Results 41 to 50 of about 3,666,543 (317)
Assessment of model risk due to the use of an inappropriate parameter estimator
Cogent Economics & Finance, 2020 The purpose of this study is to assess model risk with respect to parameter estimation for a simple binary logistic regression model applied as a predictive model.
Modisane B. Seitshiro +1 more
doaj +1 more source
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
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
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 +23 more
wiley +1 more source
Downturn model risk: Another view of the global financial crisis [PDF]
, 2010 Researchers and practitioners have spent ample resources modelling credit, explaining correlations between risk models as well as inputs and outputs.
Roesch, D, Scheule, H
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Agricultural Risk Modeling Challenges in China: Probabilistic Modeling of Rice Losses in Hunan Province [PDF]
, 2015 This article summarizes a joint research project undertaken under the Risk Management Solutions, Inc. (RMS) banner to investigate some of the possible approaches for agricultural risk modeling in China.
Mortgat, Christian P. +11 more
core +1 more source
Online Investor Sentiment via Machine Learning
MathematicsIn 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 Bibliometric Analysis of Publications in Uremic Toxins From 1991 to 2024
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Uremic toxins are a growing area of research in nephrology, with significant implications in the progression and treatment of chronic kidney disease (CKD) and the management of end‐stage kidney disease (ESKD). This bibliometric analysis aims to evaluate the global research trends, key contributors, and the impact of publications in ...
Yuh‐Shan Ho +7 more
wiley +1 more source
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Therapeutic apheresis (TA) is an established treatment modality for hematologic, neurologic, and immunologic disorders, yet access remains severely limited in sub‐Saharan Africa. Donor apheresis, including platelet apheresis collection from healthy donors, represents an important complementary modality supporting blood product ...
Nosa Bazuaye +33 more
wiley +1 more source
Risk management for whales [PDF]
, 2016 We propose framework for modeling portfolio risk which integrates market risk with liquidation costs which may arise in stress scenarios. Our model provides a systematic method for computing liquidation-adjusted risk measures for a portfolio. Calculation
Wagalath, Lakshithe +3 more
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