, Stern, Stirling, Sturgis, Sunstein, Taylor-Gooby, U.K. Government Cabinet Office Strategy Unit, U.S. Government National Research Council, Walls, Wardman, World Health Organisation, Wynne, Wynne   +105 more
core   +1 more source

An Entropic Approach for Pair Trading

Entropy, 2017
In this paper, we derive the optimal boundary for pair trading. This boundary defines the points of entry into or exit from the market for a given stock pair.
Daisuke Yoshikawa
doaj   +1 more source

Biomarkers of leukemia risk: benzene as a model. [PDF]

, 1998
Although relatively rare, leukemias place a considerable financial burden on society and cause psychologic trauma to many families. Leukemia is the most common cancer in children.
Smith, MT, Zhang, L
core   +3 more sources

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, Yujie Liao, Runze Li, Agus Sudjianto   +3 more
doaj   +1 more source

Bank and sovereign debt risk connection : [draft december 2012] [PDF]

, 2012
Euro area data show a positive connection between sovereign and bank risk, which increases with banks’ and sovereign long run fragility. We build a macro model with banks subject to incentive problems and liquidity risk (in the form of liquidity based ...
Darracq Pariès, Matthieu, Faia, Ester, Rodriguez Palenzuela, Diego   +2 more
core   +1 more source

Modeling Interdependent Risks

Risk Analysis, 2007
In an interdependent world the risks faced by any one agent depend not only on its choices but also on those of all others. Expectations about others' choices will influence investments in risk management and the outcome can be suboptimal for everyone. We model this as the Nash equilibrium of a game and give conditions for such a suboptimal equilibrium
Heal, Geoffrey, Kunreuther, Howard
openaire   +4 more sources

Advancing nearshore and onshore tsunami hazard approximation with machine learning surrogates [PDF]

Natural Hazards and Earth System Sciences
Probabilistic tsunami hazard assessment and probabilistic tsunami risk assessment (PTHA and PTRA) are vital methodologies for computing tsunami risk and prompt measures to mitigate impacts. However, their application across extensive coastlines, spanning
N. Ragu Ramalingam, K. Johnson, M. Pagani, M. Pagani, M. L. V. Martina   +4 more
doaj   +1 more source

Term Default, Balloon Risk, and Credit Risk in Commercial Mortgages [PDF]

, 2003
Term default and balloon risk play an interactive role in the pricing of credit risk in commercial mortgages. Most commercial mortgage pricing studies assume a borrower\u27s default decision is based solely on the property value; the mortgage valuation ...
Eppli, Mark, Tu, Charles C.
core   +3 more sources

Evaluating health risk models [PDF]

Statistics in Medicine, 2010
AbstractInterest in targeted disease prevention has stimulated development of models that assign risks to individuals, using their personal covariates. We need to evaluate these models and quantify the gains achieved by expanding a model to include additional covariates.
openaire   +3 more sources