Results 51 to 60 of about 7,457,774 (289)

Improving Value-at-Risk prediction under model uncertainty

, 2020
Several well-established benchmark predictors exist for Value-at-Risk (VaR), a major instrument for financial risk management. Hybrid methods combining AR-GARCH filtering with skewed-$t$ residuals and the extreme value theory-based approach are ...
Peng, Shige, Yang, Shuzhen, Yao, Jianfeng   +2 more
core   +1 more source

Utility of Computed Tomography Surveillance of Asymptomatic Infection in Children and Young Adults Before Allogeneic Hematopoietic Stem Cell Transplant

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Asymptomatic infection poses a significant risk for children undergoing hematopoietic stem cell transplantation (HSCT). Pre‐transplant surveillance computed tomography (CT) is commonly used to identify occult infection, though its diagnostic yield remains uncertain.
Tyler Obermark, Pradipta Debnath, Rama S. Ayyala, Lara A. Danziger‐Isakov, Jane Koo, Kasiani C. Myers, William R. Otto, Aki Tanimoto, Andrew T. Trout, Cara E. Morin   +9 more
wiley   +1 more source

MENAKSIR VALUE AT RISK (VAR) PORTOFOLIO PADA INDEKS SAHAM DENGAN METODE PENDUGA VOLATILITAS GARCH

E-Jurnal Matematika, 2013
Value at Risk (VaR) is a concept which was used to measure a risk on risk management. VaR explained the worst amount of financial loss in a financial product with the horizon and certain degree of believe.
INTAN AWYA WAHARIKA, KOMANG DHARMAWAN, NI MADE ASIH   +2 more
doaj   +1 more source

Pengukuran Value at Risk Menggunakan Prosedur Volatility Updating Hull and White Berdasarkan Exponentially Weighted Moving Average (Ewma) (Studi Kasus Pada Portofolio Dua Saham) [PDF]

, 2013
Investment is an effort to get profits for individual or institution. But the investment policy is always faced with market risk as the effect of financial instruments movement such as stock price movements.
Hoyyi, A. (Abdul), Putri, N. A. (Nurissalma), Safitri, D. (Diah)   +2 more
core  

Unheard and Under‐Supported: Health‐Related Quality of Life in Children, Adolescents, and Young Adults With Sickle Cell Disease

Pediatric Blood &Cancer, EarlyView.
Abstract Background Sickle cell disease (SCD) is an autosomal recessive hemoglobinopathy affecting millions of individuals worldwide. The clinical expression and psychosocial burden of SCD vary widely across geographical, cultural, and healthcare system contexts, underscoring the need for setting‐specific approaches to assessment.
Desiré Fantasia, Giulia Reggiani, Elizabeth J. Maran, Maria Elisa Delle Fave, Ilaria Baido, Anna Chiara Frigo, Maria Paola Boaro, Raffaella Colombatti   +7 more
wiley   +1 more source

Imaging of High‐Risk Neuroblastoma: Recommendations From SIOPEN Radiology and Nuclear Medicine Specialty Committees

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Neuroblastoma is the most common extracranial solid tumor in early childhood. Its clinical behavior is highly variable, ranging from spontaneous regression to fatal outcome despite intensive treatment. The International Society of Pediatric Oncology Europe Neuroblastoma Group (SIOPEN) Radiology and Nuclear Medicine Specialty Committees ...
Annemieke Littooij, Catia Olianti, Herve Brisse, Pier Luigi Di Paolo, Maria Garganese, Tejas Kapadia, Jurgen Schaefer, Hugh Wallace, Simon Wan, Bart de Keizer, Irmina Sefic Pasic, Julian Rogasch   +11 more
wiley   +1 more source

Copula-Based Risk Aggregation and the Significance of Reinsurance

Risks
Insurance companies need to calculate solvency capital requirements in order to ensure that they can meet their future obligations to policyholders and beneficiaries.
Alexandra Dias, Isaudin Ismail, Aihua Zhang   +2 more
doaj   +1 more source

Value at Risk (VaR)

Mercados y Negocios, 2022
The technique (VaR) is a statistical measure of the risk. It is associated with financial risks related to the high volatility in prices, interest rates, or exchange rates.
Juan Gaytán Cortés
doaj   +1 more source

Effects of Cancer Treatment on Somatosensory and Nociceptive Processing in Children and Adolescents: A Systematic Review

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Chemotherapy‐induced peripheral neuropathy remains a major complication in pediatric cancer, with disrupted somatosensory and nociceptive processing being a key aspect. This review synthesizes empirical studies on alterations in somatosensory and nociceptive processing in children and adolescents with cancer.
Julia Schweiger, Laura Walz, Michael C. Frühwald, Stefan Lautenbacher, Miriam Kunz   +4 more
wiley   +1 more source

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