Results 121 to 130 of about 521,883 (320)

"The connection between distortion risk measures and ordered weighted averaging operators" [PDF]

Distortion risk measures summarize the risk of a loss distribution by means of a single value. In fuzzy systems, the Ordered Weighted Averaging (OWA) and Weighted Ordered Weighted Averaging (WOWA) operators are used to aggregate a large number of fuzzy ...
Jaume Belles-Sampera, José M. Merigó, Miguel Santolino, Montserrat Guillén   +3 more
core  

Memory and Resting‐State Connectivity in Acute Transient Global Amnesia: A Case–Control fMRI Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background and Objectives Transient global amnesia (TGA) is a striking model of isolated amnesia. While hippocampal lesions are well described, the network‐level mechanisms and the precise neuropsychological profile remain debated. Our objective was thus to characterize functional and neuropsychological correlates of acute TGA and their ...
Elias El Otmani, Emmanuel Barbeau, Béatrice Lemesle, Emilie Milongo‐Rigal, Sophie Fernandez, Sandrine Charpentier, Jean‐François Albucher, Nicolas Raposo, Fabrice Bonneville, Patrice Péran, Jérémie Pariente   +10 more
wiley   +1 more source

Predicting Tail-related Risk Measures: The Consequences of Using GARCH Filters for non-GARCH Data [PDF]

We investigate the consequences for value-at-risk and expected short-fall purposes of using a GARCH filter on various mis-specified processes.
Amine JALAL, Michael ROCKINGER
core  

Capturing Tail Risks in Cryptomarkets: A New Systemic Risk Approach

Journal of Risk and Financial Management
Using daily returns of Bitcoin, Litecoin, Ripple and Stellar, we introduce a novel risk measure for quantitative-risk management in the cryptomarket that accounts for the significant co-movements between cryptocurrencies.
Itai Barkai, Elroi Hadad, T. Shushi, Rami Yosef   +3 more
semanticscholar   +1 more source

Risk of Non‐Arteritic Anterior Ischemic Optic Neuropathy in Idiopathic Intracranial Hypertension Patients Treated with GLP‐1 Receptor Agonists

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Introduction Glucagon‐like peptide‐1 receptor agonists (GLP‐1 RAs) have demonstrated significant weight‐reducing effects and may offer benefits in idiopathic intracranial hypertension (IIH); however, recent concerns about the risk of non‐arteritic anterior ischemic optic neuropathy (NAION) have emerged.
Faisal A. Al‐Harbi, Mohanad A. Alkuwaiti, Yazeed B. Alaql, Ahmed K. Alsaif, Ahmed A. Alessa, Meshari Ayed Alharbi, Mohammed Alfalah, Saud A. Alnaaim, Sajjad M. AlHaddad, Ahmed Y. Azzam   +9 more
wiley   +1 more source

Extreme Value Theory for Tail-Related Risk Measures [PDF]

Many fields of modern science and engineering have to deal with events which are rare but have significant consequences. Extreme value theory is considered to provide the basis for the statistical modeling of such extremes. The potential of extreme value
Evis Këllezi, Manfred Gilli
core  

Comparative Effectiveness and Safety of Inebilizumab Versus Rituximab in AQP4‐IgG‐Positive NMOSD

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Rituximab (anti‐CD20, RTX) and inebilizumab (anti‐CD19, INE) represent B‐cell‐depleting therapies used for aquaporin‐4 antibody‐positive (AQP4‐IgG+) neuromyelitis optica spectrum disorder (NMOSD); however, direct comparative evidence remains limited.
Jie Lin, Binbin Xue, Dewei Xie, Jia Li, Juyuan Pan, Lanbing Zhu, Qiaowen Tong, Jing Lin, Ruofan Zhu, Xu Zhang, Junhui Xia, Xiang Li   +11 more
wiley   +1 more source

On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall [PDF]

Value-at-risk (VaR) has become a standard measure used in financial risk management due to its conceptual simplicity, computational facility, and ready applicability. However, many authors claim that VaR has several conceptual problems.
Yamai, Yasuhiro, Yoshiba, Toshinao
core  

The Tale of the Residual Tail: Insights From Continuous Intracranial Monitoring From Post‐Hippocampectomy Dynamics

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Subtotal hippocampal resection can leave residual hippocampal tissue, yet the immediate postoperative electrophysiologic evolution of such remnants is unknown. We describe a patient with drug‐resistant temporal lobe epilepsy in whom a hippocampal remnant was continuously monitored using a responsive neurostimulator (RNS) following subtotal ...
Patrick Hartnett, Syeda Amrah Hashmi, Amaan Qureshi, Heather Spader, Shayan Moosa, Ifrah Zawar   +5 more
wiley   +1 more source

A Discrete CVaR Framework for Industrial Hedging Under Commodity, Freight, and FX Risks

Mathematics
Raw material price volatility, freight rates, and foreign exchange all pose significant uncertainty for lithium-ion battery manufacturers, jeopardising procurement planning and financial stability. In this paper, we formulate a discrete Conditional Value-
Yanduo Li, Ruiheng Li, Xiaohong Duan
doaj   +1 more source