Results 31 to 40 of about 49,612,787 (213)

Cryptocurrency Market Maturation and Evolving Risk Profiles: A Comparative Analysis of Bitcoin and Ethereum Tail Risk Dynamics

FinTech
This paper examines the market maturation hypothesis in cryptocurrency markets through a three-stage analysis of the evolution of tail risk in Bitcoin (BTC) and Ethereum (ETH).
Oksana Liashenko, Bogdan Adamyk, Oksana Adamyk   +2 more
doaj   +1 more source

Conditional Tail Expectation and Premium Calculation under Asymmetric Loss

Axioms, 2023
In this paper, we calculate premiums that are based on the Conditional Tail Expectation (CTE) and asymmetric loss functions to account for the risk of both underestimation and overestimation losses.
Enrique Calderín-Ojeda, Emilio Gómez-Déniz, Francisco J. Vázquez-Polo   +2 more
doaj   +1 more source

Engineering peptides into antibodies—opportunities and strategies for therapeutic innovation

FEBS Letters, EarlyView.
Peptides and antibodies occupy complementary therapeutic niches. Peptides recognize difficult targets in a compact format, while antibodies add specificity, long half‐life, and effector functions. This review examines strategies that merge both modalities—peptide grafting into loops, terminal and Fc fusions, and bioconjugation—highlighting how ...
Jinling Wang, Ruslana Romaniuk, Hristo L. Svilenov   +2 more
wiley   +1 more source

A Hybrid EGARCH–Informer Model with Consistent Risk Calibration for Volatility and CVaR Forecasting

Mathematics
This study proposes a hybrid EGARCH-Informer framework for forecasting volatility and calibrating tail risk in financial time series. The econometric layer (EGARCH) captures asymmetric and persistent volatility dynamics, while the attention layer ...
Ming Che Lee
doaj   +1 more source

Partial depletion of plasminogen activator inhibitor‐1 decreases subcutaneous fat cell hypertrophy and liver cholesterol in high‐fat‐fed female mice

FEBS Letters, EarlyView.
Obesity raises blood levels of PAI‐1, a protein linked to metabolic dysfunction‐associated steatotic liver disease in people with obesity. In female mice fed a high‐fat diet, partially lowering PAI‐1 led to smaller subcutaneous fat cells and lower liver cholesterol, without changing body weight or insulin sensitivity.
Claudia E. Ramirez Bustamante, Robert Sharp, Pradip K. Saha, Elizabeth S. Anaya, Elizabeth L. Lieu, Evelyn L. de Groot, Pooja Patel, Mi Jeong Heo, Aaron R. Cox, Kang Ho Kim, Sean M. Hartig   +10 more
wiley   +1 more source

Estimating Copula-Based Extension of Tail Value-at-Risk and Its Application in Insurance Claim

Risks, 2022
Dependent Tail Value-at-Risk, abbreviated as DTVaR, is a copula-based extension of Tail Value-at-Risk (TVaR). This risk measure is an expectation of a target loss once the loss and its associated loss are above their respective quantiles but bounded ...
Khreshna Syuhada, Oki Neswan, Bony Parulian Josaphat   +2 more
doaj   +1 more source

Translophagy—A potential link between autophagy impairment and translational errors

FEBS Letters, EarlyView.
Neurodegenerative diseases are characterised by the accumulation of abnormal proteins and protein aggregates, but their origin often remains unknown. We propose that selective autophagy removes damaged protein‐making machinery, preventing errors during protein synthesis.
Mykola V. Korolchuk, Gailing Ma, Robin Antrobus, Diego Manni, Marco Trevisan‐Herraz, Mustafa Khwaja, Max Brown, Gavin D. Richardson, Masaaki Komatsu, Daniel Erskine, Viktor I. Korolchuk, Tetsushi Kataura   +11 more
wiley   +1 more source

Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk

Risks, 2018
This paper presents the first methodological proposal of estimation of the Λ V a R . Our approach is dynamic and calibrated to market extreme scenarios, incorporating the need of regulators and financial institutions in more sensitive risk ...
Asmerilda Hitaj, Cesario Mateus, Ilaria Peri   +2 more
doaj   +1 more source

The heterodimeric amino acid transporters (HAT) of the SLC7/SLC3 family: A structure−function relationships and relevance to human pathology

FEBS Letters, EarlyView.
Heterodimeric amino acid transporters consist of SLC7 and SLC3 family proteins arranged in a conserved structural organization. They regulate nutrient transport across cell membranes, supporting essential cellular functions. These transporters also contribute to xenobiotic/drug uptake and distribution.
Mariafrancesca Scalise, Tiziano Mazza, Raffaella Scanga, Lara Console, Michele Galluccio, Cesare Indiveri   +5 more
wiley   +1 more source

Tail Risk Signal Detection through a Novel EGB2 Option Pricing Model

Mathematics, 2023
Connecting derivative pricing with tail risk management has become urgent for financial practice and academia. This paper proposes a novel option pricing model based on the exponential generalized beta of the second kind (EGB2) distribution.
Hang Lin, Lixin Liu, Zhengjun Zhang
doaj   +1 more source