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32 results for “Value at Risk (VaR)”
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Research ArticleOpen accessIn the keywordsESTIMATING LOSS SEVERITY DISTRIBUTION: CONVOLUTION APPROACHRo J. PakFinancial loss can be classified into two types such as expected loss and unexpected loss. A current definition seeks to separate two losses from a total loss. In this article, however, we redefine a total loss as the sum of expected and unexpended losses; then the distribution of loss can be considered as the convolution of the distributions of both … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 2 May 2014 · 6,896 accessesView PDFCite
Research ArticleOpen accessIn the abstractForecasting Corporate Financial Distress Using Explainable Machine Learning: Implications for Risk Management TechnologyKanjana Hinthaw, Warawut NarkbunnumFinancial distress prediction is a critical task in financial risk management, yet it remains challenging due to class imbalance, complex financial structures, and limited model interpretability. This study develops an integrated machine learning framework that combines feature selection, class imbalance handling, threshold optimization, and Explainable Artificial Intelligence (XAI) to improve both predictive performance and decision-making reliability. Using a dataset of … …Journal of Computer Science, Vol. 22, Issue 7 · 22 Jul 2026 · 1,130 accessesView PDFCite
Research ArticleOpen accessIn the abstractRandom Forest-Based Genome Analysis for Disease Association and SNP Marker IdentificationXiangdong LiuAt present, genomic data analysis has the problems of insufficient model interpretation and limited computational efficiency in disease association research. As a powerful machine learning algorithm, Random Forest has demonstrated excellent ability in processing complex and multi-dimensional data sets and has gradually become a popular tool in the field of bioinformatics. The purpose of this paper is to explore how … …American Journal of Biochemistry and Biotechnology, Vol. 21, Issue 2 · 25 Jul 2025 · 5,533 accessesView PDFCite
Research ArticleOpen accessIn the abstractWater Characteristics Assessment, Bioaccumulation and Health Risk Evaluation of Possible Ingestion of Toxic and Essential Metals in Chromidotilapia guntheri Sourced from Ada River, West AfricaTunde Ohiokhioya Thaddeus Imoobe, Eugene Iragboghie Okhakhu, Osikemekha Anthony AnaniThe water ecosystem has been acclaimed to be polluted with various chemicals that may pose possible risks to the biota therein and affect the end consumers who ingest them via the food chain system. This study evaluates the water characteristics, bioaccumulation and non-carcinogenic risk potentials in the ingestion of toxic metals like (Cu, Fe, Zn, Mn and Pb) in Chromidotilapia … …OnLine Journal of Biological Sciences, Vol. 24, Issue 3 · 18 Mar 2024 · 4,772 accessesView PDFCite
Research ArticleOpen accessIn the abstractComparison of Multiple Linear Regression and Neural Network Models in Bank Performance Prediction in BotswanaHassan Kablay, Victor GumboBank performance is critical to the banking sector and the economy as a whole. In this study, Multiple Linear Regression (MLR) technique and feed forward Neural Network (NN) are used to predict the performance of 11 banks in Botswana. Return on Assets (RoA) is used as the dependent variable, while management quality, credit risk, liquidity, financial leverage and capital adequacy … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 10 Jan 2022 · 6,465 accessesView PDFCite
Research ArticleOpen accessIn the abstractBiochemical Indicators and Nutritional Value of Horsemeat Infected by Parascaridosis and Sampled from the Surrounding Areas of Semipalatinsk Nuclear Test Site, KazakhstanShyngys Suleimenov, Sergazy Duyssembaev, Ainur Serikova et al.Due to high prevalence of the Parascaris equorum among horses, the effect of Paracardiosis infestation on nutritional and biological values of meat is required. In an effort to analyze the radionuclides contents, biochemical parameters and biological value of horsemeat collected from different areas of Semipalatinsk Nuclear Test Site (SNTS) of Kazakhstan. The prevalence of parascaridosis was performed following standard protocols. … …American Journal of Animal and Veterinary Sciences, Vol. 16, Issue 1 · 9 Feb 2021 · 6,600 accessesView PDFCite
Research ArticleOpen accessIn the abstractDevelopment of Customer Predictive Model for Investment Using Ensemble Learning TechniqueThongchai Kaewkiriya, Kittipol WisaengMany new investors that want to purchase a fund might be disappointed with the return-on-investment value. This problem occurs because they do not know important factors that could affect the market value. Plus, some assets might not be suitable for the investor's investment style. To reduce the mentioned problems, many asset management companies research the systems that could find a … …Journal of Computer Science, Vol. 19, Issue 6 · 25 May 2023 · 5,472 accessesView PDFCite
Research ArticleOpen accessIn the abstractImplementing a Hybrid VMD–BiTCN–BiGRU Architecture With Intelligent Optimization for Agricultural Commodity Price Prognostication in Gujarat MarketsJignesh Hirapara, Ratnesh Kumar Namdeo, Ankit Kumar Dubey et al.In the agricultural sector, the prices of pulses require adequate forecasting to plan farming activities, store and market, and guide policy-making. However, the pulse price series is highly volatile, seasonal, nonstationary, and nonlinear, and thus conventional linear time series models are not necessarily very effective. In the suggested framework, the raw price data series is decomposed using Variational Mode Decomposition … …Journal of Computer Science, Vol. 22, Issue 7 · 1 Aug 2026 · 1,021 accessesView PDFCite
Research ArticleOpen accessIn the abstractSurvey and Distribution of Plant Parasitic Nematodes on Tomato at Baruasagar in Jhansi (India)Abha Sachan, Rajesh Kumar Pandey, Shailendra Kumar et al.Tomato (Lycopersicon esculentum) is an important high-value vegetable crop and acts as a natural medicine that alleviates the risk of a condition such as cancer and cardiovascular disease. Plant parasitic nematodes are obligate biotrophic feeders that cause the most devastating phytoeconomic damage to tomato cultivation across the globe. Their infection may lead to a spectrum of disorders like stunting, necrosis … …American Journal of Agricultural and Biological Sciences, Vol. 18, Issue 1 · 10 Jan 2024 · 6,816 accessesView PDFCite