Results 71 to 80 of about 248,583 (305)
IEEE AccessThis paper studies new deterministic optimization models for wireless network design based on the Independent Dominating Set (IDS) structure. We first present deterministic formulations of the IDS and then extend them with risk-aware objectives using ...
Pablo Adasme
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PERHITUNGAN VALUE AT RISK DENGAN PENDUGA VOLATILITAS STOKASTIK HESTON
E-Jurnal Matematika, 2018 Value at risk is a method that measures financial risk of an security or portfolio. The aims of the research is to find out the value at risk of an exchange rate using the Heston stochastic volatility model. Heston model is a strochastic volatility model
DESAK PUTU DEVI DAMIYANTI +2 more
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Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory [PDF]
This paper studies the performance of nonparametric quantile regression as a tool to predict Value at Risk (VaR). The approach is flexible as it requires no assumptions on the form of return distributions.
Julia Schaumburg
core
Phosphatidylinositol 4‐kinase as a target of pathogens—friend or foe?
FEBS Letters, EarlyView.This graphical summary illustrates the roles of phosphatidylinositol 4‐kinases (PI4Ks). PI4Ks regulate key cellular processes and can be hijacked by pathogens, such as viruses, bacteria and parasites, to support their intracellular replication. Their dual role as essential host enzymes and pathogen cofactors makes them promising drug targets.
Ana C. Mendes +3 more
wiley +1 more source
Systemic risk in Taiwan stock market
Journal of Business Economics and Management, 2012 Recent financial crises resulted from systemic risk caused by idiosyncratic distress. In this research, taking Taiwan stock market as an example and collecting data from 2000 to 2010 which contained the 2001 dot-com bubble and the 2007–2009 financial ...
Her-Jiun Sheu, Chien-Ling Cheng
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Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models [PDF]
The aim of this research paper is to evaluate hedge fund returns Value-at-Risk by using GARCH models. To perform the empirical analysis, one uses the HFRX daily performance hedge fund strategy subindexes and spans the period March 2003 – March 2008.
Sabrina Khanniche
core
FEBS Letters, EarlyView.In this study, we found that human cervical‐derived adipocytes maintain intracellular iron level by regulating the expression of iron transport‐related proteins during adrenergic stimulation. Melanotransferrin is predicted to interact with transferrin receptor 1 based on in silico analysis.
Rahaf Alrifai +9 more
wiley +1 more source
Agricultural Applications of Value-at-Risk Analysis: A Perspective [PDF]
Value-at-Risk (VaR) determines the probability of a portfolio of assets losing a certain amount in a given time period due to adverse market conditions with a particular level of confidence.
Mark R. Manfredo, Raymond M. Leuthold
core
Diversity and complexity in neural organoids
FEBS Letters, EarlyView.Neural organoid research aims to expand genetic diversity on one side and increase tissue complexity on the other. Chimeroids integrate multiple donor genomes within single organoids. Self‐organising multi‐identity organoids, exogenous cell seeding, or enforced assembly of region‐specific organoids contribute to tissue complexity.
Ilaria Chiaradia, Madeline A. Lancaster
wiley +1 more source
Machine learning-based dynamic risk measurement for white sugar futures under geopolitical risks
Frontiers in PhysicsFutures, as significant financial derivatives, play a crucial role in financial markets by fulfilling price discovery functions and providing efficient risk hedging tools.
Zihao Qiu +4 more
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