A case study of soil contamination at landfill sites is presented as an example to test this risk evaluation function.doi:10.1080/13669870210153693NakauKojiTaylor & FrancisJournal of Risk ResearchNakau, K., 2004. A model for evaluating extreme risks with stochastic sustainability criteria: a case ...
aValue at risk (VaR) is the most widely used risk management model. However, in extreme situations, VaR models do not function very well. That is why these models have been supplemented with “scenario” or “stress” testing. But this approach may not be adequate to control risks. An ob...
constraints that are a promising way to focus evaluation on the observations most relevant to climate projections, and advanced methods for model weighting. These approaches are needed to distil the most credible information on regional climate changes, impacts, and risks for stakeholders and policy-...
is also shown in Fig.1. Temporal hold-out validation mimics the prospective evaluation of the model on future unseen hospital encounters, which demonstrated an overall AUROC of 0.76 [95% CI, 0.75–0.78] for any AKI prediction within 48 h, 0.81 [95% CI, 0.76–0.86] for predicting at le...
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management This paper considers the problem of model uncertainty in the case of multi-asset volatility models and discusses the use of model averaging techniques as a... H Pesaran,P Zaffaroni,Banca...
Evaluation of Spatial Spillover Effect of Multidimensional Hybrid Financial Risk Contagion Based on the DAI Spatial Econometric Model The process of global integration has accelerated, and the international financial market has become increasingly closely linked. The financial risks that ... S Li,Z Dong...
Accordingly, the R2 value and RMSE value for evaluation on growth status under heat stress were 0.957 and 0.067, respectively. And, the R2 value and RMSE value for evaluation on growth status under drought were 0.944 and 0.076, respectively. Conclusion In summary, our proposed model provides an...
However, as almost always, there are caveats that ought to be acknowledged in using DSGE models for policy evaluation and forecasting. First, they make strong assumptions on rational expectations which are not always borne out by the data, and there are numerous cases where the rational ...
In the future, when assessing the year's dangerous bird species, officials could consult the actual birdstrike data for the previous three years as an additional criterion for evaluation. It can also be combined with the degree of aircraft damage. Individual bird species hazardous levels could ...
Fig. 1: Schematic of development and evaluation of the foundation models (RETFound). Stage one constructs RETFound by means of SSL, using CFP and OCT from MEH-MIDAS and public datasets. Stage two adapts RETFound to downstream tasks by means of supervised learning for internal and external eva...