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Concept

Value at risk

Related publications (30)

Competitive Neural Layer-based Method to Identify People with High Risk for Diabetic Foot

André Anjos

Background and objective: To automatically identify patients with diabetes mellitus (DM) who have high risk of developing diabetic foot, via an unsupervised machine learning technique. Methods: We collected a new database containing 54 known risk factors f ...

2020

Clinical relevance of low-densityPlasmodium falciparumparasitemia in untreated febrile children: A cohort study

Mary-Anne Hartley

Background Low-density (LD)Plasmodiuminfections are missed by standard malaria rapid diagnostic tests (standard mRDT) when the blood antigen concentration is below the detection threshold. The clinical impact of these LD infections is unknown. This study i ...

2020

Spatial Risk Measures and Rate of Spatial Diversification

Erwan Fabrice Koch

An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance/reinsurance industry. Koch (2017) introduced a notion of spatial risk measure and a corresponding set of axioms ...

2019

Ambulatory Assessment of the Dynamic Margin of Stability Using an Inertial Sensor Network

Silvestro Micera

Loss of stability is a precursor to falling and therefore represents a leading cause of injury, especially in fragile people. Thus, dynamic stability during activities of daily living (ADLs) needs to be considered to assess balance control and fall risk. T ...

2019

Stochastic approximation methods for PDE constrained optimal control problems with uncertain parameters

Matthieu Claude Martin

This thesis work focuses on optimal control of partial differential equations (PDEs) with uncertain parameters, treated as a random variables. In particular, we assume that the random parameters are not observable and look for a deterministic control which ...

EPFL2019

A Data-Driven Approach Based on Multivariate Copulas for Quantitative Risk Assessment of Concrete Dam

Zhenzhu Meng

Risk assessment of dam's running status is an important part of dam management. A data-driven method based on monitored displacement data has been applied in risk assessment, owing to its easy operation and real-time analysis. However, previous data-driven ...

2019

Three Problems of Liquidity under Asymmetric Information

Sylvain Jean Pascal Carré

This thesis develops models for three problems of liquidity under asymmetric information. In the chapter "Disclosures, Rollover Risk, and Debt Runs" I build a model of dynamic debt runs without perfect information in order to understand the impact of asset ...

EPFL2019

Adversarial Analytics

Viet Anh Nguyen

Adversarial learning is an emergent technique that provides better security to machine learning systems by deliberately protecting them against specific vulnerabilities of the learning algorithms. Many adversarial learning problems can be cast equivalently ...

EPFL2019

Short term exposure to fine particulate matter and hospital admission risks and costs in the Medicare population: time stratified, case crossover study

Christine Choirat

OBJECTIVE To assess risks and costs of hospital admission associated with short term exposure to fine particulate matter with diameter less than 2.5 mu m (PM2.5) for 214 mutually exclusive disease groups. DESIGN Time stratified, case crossover analyses wit ...

BMJ2019

Essays in Financial Economics

Julien Arsène Blatt

I started my PhD studies in August 2014 with a strong desire to push my own limits without knowing precisely the areas I wanted to cover in detail. To me, it was clear that I was interested by many different fields, however, I was particularly concerned wi ...

EPFL2019