Results 31 to 40 of about 7,888,061 (295)

Modeling and Optimization of Risk

Surveys in Operations Research and Management Science, 2011
Abstract This paper surveys the most recent advances in the context of decision making under uncertainty, with an emphasis on the modeling of risk-averse preferences using the apparatus of axiomatically defined risk functionals, such as coherent measures of risk and deviation measures, and their connection to utility theory, stochastic dominance, and
Department of Mechanical and Industrial Engineering, University of Iowa, Iowa City, IA 52242, United States ( host institution ), Krokhmal, Pavlo ( author ), Zabarankin, Michael ( author ), Uryasev, Stan ( author )   +3 more
openaire   +2 more sources

The LLP risk model: an individual risk prediction model for lung cancer [PDF]

British Journal of Cancer, 2007
Using a model-based approach, we estimated the probability that an individual, with a specified combination of risk factors, would develop lung cancer within a 5-year period. Data from 579 lung cancer cases and 1157 age- and sex-matched population-based controls were available for this analysis.
Cassidy, A, Myles, J P, van Tongeren, M; id_orcid 0000-0002-1205-1898, Page, R D, Liloglou, T, Duffy, S W, Field, J K   +6 more
openaire   +2 more sources

Risk modelling and management: An overview [PDF]

Mathematics and Computers in Simulation, 2013
The papers in this special issue of Mathematics and Computers in Simulation are substantially revised versions of the papers that were presented at the 2011 Madrid International Conference on “Risk Modelling and Management” (RMM2011). The papers cover the following topics: currency hedging strategies using dynamic multivariate GARCH, risk management of
Chang, Chia-Lin, Allen, David E., McAleer, Michael, Perez Amaral, Teodosio   +3 more
openaire   +8 more sources

Global EarthquakE ScEnarios (GEESE): An OpenQuake Engine-Based Rupture Matching Algorithm and Scenarios Database for Seismic Source Model Testing and Rapid Post-Event Response Analysis

Seismica
The Global EarthquakE ScEnarios (GEESE) algorithm retrieves from a seismic hazard input model the ruptures matching a set of criteria (e.g., magnitude, location, focal mechanism).
Christopher Brooks, Marco Pagani, Manuela Villani, Kendra Johnson, Richard Styron, Kirsty Bayliss   +5 more
doaj   +1 more source

A hybrid information approach to predict corporate credit risk [PDF]

, 2018
This article proposes a hybrid information approach to predict corporate credit risk. In contrast to the previous literature that debates which credit risk model is the best, we pool information from a diverse set of structural and reduced-form models to
Bates, Black, Cetin, Chen, Clemen, Collin-Dufresne, Diebold, Duffie, Durham, Eom, Geman, Granger, Gündüz, Jarrow, Jarrow, Merton, O’Doherty, Rapach, Schaefer, Stock, Timmermann   +20 more
core   +1 more source

Daily allergy burden and heart rate characteristics in adults with allergic rhinitis based on a wearable telemonitoring system

Clinical and Translational Allergy, 2023
Background Allergic rhinitis includes a certain degree of autonomic imbalance. However, no information is available on how daily changes in allergy burden affect autonomic imbalance. We aimed to estimate associations between daily allergy burden (allergy
Joren Buekers, Michiel Stas, Raf Aerts, Nicolas Bruffaerts, Sebastien Dujardin, An VanNieuwenhuyse, Jos VanOrshoven, Guillaume Chevance, Ben Somers, Jean‐Marie Aerts, Judith Garcia‐Aymerich   +10 more
doaj   +1 more source

Leveraging Aviation Risk Models to Combat Cybersecurity Threats in Vehicular Networks

Information, 2021
The rapidly developing technology and lack of standards in the transportation industry for the proposed Vehicle-to-Vehicle (V2V), Vehicle-to-Infrastructure (V2I), and Vehicle-to-Everything (V2X) networks, which all vehicles will operate under, drives ...
Jonathan Ebert, Ohad Newton, Jeffery O’Rear, Scott Riley, Jaehong Park, Maanak Gupta   +5 more
doaj   +1 more source

Evaluation of Risk Management Maturity in the Czech Automotive Industry: Model and Methodology [PDF]

Amfiteatru Economic, 2020
This article provides a review of currently used risk maturity models to provide an overview of the assessment and diagnostics of risk management maturity in companies. The main research goal is to develop an entry-level easy-to-use diagnostic tool for
Marek Čech, Martin Januška
doaj   +1 more source

Can tests based on option hedging errors correctly identify volatility risk premia? [PDF]

, 2004
This paper provides an in-depth analysis of the properties of popular tests for the existence and the sign of the market price of volatility risk. These tests are frequently based on the fact that for some option pricing models under continuous hedging ...
Branger, Nicole, Schlag, Christian
core   +1 more source

Information-Theoretic Analysis of Bayesian Quantum State Search

IEEE Transactions on Quantum Engineering
We present an information-theoretic approach to quantum state classification based on sequential Bayesian inference. In each measurement step, the algorithm updates a probability distribution over candidate states by applying Bayes' rule to the ...
Zhelun Li, Koji Terashi
doaj   +1 more source