Results 171 to 180 of about 44,402,255 (305)

Value at Risk (VaR): Definition, Applications and Limits

openQuesta tesi di propone di esaminare l'origine e l'utilizzo del Value at Risk nella gestione del rischio finanziario, analizzando i punti di forza e debolezza.
PRETO, GIACOMO
core  

Benchmark Response Values for Error-Corrected Sequencing Mutagenicity Assessment Technologies. [PDF]

Environ Mol Mutagen
Mulugeta S, Marchetti F, Chen G, Chen C, Puglisi R, White PA.   +5 more
europepmc   +1 more source

Analysing the significance of small conformational changes and low occupancy states in serial crystallographic data

FEBS Open Bio, EarlyView.
This protocol paper outlines methods to establish the success of a time‐resolved serial crystallographic experiment, by means of statistical analysis of timepoint data in reciprocal space and models in real space. We show how to amplify the signal from excited states to visualise structural changes in successful experiments.
Jake Hill, Yelyzaveta Pulnova, Elke De Zitter, Helen M. Ginn, Briony A. Yorke   +4 more
wiley   +1 more source

Bootstrap prediction intervals for VaR and ES in the context of GARCH models [PDF]

In this paper, we propose a new bootstrap procedure to obtain prediction intervals of future Value at Risk (VaR) and Expected Shortfall (ES) in the context of univariate GARCH models.
Esther Ruiz, María Rosa Nieto
core  

S-shaped Utility Maximization with VaR Constraint and Partial Information. [PDF]

J Optim Theory Appl
Zhu D, Davey A, Zheng H.
europepmc   +1 more source

Estimation of the volatility parameter in value at risk (VaR) model

, 2020
In financial analysis, one of the most commonly used measures for evaluation of market risk is Value at Risk (VaR). Although it is an intuitively simple measure, estimating the underlying volatility can be quite complex. The main objective of the paper is to use Basic, EWMA and GARCH models for volatility parameter estimation in the Value at Risk (VaR)
openaire   +1 more source

Cyclic azapeptide CD36 ligand attenuates cardiac injury and reduces long‐chain fatty acid accumulation after myocardial ischemia–reperfusion in mice

FEBS Open Bio, EarlyView.
In a murine model of myocardial ischemia and reperfusion (MI/R), the CD36 azapeptide ligand MPE‐298 reduces cardiac injury and transiently lowers left ventricular long‐chain fatty acids (LCFAs) accumulation 3 h after reperfusion, accompanied by a decrease of oxidative stress and inflammation‐associated genes' expression in the heart and adipose tissue.
Jade Gauvin, Naghme Radmannia, David N. Huynh, Liliane Ménard, Caroline Daneault, Maïté Veilleux, Ahsanullah Ahsanullah, André C. Carpentier, William D. Lubell, Matthieu Ruiz, Huy Ong, Sylvie Marleau, Simon‐Pierre Gravel   +12 more
wiley   +1 more source

Forecasting Value-at-Risk Using the Markov-Switching ARCH Model [PDF]

This paper analyzes the application of the Markov-switching ARCH model (Hamilton and Susmel, 1994) in improving value-at-risk (VaR) forecast. By considering a mixture of normal distributions with varying variances over different time and regimes, we find
Wei-Ting Tang, Yin-Feng Gau
core  

Design and evaluation of bayesian optimized hybrid deep learning model for forecasting crop yields using climate dynamics. [PDF]

Sci Rep
Mushtaq N, Hashem AF, Irfan M, Mohamud LA.   +3 more
europepmc   +1 more source

Transcripts enriched in codons that trigger P‐site tRNA‐mediated mRNA decay possess stable mRNA

FEBS Open Bio, EarlyView.
PTMD codons were first described by Mendel et al. as mediators of an mRNA decay pathway dependent on the human protein CNOT3, homologous to yeast Not5. Our findings confirm that PTMD codons destabilize transcripts; however, unlike in yeast, the human pathway specifically targets and slightly destabilizes primarily stable mRNAs.
Rodolfo Lopes Carneiro, Fernando Lucas Palhano   +1 more
wiley   +1 more source