Balancing the value and risk of exercise-based therapy post-COVID-19: a narrative review. [PDF]
Eur Respir Rev, 2023 Singh SJ +8 more
europepmc +1 more source
Comparisons of cashflow maps for value-at-risk [PDF]
This article is devoted to the study cashflow maps used in the computation of value-at-risk (VaR). Properties and characteristics of the approaches found in the literature are presented and two new approaches are introduced.
Henrard Marc
core
Value-at-Risk for folded normal (black) and folded t (red) distributions.
, 2016 Value-at-Risk for folded normal (black) and folded t (red) distributions.
Shaiful Anuar Abu Bakar (2822411) +3 more
core +1 more source
Machine learning-based price forecasting and risk management in renewable energy markets
Sustainable Energy ResearchThe rising share of renewable energy has amplified electricity price volatility, underscoring the need for accurate forecasting and robust risk management.
Kuochun Lin, Peichun Feng
doaj +1 more source
Implied value-at-risk and model-free simulation. [PDF]
Ann Oper Res, 2022 Bernard C, Perchiazzo A, Vanduffel S.
europepmc +1 more source
The Predictive Value of Risk Factors and Prognostic Scores in Hospitalized COVID-19 Patients. [PDF]
Diagnostics (Basel), 2023 Brajkovic M +14 more
europepmc +1 more source
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk [PDF]
Under the Basel II Accord, banks and other Authorized Deposit-taking Institutions (ADIs) have to communicate their daily risk estimates to the monetary authorities at the beginning of the trading day, using a variety of Value-at-Risk (VaR) models to ...
Michael McAleer +2 more
core
Correction: Does papillary muscle free strain has predictive value in risk stratification of patients with hypertrophic cardiomyopathy? [PDF]
PLoS OnePLOS One Editors.
europepmc +2 more sources
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks. [PDF]
Comput Econ, 2023 Buczynski M, Chlebus M.
europepmc +1 more source