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Capital allocation for cash-subadditive risk measures:From BSDEs toBSVIEs

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Probability, Uncertainty and quantitative Risk 2024年第3期9卷 339-370页

作者： Emanuela Rosazza Gianin Marco Zullino department of Statistics and quantitative methods University of Milano-Bicocca20126 MilanoItaly department of Mathematics and Applications University of Milano-Bicocca20126 MilanoItaly

In the context of risk measures,the capital allocation problem is widely studied in the literature where different approaches have been developed,also in connection with cooperative game theory and systemic *** static capital allocation rules have been extensively studied in the recent years,only few works deal with dynamic capital allocations and its relation with ***,all those works only examine the case of an underneath risk measure satisfying cash-additivity and,moreover,a large part of them focuses on the specific case of the gradient allocation where Gateaux differentiability is *** main goal of this paper is,instead,to study general dynamic capital allocations associated to cash-subadditive risk measures,generalizing the approaches already existing in the literature and motivated by the presence of(ambiguity on)interest *** from an axiomatic approach,we then focus on the case where the underlying risk measures are induced by BSDEs whose drivers depend also on the *** this setting,we surprisingly find that the corresponding capital allocation rules solve special kinds of Backward Stochastic Volterra Integral Equations(BSVIEs).

关键词： Risk measures Capital allocation BSDE BSVIE Cash-subadditivity Subdifferential

Role of circular economy,energy transition,environmental policy stringency,and supply chain pressure on CO_(2)emissions in emerging economies

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Geoscience Frontiers 2024年第3期15卷 209-220页

作者： Sunil Tiwari Kamel Si Mohammed Grzegorz Mentel Sebastian Majewski Irum Shahzadi department of Tourism Studies School of Business StudiesCentral University of KeralaIndia Faculty of Economics and Management Department of EconomicsUniversity of Ain TemouchentAlgeria department of quantitative methods Faculty of ManagementRzeszow University of Technology35-959 RzeszowPoland Institute of Economics and Finance University of Szczecinul.A.Mickiewicza 6471-101 SzczecinPoland department of Business Administration IQRA University Karachi-75300Pakistan Department of Production EngineeringSão Paulo State University(UNESP)BauruBrazil

This paper investigates the effect of the circular economy on CO_(2)emissions growth by considering the role of energy transition,climate policy stringency,industrialization,and supply chain pressure from 1997 to 2020 using panel quantile Autoregressive Distributed Lags(QARDL)and the panel *** employ cointegration association in the long run among the variables,and the results of the two models confirm *** reveal that circular economy and climate policy stringency significantly negatively impact carbon *** the other hand,the energy transition,industrialization,and supply chain pressures are crucial to determining CO_(2)emissions in the short and long *** finding further explores that municipal waste generation recycling is considerable at the mean and upper 90th quantiles than the lower ***,the empirical results of the current study provide acumens for policymakers of advanced economies and emerging markets to maintain the balance among circular economy,energy transition,environmental policy stringency,and supply chain pressure for reducing CO_(2)emissions without halting economic growth and sustainable ***,practical implications are reported through the lens of carbon neutrality and structural changes.

关键词： Circular economy Energy transition Supply chain Carbon emissions Panel QARDL

Effect of geopolitical risk and economic uncertainty indices on renewable energy

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Geoscience Frontiers 2024年第3期15卷 237-247页

作者： Xin Zhao Kamel Si Mohammed Yaohui Wang PawełSte˛pien Grzegorz Mentel School of Statistics and Applied Mathematics Anhui University of Finance and EconomicsBengbuPR China Faculty of Economics and Management University Ain Temouchent Belhadj BouchaibAlgeria School of Urban and Regional Science Institute of Finance and Economics ResearchShanghai University of Finance and EconomicShanghaiPR China Institute of Economics and Finance University of SzczecinPoland department of quantitative methods Faculty of ManagementRzeszow University of TechnologyRzeszow 35-959Poland

In this study,the relationships between five renewable energy sub-sectors markets and the geopolitical risk(GPR)and economic uncertainty indices(EUI)were examined using daily data from March 30,2012,to April 1,*** cross mapping results show that the renewable energy indices have definite relationships with the GPR and *** renewable energy indices show differences in response directions,speed and trends for a standard information difference impulse from the GPR and the EUI.A positive dynamic conditional correlation between renewable energies and EUI was observed in the first and second waves of the COVID-19 *** contrast,there was a relatively decreased effect for two risk indices during the Russia-Ukraine conflict of February-March *** results show that renewable energy may act as a time-varying hedge against economic uncertainty and GPR owing to its safehaven properties at various ***,building more secure and reliable renewable energy systems can help countries to increase their energy independence,which protects them against the risks of political and economic uncertainty.

关键词： Renewable energy Uncertainty indices Impulse response Safe-haven

Tax enforcement activities:Evidence on the impact of a threat-of-audit letter

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Economic and Political Studies 2024年第2期12卷 188-206页

作者： Carlo V.Fiorio Alessandro Santoro department of Economics Management and Quantitative Methods(DEMM)University of MilanMilanItaly The Research Institute for the Evaluation of Public Policies Bruno Kessler Foundation(FBK-IRVAPP)TrentoItaly Dondena Centre MilanItaly department of Economics Management and Statistics(DEMS)University of Milan-BicoccaMilanItaly Centre for European Studies(CefES) University of Milan-BicoccaMilanItaly

As part of their ordinary enforcement activities,tax authorities around the world use letters and other forms of personalised communications to elicit tax compliance at a low *** literature shows that the impact of a threat-of-audit letter(TAL)depends critically on the credibility of the letter which,in turn,depends on the information disclosed to the *** study a TAL that is credible because it also uses third-party information to target a form of cost manipulation but,at the same time,incentivises alternative forms of cost manipulation by not targeting *** find that the direct impact on the targeted cost manipulation is stronger than the strategic increase in other costs,and therefore the overall effect of the TAL on taxable income is *** approach can be applied to any letter or enforcement action that reveals information to taxpayers and thus prompts their strategic *** observing the taxpayers’responses along all relevant dimensions,the tax authority can evaluate the impact of the strategy and also obtain valuable information to target future enforcement activities.

关键词： Tax compliance by businesses threat-of-audit letter difference-indifferences small business taxation

Sustainable food waste management using modified fuzzy improved analytic hierarchy process:a study of Malaysia

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Waste Disposal and Sustainable Energy 2024年第1期6卷 63-84页

作者： Chun Yuan Choo Syariza Abdul-Rahman Abdul Malek Yaakob Emy E.A-Jalil department of Decision Science School of Quantitative SciencesUniversiti Utara Malaysia06010SintokKedahMalaysia Institute of Strategic Industrial Decision Modeling School of Quantitative SciencesCollege of Arts and SciencesUniversiti Utara Malaysia06010SintokKedahMalaysia Technology and Supply Chain Excellence Institute School of Technology Management and LogisticsUniversiti Utara Malaysia06010SintokKedahMalaysia

Food waste generation is a pressing issue that requires urgent attention and concerted efforts *** staggering amount of food wasted each year not only wastes valuable resources but also exacerbates environmental,economic,and social *** Waste Management(FWM)consists of a complex array of criteria and sub-criteria,and treatments which seems *** is a need to evaluate the FWM with the help of important criteria and sub-criteria and treatments to address this *** this study,we identified four important criteria,21 sub-criteria,and four alternatives of FWM for the case of Malaysia using the integrated approach of literature review and expert ***,we employed the approach of Modified Fuzzy Improved Analytical Hierarchy Process(IAHP)to corroborate the interrelationships among the identified criteria and sub-criteria,and their associated *** study undertakes linear normalization methods to transform data into comparable numerical values and the Geometric Mean method to handle uncertainty in human ***,the Centroid method is employed to convert fuzzy weights into crisp sets for ease of *** results indicate that environmental is the most essential criterion,followed by social,economic,and *** addition,air and water pollution is identified as the most critical *** Soldier Fly is discovered as the most sustainable FWM treatment,since it performs the best while meeting all the criteria and sub-criteria *** analysis demonstrates that the outputs from the proposed method are robust and *** finding suggests a proper and robust approach to help decision-makers select suitable FWM treatments to tackle various criteria and alternatives especially when handling inconsistent and uncertain judgments during evaluation.

关键词： Multi-criteria decision-making Sustainable food waste management Improved Analytical Hierarchy Process Fuzzy method Sensitivity analysis

Radiofrequency ablation versus microwave ablation for colorectal liver metastases:long-term results of a retrospective cohort surgical experience

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Hepatobiliary Surgery and Nutrition 2024年第5期13卷 759-770,I0001页

作者： Ali Gunduz Sarioglu Chase J.Wehrle Ege Akgun Arturan Ibrahimli James F.Bena Eren Berber department of Endocrine Surgery Cleveland ClinicClevelandOHUSA department of General Surgery Cleveland ClinicClevelandOHUSA department of quantitative Health Sciences Cleveland ClinicClevelandOHUSA

Background:Ablation is an alternative treatment modality for selected patients with colorectal liver metastases(CRLMs).Although initially widely performed via radiofrequency ablation(RFA),more recently,microwave ablation(MWA)is being preferred due to its perceived superiority in creating the ablation *** aim of this study is to compare the long-term efficacy of these two modalities performed ***:Patients undergoing surgical liver ablation from 2005-2023 at a tertiary center by a single surgeon for CRLM were included in a retrospective institutional review board-approved *** were compared using Wilcoxon,Chi-square,Kaplan-Meier,and Cox multivariate regression *** data are presented as median(interquartile range).Results:There were a total of 242 *** RFA was done in 121 patients with 303 lesions and laparoscopic MWA in 121 patients with 300 *** was no difference between the groups regarding operative time(161 vs.147 minutes,respectively,P=0.4),perioperative morbidity(3%vs.8%,respectively,P=0.2)or hospital stay(1 vs.1 day,P=0.05).Local recurrence(LR)per lesion with at least 1 year of imaging follow-up was 29%in the RFA and 13%in the MWA group(P<0.001).Based on univariate survival analysis,tumor size,blood vessel proximity,ablation margin,and ablation modality were independent predictors of *** control these variables,direct matching was *** cohort included 189 ***-Meier analysis of these cohorts showed increased LR-free survival in the MWA group *** RFA group(P=0.005).Conclusions:This large study confirms our initial observation that local tumor control rate is better after MWA ***.

关键词： Colorectal cancer liver metastasis liver ablation radiofrequency ablation(RFA) microwave ablation(MWA) local recurrence(LR)

Health behavior outcomes in stroke survivors prescribed wearables for atrial fibrillation detection stratified by age

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Journal of Geriatric Cardiology 2024年第3期21卷 323-330页

作者： Joanne Mathew Jordy Mehawej Ziyue Wang Taylor Orwig Eric Ding Andreas Filippaios Syed Naeem Edith Mensah Otabil Alex Hamel Kamran Noorishirazi IrinaRadu Jane Saczynski David D.McManus Khanh-Van Tran Division of Cardiovascular Medicine Department of MedicineUniversity of Massachusetts Chan Medical SchoolLake Avenue NorthWorcesterUSA department of Internal Medicine Central Michigan UniversityMount PleasantUSA department of Pharmacy and Health Systems Sciences School of PharmacyNortheastern UniversityBostonUSA department of Population and quantitative Health Sciences University of Massachusetts Chan Medical SchoolLake Avenue NorthWorcesterUSA

BACKGROUND Smartwatches have become readily accessible tools for detecting atrial fibrillation(AF).There remains limited data on how they affect psychosocial outcomes and engagement in older *** examine the health behavior outcomes of stroke survivors prescribed smartwatches for AF detection stratified by *** We analyzed data from the Pulsewatch study,a randomized controlled trial that enrolled patients(≥50 years)with a history of stroke or transient ischemic attack and CHA2DS2-VASc≥*** participants were equipped with a cardiac patch monitor and a smartwatch-app dyad,while control participants wore the cardiac patch monitor for up to 44 *** evaluated health behavior parameters using standardized tools,including the Consumer Health Activation Index,the Generalized Anxiety Disorder questionnaire,the 12-Item Short Form Health Survey,and wear time of participants categorized into three age groups:Group 1(ages 50-60),Group 2(ages 61-69),and Group 3(ages 70-87).We performed statistical analysis using a mixedeffects repeated measures linear regression model to examine differences amongst age *** Comparative analysis between Groups 1,2 and 3 revealed no significant differences in anxiety,patient activation,perception of physical health and wear *** use of smartwatch technology was associated with a decrease in perception of mental health for Group 2 compared to Group 1(β=-3.29,P=0.046).CONCLUSION Stroke survivors demonstrated a willingness to use smartwatches for AF ***,among these study participants,the majority did not experience negative health behavior outcomes or decreased engagement as age increased.

关键词： prescribed stratified wear

Simulation of Air Flow along Human Lung for Cylindrical Channel of Porous Medium

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American Journal of Computational Mathematics 2024年第2期14卷 189-202页

作者： Sadiya Akhter Mahtab Uddin Ahmmed department of quantitative Sciences International University of Business Agriculture and Technology Dhaka Bangladesh department of Mathematics Jahangirnagar University Dhaka Bangladesh

The steady flow behavior in terminal bronchus of human lung for cylindrical channel of porous medium has been studied. The governing equations have been solved analytically and numerically for cylindrical channel. Finite difference method is incorporated to simulate the problem. The numerical results are compared with square duct channel for different parametric effect. It is observed that the flow rate is increased in cylindrical channel compared to square duct channel for the increasing value of pressure gradient, porosity and permeability. On the contrary, the flow rate is decreased in square duct channel compared to cylindrical channel for increasing value of viscosity. Flow rate in both channels is analyzed and compared for non-porous medium also. It is observed that flow rate is increased very high in cylindrical channel compared to square duct channel for both medium.

关键词： Human Lung Cylindrical Channel Square Duct Channel Terminal Bronchus Porosity

Posture Detection of Heart Disease Using Multi-Head Attention Vision Hybrid(MHAVH)Model

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Computers, Materials & Continua 2024年第5期79卷 2673-2696页

作者： Hina Naz Zuping Zhang Mohammed Al-Habib Fuad A.Awwad Emad A.A.Ismail Zaid Ali Khan School of Computer Science and Engineering Central South UniversityChangsha410003China department of quantitative analysis College of Business AdministrationKing Saud UniversityP.O.Box 71115Riyadh11587Saudi Arabia Electrical and Computer Engineering University of VictoriaVictoriaV9A1B8Canada

Cardiovascular disease is the leading cause of death *** disease causes loss of heart muscles and is also responsible for the death of heart cells,sometimes damaging their functionality.A person’s life may depend on receiving timely assistance as soon as ***,minimizing the death ratio can be achieved by early detection of heart attack(HA)*** the United States alone,an estimated 610,000 people die fromheart attacks each year,accounting for one in every four ***,by identifying and reporting heart attack symptoms early on,it is possible to reduce damage and save many lives *** objective is to devise an algorithm aimed at helping individuals,particularly elderly individuals living independently,to safeguard their *** address these challenges,we employ deep learning *** have utilized a vision transformer(ViT)to address this ***,it has a significant overhead cost due to its memory consumption and computational complexity because of scaling dot-product ***,since transformer performance typically relies on large-scale or adequate data,adapting ViT for smaller datasets is more *** response,we propose a three-in-one steam model,theMulti-Head Attention Vision Hybrid(MHAVH).Thismodel integrates a real-time posture recognition framework to identify chest pain postures indicative of heart attacks using transfer learning techniques,such as ResNet-50 and VGG-16,renowned for their robust feature extraction *** incorporatingmultiple heads into the vision transformer to generate additional metrics and enhance heart-detection capabilities,we leverage a 2019 posture-based dataset comprising RGB images,a novel creation by the author that marks the first dataset tailored for posture-based heart attack *** the limited online data availability,we segmented this dataset into gender categories(male and female)and conducted testing on both segmented and original dat

关键词： Image analysis posture of heart attack(PHA)detection hybrid features VGG-16 ResNet-50 vision transformer advance multi-head attention layer