Results 61 to 70 of about 49,838,108 (340)

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

Expected Shortfall: a natural coherent alternative to Value at Risk [PDF]

, 2001
We discuss the coherence properties of Expected Shortfall (ES) as a financial risk measure. This statistic arises in a natural way from the estimation of the "average of the 100p % worst losses" in a sample of returns to a portfolio. Here p is some fixed
C. Acerbi, Dirk Tasche
semanticscholar   +1 more source

Language, Culture, and Cancer: Qualitative Insights Into Communication Disparities Among Spanish‐Speaking Caregivers of Children With Cancer

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Latino children are projected to make up nearly one‐third of United States (US) children by 2060, and many of their caregivers speak Spanish. Prior survey research has documented communication difficulties for Spanish‐speaking caregivers of children with cancer, but contemporary qualitative data are limited.
Jenny Ruiz, Alejandra Curbelo‐Paz, Sonia Morales, Elizabeth Contreras, Amy Houtrow, Scott H. Maurer, Judy C. Chang   +6 more
wiley   +1 more source

Duration and Labor Resource Optimization for Construction Projects—A Conditional-Value-at-Risk-Based Analysis

Buildings
The complexity and uncertainty of construction projects contribute to low efficiency in the construction industry. This research applied the Takt-time planning method to optimize the construction working process, and proposed a risk control framework ...
Fan Ding, Min Liu, Simon M. Hsiang, Peng Hu, Yuxiang Zhang, Kewang Jiang   +5 more
doaj   +1 more source

Biphasic Clinical Course of Pediatric Cytomegalovirus‐Associated Immune Thrombocytopenia: Early Poor Treatment Response but Favorable Long‐Term Outcomes

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Cytomegalovirus (CMV) is a recognized trigger of immune thrombocytopenia (ITP); however, its incidence and impact on disease course in children remain controversial. Therefore, we aimed to characterize the clinical course of pediatric patients with CMV‐associated ITP.
Oded Gilad, Ohad Atia, Osama Tanous, Dafna Brik Simon, Michal Dvori, Miriam Cohen, Tracie A. Goldberg, Efraim Bilavsky, Joanne Yacobovich, Orna Steinberg‐Shemer   +9 more
wiley   +1 more source

Bone Mineral Density After Contemporary Treatment for Acute Lymphoblastic Leukaemia: A Matched Cross‐Sectional Study

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Reduced bone mineral density (BMD) has been reported in survivors of childhood and young adult acute lymphoblastic leukaemia (ALL); however, data from cohorts treated with contemporary protocols and including matched controls remain limited.
Karen Schow Jensen, Mette Tiedemann Skipper, Niels Holtum Birkebæk, Kjeld Schmiegelow, Thomas Leth Frandsen, Bente Langdahl, Rikke Beck Jensen, Asger Roer Pedersen, Christian Mølgaard, Liv Andrés‐Jensen, Birgitte Klug Albertsen   +10 more
wiley   +1 more source

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

Parents of Youth With Cancer Report on Their Psychosocial Care: iSTEPPP Survey Finds Alignment and Gaps With Standards

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background The Standards for Psychosocial Care for Children with Cancer and Their Families guide the provision of comprehensive psychosocial care. Parallel to research characterizing implementation of the Standards from the perspective of providers, this study examines implementation of the Standards from the perspective of parents of youth ...
Emily M. Pariseau, Kimberly Buff, Michele A. Scialla, Kimberly S. Canter, Lori Wiener, Victoria Sardi‐Brown, Julia B. Tager, Kamyar Arasteh, Anne E. Kazak   +8 more
wiley   +1 more source

Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact

Risks
This study addresses market concentration among major corporations, highlighting the utility of relative entropy for understanding diversification strategies. It introduces entropic value at risk (EVaR) as a coherent risk measure, which is an upper bound
Nicolò Giunta, Giuseppe Orlando, Alessandra Carleo, Jacopo Maria Ricci   +3 more
doaj   +1 more source

RISK OF INDONESIAN BANKS: AN APPLICATION OF HISTORICAL EXPECTED SHORTFALL METHOD

Buletin Ekonomi Moneter dan Perbankan, 2015
Asian and European crises were witnesses of banks’ vulnerable due to market risks. The Basel Committee requires an internal risk assessment applying Value at Risk (VaR).
Nevi Danila, Bunyamin Bunyamin, Siti Munfaqiroh   +2 more
doaj   +1 more source