Results 11 to 20 of about 1,572,872 (292)
Alexandria Journal of Medicine, 2022 Introduction The current study aimed to investigate whether the pattern of changes in lipid profile and fasting blood sugar (FBS) can predict the future risk of type 2 diabetes mellitus (T2DM) incidence in prediabetic people.Methods In a prospective ...
Awat Feizi +4 more
doaj +1 more source
Comparison of credit risk measurement in Central European banking [PDF]
, 2018 This paper focuses on credit risk measurements in the financial institutions of Central Europe. The objective is to compare IRB approaches and a standardised approach to measuring credit risk in the Czech Republic, Germany and Poland.
Feng, Xiaoshan
core +1 more source
Systemic Risk in a Unifying Framework for Cascading Processes on Networks [PDF]
, 2009 We introduce a general framework for models of cascade and contagion processes on networks, to identify their commonalities and differences. In particular, models of social and financial cascades, as well as the fiber bundle model, the voter model, and ...
A. Motter +33 more
core +4 more sources
Long-term risk class migrations of non-bankrupt and bankrupt enterprises
Journal of Business Economics and Management, 2020 This paper investigates how the process of going bankrupt can be recognized much earlier by enterprises than by traditional forecasting models. The presented studies focus on the assessment of credit risk classes and on determination of the differences ...
Tomasz Korol
doaj +1 more source
PLoS Computational Biology, 2023 Heterogeneity in contact patterns, mortality rates, and transmissibility among and between different age classes can have significant effects on epidemic outcomes.
Ronan F Arthur +3 more
doaj +1 more source
PREDICTING CLASS-IMBALANCED BUSINESS RISK USING RESAMPLING, REGULARIZATION, AND MODEL EMSEMBLING ALGORITHMS [PDF]
International Journal of Managing Information Technology, 2019 We aim at developing and improving the imbalanced business risk modeling via jointly using proper evaluation criteria, resampling, cross-validation, classifier regularization, and ensembling techniques. Area Under the Receiver Operating Characteristic Curve (AUC of ROC) is used for model comparison based on 10-fold cross validation.
Wang, Yan, Ni, Xuelei Sherry
openaire +2 more sources
On recovery and intensity's correlation: a new class of credit risk models [PDF]
The Journal of Credit Risk, 2008 We start by presenting a reduced-form multiple default type of model and derive abstract results on the influence of a state variable X on credit spreads, when both the intensity and the loss quota distribution are driven by X. The aim is to apply the results to a concrete real life situation, namely, to the influence of macroeconomic risks on credit ...
Gaspar, Raquel M., Slinko, Irina
openaire +2 more sources
How to Predict Drug Expenditure: A Markov Model Approach with Risk Classes
PharmacoEconomics, 2023 Although pharmaceutical expenditures have been rising for decades, the question of their drivers remains unclear, and long-term projections of pharmaceutical spending are still scarce. We use a Markov approach considering different cost-risk groups to show the possible range of future drug spending in Germany and illustrate the influence of various ...
Valeska Hofbauer-Milan +2 more
openaire +3 more sources
PLoS ONE, 2020 Many statistical models have been proposed to analyse small area disease data with the aim of describing spatial variation in disease risk. In this paper, we propose a Bayesian hierarchical model that simultaneously allows for risk estimation and cluster
K C Flórez +3 more
doaj +1 more source
Modeling dynamics in household car ownership over life courses: a latent class competing risks model [PDF]
Transportation, 2020 AbstractThis study presents a latent class competing risks model to examine the influence of socio-demographics and life course events on car transaction behaviour. The types of car transaction and interval times between car transactions events are incorporated in a competing risk model.
Gaofeng Gu +3 more
openaire +2 more sources