Results 161 to 170 of about 5,864,540 (301)

Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan [PDF]

The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani nancial data. It also in- troduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing nancial models for
Nawaz, Faisal, Qayyum, Abdul
core  

Atom Probe Tomography as an Emerging Tool for Understanding Defect‑Driven Mechanisms in HfO2‑Based Ferroelectrics

Advanced Functional Materials, EarlyView.
This Perspective highlights atom probe tomography as a powerful tool for understanding the atomic‐scale defect chemistry in HfO2‐based ferroelectrics. 3D mapping of dopants, point defects, and interface chemistry can provide new insight into defect‐driven mechanisms underpinning the ferroelectricity in the system and guide the design of more reliable ...
Kasper Hunnestad, Catherine Dubourdieu, Alexei Gruverman, Dennis Meier   +3 more
wiley   +1 more source

Rogue traders versus value-at-risk and expected shortfall

, 2018
We show that, in a Black and Scholes market, value at risk and ex- pected shortfall are irrelevant in limiting traders excessive tail-risk seeking behaviour as modelled via Kahneman and Tversky’s S-shaped utility. To have effective constraints one can
Brigo, D, Armstrong, John
core  

Bacterial Cellulose‐Based Bilayer Passive Cooler for High‐Performance Radiative/Evaporative Cooling

Advanced Functional Materials, EarlyView.
A sustainable bilayer passive cooler based on bacterial cellulose integrates radiative and evaporative cooling for efficient zero‐energy temperature reduction. The scalable, low‐carbon material shows strong potential for food preservation, low‐temperature storage, and cold‐chain logistics.
Yibing Zhang, Da‐Wen Sun, Liang Xu, You Tian, Libin Sun, Rui Hu, Shiwei Zheng   +6 more
wiley   +1 more source

Proposals for a Needed Adjustment of the VaR-based Market Risk Charge of Basle II [PDF]

We analyze around 200 different financial time series, i.e. components of Dow Jones, Nasdaq, FTSE and Nikkei with seven different VaR approaches. We differentiate our analysis according to characteristics that can be observed.
Ralf Pauly, Jens Fricke
core  

Tail risk, large fluctuations and downfalls in renewable energy markets. [PDF]

PLoS One
Hasanov AS, Ibragimov R, Yildirim R, Chong SK, Abrorov S.   +4 more
europepmc   +1 more source

Multistage, Self‐Sensing Artificial Muscles With Coordination From Liquid Crystal Elastomer‐Graphene Composite Fibers

Advanced Functional Materials, EarlyView.
Inspired by skeletal muscles’ precision and endurance, CoilLCE integrates a self‐sensing liquid crystal elastomer/graphene artificial muscle with an embedded Joule‐heating copper coil, enabling closed‐loop multistage actuation with programmable intermediate states (strain accuracy of 2%), and antagonistic coordination (32% total strain). These features
Ziyun Zhang, Xuelin Wu, Yinding Chi, Qingya Huang, Yaoye Hong, Antonio Proctor Martinez, Jingxian Wu, Bingzhi He, Cynthia Sung, Shu Yang   +9 more
wiley   +1 more source

A new class of copulas with tail dependence and a generalized tail dependence estimator [PDF]

We present a new family of copulas (generalized mean copulas) which is positive comprehensive and allows for upper tail dependence. It includes the Spearman copula and a specific Fréchet copula as special cases.
Fischer, Matthias J., Hinzmann, Gerd
core  

Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach. [PDF]

PLoS One
Zhang D, Yan X, Shen F.
europepmc   +1 more source

An Integrated Oxygen‐Supplying Device and Predictive Multiphysics Model for Extended Ambient Transport of Insulin‐Producing Cells

Advanced Functional Materials, EarlyView.
Cell therapies typically rely on cold‐chain logistics and cryopreservation, limiting access and compromising cell quality. Here, a dual‐chamber device separates an oxygen‐supplying chamber from a hyaluronic acid cargo chamber, sustaining oxygen delivery for over 70 h and enabling ambient‐temperature shipment.
Daniel A. Domingo‐Lopez, Ruth Tarpey, Benjamin Brennan, Bryan D. Boyle, Amir M. Alsharabasy, Abhik Mallick, Gabriella Bellavia, Abhay Pandit, Garry P. Duffy, Ruth E. Levey   +9 more
wiley   +1 more source