Results 41 to 50 of about 141,342 (308)

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

Estimating value at risk and conditional tail expectation for extreme and aggregate risks

, 2021
25 ...
Thapa, Suman, Zhao, Yiqiang Q.
openaire   +2 more sources

Epigenetic blind spots – the role of DNA methylation dynamics in stem cell‐based models of embryogenesis

FEBS Letters, EarlyView.
Embryo‐like structures (stembryos) are an innovative tool, but they are hindered by experimental variability and limited developmental potential. DNA methylation is crucial for mammalian development, but its status in stembryo models is poorly characterized.
Sara Canil, Anna Corrà, Annalisa Scapolatiello, Chengxiang Qiu, Gianluca Amadei   +4 more
wiley   +1 more source

Network divergence analysis identifies adaptive gene modules and two orthogonal vulnerability axes in pancreatic cancer

Molecular Oncology, EarlyView.
Tumors contain diverse cellular states whose behavior is shaped by context‐dependent gene coordination. By comparing gene–gene relationships across biological contexts, we identify adaptive transcriptional modules that reorganize into distinct vulnerability axes.
Brian Nelson, Lyanne Delgado‐Coka, Natalia Marchenko, Luisa F. Escobar‐Hoyos, Kenneth R. Shroyer, Alisa Yurovsky, Trey Ideker, Gábor Balázsi, Thomas MacCarthy, Scott Powers   +9 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

Engineered extracellular vesicles enriched with the miR‐214/199a cluster enhance the efficacy of chemotherapy in ovarian cancer

Molecular Oncology, EarlyView.
Loss of the miR‐214/199a cluster is associated with recurrence in ovarian cancer. Engineered small extracellular vesicles (m214‐sEVs) elevate miR‐214‐3p/miR‐199a‐5p in tumor cells, suppress β‐catenin, TLR4, and YKT6 signaling, reprogram tumor‐derived sEV cargo, reduce chemoresistance and migration, and enhance carboplatin efficacy and survival in ...
Weida Wang, Ayesha Alvero, Yi Qin, Mingjin Wang, Alexandra Fox, Yanfeng Li, Michael Millman, Amy Kemper, Gil Mor, Xian Shuang Liu, Michael Chopp, Zheng Gang Zhang, Yi Zhang   +12 more
wiley   +1 more source

Establishment of a humanized patient‐derived xenograft mouse model of high‐grade serous ovarian cancer for preclinical evaluation of combination immunotherapy

Molecular Oncology, EarlyView.
We have established a humanized orthotopic patient‐derived xenograft (Hu‐oPDX) mouse model of high‐grade serous ovarian cancer (HGSOC) that recapitulates human tumor–immune interactions. Using combined anti‐PD‐L1/anti‐CD73 immunotherapy, we demonstrate the model's improved biological relevance and enhanced translational value for preclinical ...
Luka Tandaric, Line Bjørge, Martine Rott Lode, Cecilie Fredvik Torkildsen, Pia Aehnlich, Rammah Elnour, Daniela Elena Costea, Lars Andreas Akslen, Liv Cecilie Vestrheim Thomsen, Emmet McCormack, Katrin Kleinmanns   +10 more
wiley   +1 more source

Tail Conditional Expectation for vector-valued risks [PDF]

, 2006
In his paper we introduce a quantile-based risk measure for multivariate financial positions: the vector-valued Tail-conditional-expectation (TCE). We adopt the framework proposed by Jouini, Meddeb, and Touzi [9] to deal with multi-assets portfolios when one accounts for frictions in the financial market. In this framework, the space of risks formed by
openaire   +2 more sources

Deciphering transcriptional plasticity in pancreatic ductal adenocarcinoma reveals alterations in sensory neuron innervation

Molecular Oncology, EarlyView.
Pancreatic sensory neurons innervating healthy and PDAC tissue were retrogradely labeled and profiled by single‐cell RNA sequencing. Tumor‐associated innervation showed a dominant neurofilament‐positive subtype, altered mitochondrial gene signatures, and reduced non‐peptidergic neurons.
Elena Genova, Michele Montrone, Uday Rangaswamy, Francesco Diversi, Irene Schiavo, Denise Ferrarini, Roberta Di Florio, Irene Longo, Michele Coscia, Nicola Zamboni, Giorgia Demontis, Lisa Veghini, Vincenzo Corbo, Remo Sanges, Paul Heppenstall   +14 more
wiley   +1 more source

Cell‐cycle‐specific lesion evolution rather than inhibition of double‐strand‐break repair underpins cisplatin radiosensitization

Molecular Oncology, EarlyView.
We analyze cisplatin–DNA adducts (CDAs) and double‐strand breaks (DSBs) in a cell‐cycle‐dependent manner. We find that CDAs form similarly across all cell cycle phases. DSBs arise only in S‐phase. CDAs might not directly impair DSB repair, but S‐phase DSB lesions evolve in the presence of CDAs and disrupt repair in G2, also causing radiosensitization ...
Ye Qiu, Xixi Lin, Emil Mladenov, Veronika Mladenova, Jürgen Thomale, Ali Sak, Yao Wang, Yunxuan Deng, Eleni Gkika, Martin Stuschke, George Iliakis   +10 more
wiley   +1 more source