in the property that requires that a risk measure should depend only on the losses, and not also on the gains of an investment. We consider two classes of conservative risk measures: the robust risk measures and the conservative coherent risk measures. While the robust risk measures are based...
The paper deals with the study of a coherent risk measure, which we call Weighted V@R. It is a risk measure of the form $rho_mu(X)=intlimits_{[0,1]}hbox{TV}@hbox{R}_{uplambda}(hbox{X}) mu(hbox{d}uplambda),$ where μ is a probability measure on [0,1] and TV@R stands...
Confirmatory Factor Analysis; df , Degrees of freedom; CFI, Comparative Fit Index; SRMR, Standardized Root Mean Squared Residual; RMSEA, Root Mean Square Error of Approximation (Forth et al., 2003) and all four dimensions served as indica- tors of a coherent higher order psychopathy fact...
aExpected shortfall is a measure used in preference to VAR in some cases since is has more mathematically convenient properties and, unlike VAR, is argued to be a ‘‘coherent risk measure’’. In this case, it corresponds to the expected exposure above the relevant PFE value. 因为更加数学...
Money is aliquid assetused to facilitate transactions of value. It is used as amedium of exchangebetween individuals and entities. It's also astore of valueand aunit of accountthat can measure the value of other goods. Prior to the invention of money, most economies relied onbartering, wher...
The BIS-11 is a 30-item self-reported questionnaire designed to measure impulsivity, with higher scores indicating greater impulsivity [26]. The 25-item Chinese version of the BIS-11, in which five items were removed due to weak item–total correlation, has been reported to have good internal...
www.nature.com/scientificreports OPEN received: 21 July 2016 accepted: 19 January 2017 Published: 07 March 2017 Altered Topological Properties of Brain Networks in Social Anxiety Disorder: A Resting-state Functional MRI Study Hongru Zhu1,2,*, Changjian Qiu1,*,Yajing Meng1,2, Minlan...
The use of extreme events theory for the analysis of spontaneous epileptic brain activity is a relevant multidisciplinary problem. It allows deeper understanding of pathological brain functioning and unraveling mechanisms underlying the epileptic seizure emergence along with its predictability. The latter is...
(RMSEA = .08; SRMR < .08) to excellent model fit (CFI ≥ .95). The hierarchical 4-factor model was considered for the rest of the analyses as it maximizes the usage of items (Forth et al.,2003) and all four dimensions served as indicators of a coherent higher order ...
is the pattern of effects observed in the various tiers of biological organisation coherent with the hypothesised MoA? The reviewed examples highlight the advantages of presenting the evidence in tabulated, as well as in narrative, format for each endocrine pathway being investigated. Example tables ...