VALUE-AT-RISK IN THE PRESENCE OF ASSET PRICE BUBBLES

Value-at-risk in the presence of asset price bubbles

In this study, we respond to the criticism that the value-at-risk (VaR) measure fails during financial crises and is only applicable during periods without asset price bubbles.We propose a new dating mechanism that is based on the work of Phillips (2015) to date-stamp the origination and termination of the asset price bubbles.Our method relaxed the

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Contrastive learning with transformer for adverse endpoint prediction in patients on DAPT post-coronary stent implantation

BackgroundEffective management of dual antiplatelet therapy (DAPT) following drug-eluting stent (DES) implantation is crucial for preventing adverse events.Traditional prognostic tools, such as rule-based methods or Cox regression, despite their widespread use and ease, tend to yield moderate predictive accuracy within predetermined timeframes.This

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