Left-Tail Risk and UK Stock Return Predictability: Underreaction, Overreaction, and Arbitrage Difficulties [PDF]
Recent studies challenge the standard model risk-return trade-off by showing inverse predictive power of firm-specific left-tail risk for future returns (i.e., left-tail momentum).
Khasawneh, Maher +2 more
core +1 more source
Digital Cognitive Phenotyping for Differential Diagnosis and Monitoring in Neurological Conditions
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To assess the utility, accessibility, and equivalence to supervised scales of online cognitive assessment in older individuals with cognitive impairment. Methods Patients with Alzheimer's disease (AD, n = 31), idiopathic normal pressure hydrocephalus (iNPH, n = 26), and traumatic brain injury (TBI, n = 23) completed online cognitive ...
Martina Del Giovane +10 more
wiley +1 more source
ASSESSMENT OF MARKET RISK IN HOG PRODUCTION USING VALUE-AT-RISK AND EXTREME VALUE THEORY [PDF]
The objective of this paper is to investigate the performance of different VaR models in the context of risk assessment in hog production. Potential pitfalls of traditional VaR models are pinpointed and proposals to solve them are analyzed. After a brief
Odening, Martin, Hinrichs, Jan
core
Modifying (M)CoVaR and constructing tail risk networks through analytic higher-order moments: Evidence from the global forex markets. [PDF]
PLoS One, 2022 Hakim A +3 more
europepmc +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To investigate which baseline clinical and imaging characteristics best predict TSPO‐PET‐measurable reduction in glial activation following treatment of multiple sclerosis (MS), to utilize this information for designing more efficient biomarker‐based clinical trials targeting glial activation.
Marlene T. Morch +5 more
wiley +1 more source
An M-Estimator for Tail Dependence in Arbitrary Dimensions [PDF]
Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric model.
Krajina, A., Segers, J., Einmahl, J.H.J.
core
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective The prognosis of glioblastoma (GBM) remains highly unfavorable, largely due to high tumor heterogeneity and an immunosuppressive microenvironment. However, the functional role of PANoptosis in this context is poorly understood. Methods Patients were stratified via K‐means clustering. A risk score model was constructed using prognosis‐
Langfei Tian +6 more
wiley +1 more source
A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models [PDF]
An elliptical copula model is a distribution function whose copula is that of an elliptical distri- bution. The tail dependence function in such a bivariate model has a parametric representation with two parameters: a tail parameter and a correlation ...
Krajina, A.
core
Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms. [PDF]
Comput Econ, 2022 Zhang Z, Chen Y.
europepmc +1 more source
White Matter and Perivascular Imaging Changes in Alzheimer's Disease and Cerebral Amyloid Angiopathy
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Peak‐width of skeletonized mean diffusivity (PSMD) and diffusion tensor imaging–analysis along the perivascular space (DTI‐ALPS), reflecting white matter integrity and glymphatic function, are altered in Alzheimer's disease (AD).
Debina Laishram +3 more
wiley +1 more source