Results 11 to 20 of about 3,217,510 (267)
Model Risk of Risk Models [PDF]
SSRN Electronic Journal, 2014 This paper evaluates the model risk of models used for forecasting systemic and market risk. Model risk, which is the potential for different models to provide inconsistent outcomes, is shown to be increasing with and caused by market uncertainty. During calm periods, the underlying risk forecast models produce similar risk readings, hence, model risk ...
Ilknur Zer +3 more
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Model risk on credit risk [PDF]
Risk and Decision Analysis, 2016 This paper develops the Jungle model in a credit portfolio framework. The Jungle model is able to model credit contagion, produce doubly-peaked probability distributions for the total default loss and endogenously generate quasi phase transitions, potentially leading to systemic credit events which happen unexpectedly and without an underlying single ...
J. Molins, Eduard Vives
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Modelling environmental risk [PDF]
Environmental Modelling & Software, 2005 As environmental issues have become increasingly important in economic research and policy for sustainable development, firms in the private sector have introduced environmental and social issues in conducting their business activities. Such behaviour is tracked by the Dow Jones Sustainable Indexes (DJSI) through financial market indexes that are ...
Suhejla Hoti +2 more
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Frontiers in Oncology, 2022 Wilms tumor (WT), also known as nephroblastoma, is a rare primary malignancy in all kinds of tumor. With the development of second-generation sequencing, the discovery of new tumor markers and potential therapeutic targets has become easier.
Guoping Huang, Jianhua Mao
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Frontiers in Molecular Biosciences, 2022 Noise exposure can lead to various kinds of disorders. Noise-induced hearing loss (NIHL) is one of the leading disorders confusing the noise-exposed workers. It is essential to identify NIHL markers for its early diagnosis and new therapeutic targets for
Xiuzhi Zhang +9 more
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Metrological Support of Medical Drillings at the Lateral Skull Base
Current Directions in Biomedical Engineering, 2021 For minimally invasive drilling processes, the temperature development in the drilling ground is of crucial importance for patient safety. To monitor the temperature during drilling, a drill prototype was developed by BREDEMANN ET AL.
Knott Anna-Lena +5 more
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Frontiers in Genetics, 2022 Bladder cancer (BC) is the most common malignancy of the urinary system. Pyroptosis is a host programmed cell death. However, the effects of pyroptosis-related lncRNAs (PRLs) on BC have not yet been completely elucidated. In this study, a prognostic PRLs
Xiaocong Mo +7 more
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Frontiers in Immunology, 2023 BackgroundNatural killer (NK) cells are crucial to the emergence, identification, and prognosis of cancers. The roles of NK cell-related genes in the tumor immune microenvironment (TIME) and immunotherapy treatment are unclear.
Zundong Liu +4 more
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Transcriptomic Characterization of Copper-Binding Proteins for Predicting Prognosis in Glioma
Brain Sciences, 2023 Background: Copper and copper-binding proteins are key components of tumor progression as they play important roles in tumor invasion and migration, but their associations in gliomas remain unclear.
Hao-Long Zeng +3 more
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Mathematical Finance, 2019 AbstractWe provide sharp analytical upper and lower bounds for value‐at‐risk (VaR) and sharp bounds for expected shortfall (ES) of portfolios of any dimension subject to default risk. To do so, the main methodological contribution of the paper consists in analytically finding the convex hull generators for the class of exchangeable Bernoulli variables ...
Fontana R., Luciano E., Semeraro P.
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