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At-risk

The VaR at Risk

The VaR at Risk

... of risk aversion, or preference for ...their risk in order to minimize their budgeted capital: the structure of the firm is not neutral to the aggregated capital ...the risk which sets the aggregated ...

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Correlates of at-risk gambling behaviors of homeless youth

Correlates of at-risk gambling behaviors of homeless youth

... reported at-risk gambling ...The at-risk gambling behavior group had spent, on average, $593, which represents more than 15 times the amount of money spent by Quebecers ...the ...

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What about Underevaluating Operational Value at Risk in the Banking Sector?

What about Underevaluating Operational Value at Risk in the Banking Sector?

... biased estimation of capital. Our method is thus a good alternative to the standard model, since it allows an accurate description of the tails of the severity distributions without ignoring the body. 6.3 Combination of ...

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Youth at risk of psychosis : neurocognitive profiles and non-pharmacological interventions

Youth at risk of psychosis : neurocognitive profiles and non-pharmacological interventions

... High Risk individuals are considered at risk of transition towards a frank psychosis in a very short period of ...be at different clinical stages, with different severity of psychopathology, ...

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Testing and Comparing Value-at-Risk Measures

Testing and Comparing Value-at-Risk Measures

... Testing and Comparing Value-at-Risk Measures * Peter Christoffersen † , Jinyong Hahn ‡ , Atsushi Inoue § Résumé / Abstract La valeur exposée au risque (value at risk - VaR) est devenue un ...

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Valorisation d’options américaines et Value At Risk de portefeuille sur cluster de GPUs/CPUs hétérogène

Valorisation d’options américaines et Value At Risk de portefeuille sur cluster de GPUs/CPUs hétérogène

... Value At Risk d’un portefeuille peut être calculée pour deux semaines alors que l’estimation d’un portefeuille de couverture est souvent utilisée pour des opérations ...

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Liquidity-adjusted Intraday Value at Risk Modeling and Risk Management: an Application to Data from Deutsche Börse

Liquidity-adjusted Intraday Value at Risk Modeling and Risk Management: an Application to Data from Deutsche Börse

... high-frequency risk measure, the Liquidity-adjusted Intraday Value at Risk ...the risk related to the liquidity ...liquidity risk on total risk, but also to provide an estimation ...

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Backtesting Value-at-Risk: A Duration-Based Approach

Backtesting Value-at-Risk: A Duration-Based Approach

... portfolio risk measure can be criticized on several ...that risk managers ought to be interested in knowing the entire distribution of returns, and in particular the left ...

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Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure

Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure

... quantile-based risk measures relying on the Value-at-Risk (V ...quantile-based risk measure (the Spectral Stress V aR) to capture the uncer- tainty in the historical V aR ...the risk ...

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Scalable Machine Learning for Predicting At-Risk Profiles Upon Hospital Admission

Scalable Machine Learning for Predicting At-Risk Profiles Upon Hospital Admission

... identifying at-risk profiles is available in the initial patients’ drug prescription data at the time of hospital ...MRCI at admission and occurence of complications is empirically ...

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Anatomically consistent CNN-based segmentation of organs-at-risk in cranial radiotherapy

Anatomically consistent CNN-based segmentation of organs-at-risk in cranial radiotherapy

... of segmentation models, which assign one unique label to each voxel follow- ing the format of public segmentation challenges such as the BRATS [32]. However, some works addressing OAR segmentation consider non-exclusive ...

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Screening of subjects at risk of severe vitamin D deficiendy: a clustering approach

Screening of subjects at risk of severe vitamin D deficiendy: a clustering approach

... Introduction: Avoiding vitamin D deficiency is essential regar- ding several health outcomes. Systematic blood testing may represent an important economic burden and systematic supplementation could lead, in some ...

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Birth weight as a risk factor for neonatal mortality: Breed-specific approach to identify at-risk puppies

Birth weight as a risk factor for neonatal mortality: Breed-specific approach to identify at-risk puppies

... Table 4 , the thresholds obtained by CART analysis were close to the first decile value (lowest 10% of birth weight) for each breed, which is a threshold commonly used in human species to de fine low birth weight infants ( ...

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Birth weight as a risk factor for neonatal mortality: Breed-specific approach to identify at-risk puppies.

Birth weight as a risk factor for neonatal mortality: Breed-specific approach to identify at-risk puppies.

... were below these thresholds (2,026 puppies of 4,260 had birth weight lower than the ROC cut-off). These results suggest that puppies sus- ceptible to neonatal death are not only the ones belonging to the lowest 25% of ...

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Value at Risk Computation in a Non-Stationary Setting

Value at Risk Computation in a Non-Stationary Setting

... Value at Risk Computation in a Non-Stationary Setting Dominique GUEGAN 1 Abstract This chapter recalls the main tools useful to compute Value at Risk associated with a m- dimensional ...

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A Simple GDP-based Model for Public Investments at Risk

A Simple GDP-based Model for Public Investments at Risk

... side, risk has been addressed by several authors using dynamic opti- mization methods through option values (see Henry (1974)) or using Bellman and Pontryagin procedures (see Pindyck (1991) and also Traeger (2014) ...

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Risk Measures At Risk- Are we missing the point? Discussions around sub-additivity and distortion

Risk Measures At Risk- Are we missing the point? <br>Discussions around sub-additivity and distortion

... the risk categories combine multiple kinds of incidents; for instance a category combining external frauds will contain the fraud card on the body, com- mercial paper fraud in the middle, cyber attack and Ponzi ...

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Biological invasions: deriving the regions at risk from partial measurements

Biological invasions: deriving the regions at risk from partial measurements

... 5 Discussion and conclusion We have shown that, for an invasive species whose density is well modelled by a reaction-diffusion equation, the spatial arrangement of the favourable and unfavourable regions can be measured ...

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An automated system to detect flash floods and alert at-risk communities

An automated system to detect flash floods and alert at-risk communities

... The following tasks were identified as the core requirements of the floodwater alert system: * Monitor water level, recording all sensor data for later hydrological [r] ...

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Ambient air pollution concentration in Montreal and environmental equity: Are children at risk at school?

Ambient air pollution concentration in Montreal and environmental equity: Are children at risk at school?

... performed at a fine geographic scale, as pollution levels can vary greatly at the scales of a neighbourhood, a census tract or a dissemination ...dwellings at the city block ...

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