Results 41 to 50 of about 7,803,855 (292)

Quantifying Correlation Uncertainty Risk in Credit Derivatives Pricing

International Journal of Financial Studies, 2018
We propose a simple but practical methodology for the quantification of correlation risk in the context of credit derivatives pricing and credit valuation adjustment (CVA), where the correlation between rates and credit is often uncertain or unmodelled ...
Colin Turfus
doaj   +1 more source

A Statistical Model for Risk Stratification on the Basis of Left Ventricular Ejection Fraction and Heart-Rate Turbulence [PDF]

, 2000
The MPIP data set was used to obtain a model for mortality risk stratification of acute myocardial infarction patients. The predictors heart rate turbulence (HRT) and left-ventricular ejection fraction (LVEF) were employed. HRT was a categorical variable
Barthel, Petra, Bigger Jr., J. Thomas, Pashova, Victoria, Rolnitzky, Linda, Schmidt, Georg, Schneider, Raphael, Schömig, Albert, Ulm, Kurt   +7 more
core   +1 more source

Carcinomas and Carcinoid Tumors of the Lungs and Bronchi in Children and Adolescents: The EXPeRT Recommendations

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Primary lung carcinomas and bronchial carcinoid tumors (BC) are very rare malignancies in childhood. While typical BC and mucoepidermoid carcinomas are mostly low‐grade, localized tumors with a more favorable prognosis than in adults, necessitating avoidance of overtreatment, adenocarcinomas of the lung are often diagnosed at advanced disease ...
Michael Abele, Calogero Virgone, Michaela Kuhlen, Sabine Irtan, Yves Reguerre, Malgorzata Krawczyk, Ewa Bien, Tal Ben‐Ami, Maja Cesen, Ricardo Lopez‐Almaraz, Andrea Ferrari, Gianni Bisogno, Dominik T. Schneider, Abbas Agaimy, Constantin Lapa, Hubert Ducou le Pointe, Rainer Claus, Catherine Daniel, Ines B. Brecht, Daniel Orbach   +19 more
wiley   +1 more source

Online Investor Sentiment via Machine Learning

Mathematics
In this paper, we propose utilizing machine learning methods to determine the expected aggregated stock market risk premium based on online investor sentiment and employing the multifold forward-validation method to select the relevant hyperparameters ...
Zongwu Cai, Pixiong Chen
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

European Standard Clinical Practice Guideline and EXPeRT Recommendations for the Diagnosis and Management of Gastroenteropancreatic Neuroendocrine Neoplasms in Children and Adolescents

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Pediatric gastroenteropancreatic neuroendocrine neoplasms (GEP‐NENs) are extremely rare and clinically heterogeneous. Management has largely been extrapolated from adult practice. This European Standard Clinical Practice Guideline (ESCP), developed by the EXPeRT network in collaboration with adult NEN experts, provides (adult) evidence ...
Michaela Kuhlen, Calogero Virgone, Antje Redlich, Michael Abele, Ricardo Lopez‐Almaraz, Tal Ben‐Ami, Ewa Bien, Gianni Bisogno, Maja Mazic Cesen, Andrea Ferrari, Malgorzata A. Krawczyk, Yves Reguerre, Dominik T. Schneider, Ines B. Brecht, Charlotte Rigaud, Bilgehan Yalcin, Rainer Claus, Christian Vokuhl, Constantin Lapa, Jörg Fuchs, Segolene Hescot, Thomas Walter, Julien Hadoux, Daniel Orbach   +23 more
wiley   +1 more source

Improving Value-at-Risk prediction under model uncertainty

, 2020
Several well-established benchmark predictors exist for Value-at-Risk (VaR), a major instrument for financial risk management. Hybrid methods combining AR-GARCH filtering with skewed-$t$ residuals and the extreme value theory-based approach are ...
Peng, Shige, Yang, Shuzhen, Yao, Jianfeng   +2 more
core   +1 more source

MEASURING DISTRIBUTION MODEL RISK [PDF]

Mathematical Finance, 2013
We propose to interpret distribution model risk as sensitivity of expected loss to changes in the risk factor distribution, and to measure the distribution model risk of a portfolio by the maximum expected loss over a set of plausible distributions defined in terms of some divergence from an estimated distribution.
Breuer, T., Csiszár, Imre
openaire   +3 more sources

Treatment Decision‐Making Roles and Preferences Among Adolescents and Young Adults With Cancer

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Decision‐making (DM) dynamics between adolescents and young adults (AYAs) with cancer, parents, and oncologists remain underexplored in diverse populations. We examined cancer treatment DM preferences among an ethnically and socioeconomically diverse group of AYAs and their parents.
Amanda M. Gutierrez, Jill O. Robinson, Wendy A. Allen‐Rhoades, Hadley S. Smith, Isabel Canfield, Rebecca L. Hsu, Sarah R. Scollon, Lauren R. Desrosiers‐Battu, Nicole M. Schneider, Frank Y. Lin, Donald Williams Parsons, Sharon E. Plon, Mary A. Majumder, Janet Malek, Amy L. McGuire   +14 more
wiley   +1 more source

Audit Program on Artificial Intelligence (AI)-driven Credit Risk Models [PDF]

Risk Management Magazine
From an Internal Audit perspective, the integration of Artificial Intelligence (AI) into credit risk modelling through Machine Learning (ML) algorithms presents significant challenges due to the complexity and multidimensional nature of these models ...
Valeria Anna De Palma, Alessandro Di Maria, Daniele Foschini, Vincenzo Frasca, Dario Girardi   +4 more
doaj   +1 more source