Results 91 to 100 of about 521,883 (320)

Comparative Analyses of Expected Shortfall and Value-at-Risk (2): Expected Utility Maximization and Tail Risk [PDF]

We compare expected shortfall and value-at-risk (VaR) in terms of consistency with expected utility maximization and elimination of tail risk. We use the concept of stochastic dominance in studying these two aspects of risk measures.
Yamai, Yasuhiro, Yoshiba, Toshinao
core  

Long‐Term Follow‐Up of Chemotherapy‐Associated Biological Aging in Women With Early Breast Cancer

Aging and Cancer, EarlyView.
Women threated with adjuvant chemotherapy for early breast cancer have sustained long‐term increase in p16INK4a,, a robust marker of cell senescence, suggesting a chemotherapy‐associated age acceleration. p16INK4a as well as other biomarkers may identify patients at greatest risk for senescence‐related diseases of aging.
Hyman B. Muss, Alexis C. Wardell, Allison M. Deal, Kirsten A. Nyrop, Allison Ross, Yara G. Abdou, Jeffrey D. Aldrich, Lisa A. Cary, E. Claire Dees, Katherine E. Reeder‐Hayes, Emily M. Ray, Natalia Mitin, Denis Tsygankov   +12 more
wiley   +1 more source

Bounds of Adj-TVaR Prediction for Aggregate Risk

InPrime, 2019
In financial and insurance industries, risks may come from several sources. It is therefore important to predict future risk by using the concept of aggregate risk.
Khreshna Syuhada
doaj   +1 more source

Extreme risk in Asian equity markets [PDF]

Extreme price movements associated with tail returns are catastrophic for all investors and it is necessary to make accurate predictions of the severity of these events.
Cotter, John
core   +1 more source

Predicting Epileptogenic Tubers in Patients With Tuberous Sclerosis Complex Using a Fusion Model Integrating Lesion Network Mapping and Machine Learning

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Accurate localization of epileptogenic tubers (ETs) in patients with tuberous sclerosis complex (TSC) is essential but challenging, as these tubers lack distinct pathological or genetic markers to differentiate them from other cortical tubers.
Tinghong Liu, Qi Wang, Suhui Kuang, Dezhi Cao, Ping Ding, Shaohui Zhang, Haihua Wei, Zhirong Wei, Jinshan Xu, Xinyu Huang, Bing Liu, Shuli Liang   +11 more
wiley   +1 more source

Cognitive Status in People With Epilepsy in the Republic of Guinea: A Prospective, Case–Control Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective People with epilepsy (PWE) may experience cognitive deficits but fail to undergo formal evaluation. This study compares cognitive status between PWE and healthy controls in the West African Republic of Guinea. Methods A cross‐sectional, case–control study was conducted in sequential recruitment phases (July 2024–July 2025) at Ignace ...
Maya L. Mastick, Cheick O. Soumah, Malé Doré, Oumar Mara, Desiré Neldje, Fodé A. Cissé, Toure M. Lamine, Aminata Diallo, Seungwon Lee, Siddharth Satish, Alexander J. X. Chen, Alice Liu, Nomin Enkhtsetseg, Farrah J. Mateen, The Guinea Epilepsy Project   +14 more
wiley   +1 more source

CVaR sensitivity with respect to tail thickness [PDF]

We consider the sensitivity of conditional value-at-risk (CVaR) with respect to the tail index assuming regularly varying tails and exponential and faster-than-exponential tail decay for the return distribution. We compare it to the CVaR sensitivity with
Fabozzi, Frank J., Rachev, Svetlozar T., Stoyanov, Stoyan V.   +2 more
core  

ALS With and Without Upper Motor Neuron Signs: A Comparative Study Supporting the Gold Coast Criteria

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective The Gold Coast criteria permit diagnosis of amyotrophic lateral sclerosis (ALS) even without upper motor neuron (UMN) signs. However, whether ALS patients with UMN signs (ALSwUMN) and those without (ALSwoUMN) share similar characteristics and prognoses remains unclear.
Hee‐Jae Jung, E‐nae Cheong, Jungmin So, Heung‐Won Kang, Yangsean Choi, Eun‐Jae Lee, Hyunjin Kim, Young‐Min Lim   +7 more
wiley   +1 more source

The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets

Future Business Journal
The study applies the wavelet local multiple correlations to investigate the level of comovements among the tail risks of US and emerging Asian stock markets in both time and frequency domains.
Boubekeur Baba
doaj   +1 more source

An Estimation of Risk Measures: Analysis of a Method

Computer Sciences & Mathematics Forum
Extreme value theory comprises a set of techniques for inference at the tail of distributions, where data are scarce or non-existent. The tail index is the main parameter, with risk measures such as value at risk or expected shortfall depending on it. In
Marta Ferreira, Liliana Monteiro
doaj   +1 more source