Results 41 to 50 of about 510,642 (302)

Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure [PDF]

, 2019
Scenario generation is the construction of a discrete random vector to represent parameters of uncertain values in a stochastic program. Most approaches to scenario generation are distribution-driven, that is, they attempt to construct a random vector ...
Fairbrother, Jamie, Turner, Amanda, Wallace, Stein   +2 more
core   +2 more sources

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

Lifestyle Behaviors and Cardiotoxic Treatment Risks in Adult Childhood Cancer Survivors

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Higher doses of anthracyclines and heart‐relevant radiotherapy increase cardiovascular disease (CVD) risk. This study assessed CVD and CVD risk factors among adult childhood cancer survivors (CCSs) across cardiotoxic treatment risk groups and examined associations between lifestyle behaviors and treatment risks.
Ruijie Li, Raquel Revuelta Iniesta, Alan R. Barker, Dimitris Vlachopoulos, Tomáš Sláma, Christina Schindera, Fabiën N. Belle   +6 more
wiley   +1 more source

Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model

Risks, 2013
Evaluating risk measures, premiums, and capital allocation based on dependent multi-losses is a notoriously difficult task. In this paper, we demonstrate how this can be successfully accomplished when losses follow the multivariate Pareto distribution of
Alexandru V. Asimit, Raluca Vernic, Riċardas Zitikis   +2 more
doaj   +1 more source

Pathogenic Germline PALB2 and RAD50 Variants in Patients With Relapsed Ewing Sarcoma

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Approximately 10% of patients with Ewing sarcoma (EwS) have pathogenic germline variants. Here, we report two cases: first, a novel germline pathogenic variant in partner and localizer of BRCA2 (PALB2) in a patient with a late EwS relapse. Its impact on homologous recombination is demonstrated, and breast cancer risk is discussed.
Molly Mack, A. Carolina Tufino, Mohd Azrin Jamalruddin, Sreya Dey, Yinghong Pan, Elina Mukherjee, Jessica D. Daley, Julia Meade, Mahmoud Aarabi, Lisa Maurer, James Cooper, Kara A. Bernstein, Kelly M. Bailey   +12 more
wiley   +1 more source

A Comparative Study of Cerebral Oxygenation During Exercise in Hemodialysis and Peritoneal Dialysis Patients

Therapeutic Apheresis and Dialysis, EarlyView.
ABSTRACT Introduction Cognitive impairment and exercise intolerance are common in dialysis patients. Cerebral perfusion and oxygenation play a major role in both cognitive function and exercise execution; HD session per se aggravates cerebral ischemia in this population. This study aimed to compare cerebral oxygenation and perfusion at rest and in mild
Marieta P. Theodorakopoulou, Konstantina Dipla, Danai Faitatzidou, Fotini Iatridi, Areti Georgiou, Artemios Karagiannidis, Erasmia Sampani, Chrysostomos Dimitriadis, Aggelos Koutlas, Andreas Zafeiridis, Pantelis Sarafidis   +10 more
wiley   +1 more source

A comparison of extreme value theory approaches for determining value at risk [PDF]

, 2005
This paper compares a number of different extreme value models for determining the value at risk (VaR) of three LIFFE futures contracts. A semi-nonparametric approach is also proposed, where the tail events are modeled using the generalised Pareto ...
Brooks, Chris, Clare, A. D., Dalle Molle, J. W., Persand, Gitanjali   +3 more
core   +2 more sources

Structural biology of ferritin nanocages

FEBS Letters, EarlyView.
Ferritin is a conserved iron‐storage protein that sequesters iron as a ferric mineral core within a nanocage, protecting cells from oxidative damage and maintaining iron homeostasis. This review discusses ferritin biology, structure, and function, and highlights recent cryo‐EM studies revealing mechanisms of ferritinophagy, cellular iron uptake, and ...
Eloise Mastrangelo, Flavio Di Pisa
wiley   +1 more source

Characterizing the salivary RNA landscape to identify potential diagnostic, prognostic, and follow‐up biomarkers for breast cancer

Molecular Oncology, EarlyView.
This study explores salivary RNA for breast cancer (BC) diagnosis, prognosis, and follow‐up. High‐throughput RNA sequencing identified distinct salivary RNA signatures, including novel transcripts, that differentiate BC from healthy controls, characterize histological and molecular subtypes, and indicate lymph node involvement.
Nicholas Rajan, Irina Primac, Emre Etlioglu, Laurens Debruyne, Ann Janssen, Magy Sallam, Kevin Tabury, Roel Quintens, Wiebren Tjalma, Mohammed Abderrafi Benotmane   +9 more
wiley   +1 more source

Tail Value-at-Risk-Based Expectiles for Extreme Risks and Their Application in Distributionally Robust Portfolio Selections

Mathematics, 2022
Empirical evidence suggests that financial risk has a heavy-tailed profile. Motivated by recent advances in the generalized quantile risk measure, we propose the tail value-at-risk (TVaR)-based expectile, which can capture the tail risk compared with the
Haoyu Chen, Kun Fan
doaj   +1 more source