A Novel Approach to Risk Parity: Diversification across Risk Factors and Market Regimes

2022 ◽  
pp. jpm.2022.1.327
Author(s):  
Chris Kelliher ◽  
Avishek Hazrachoudhury ◽  
Bill Irving
Keyword(s):  
Risk Factors ◽  
Novel Approach ◽  
Risk Parity ◽  
Market Regimes

A novel approach to examining personality risk factors of sexual offending in clergy applicants.

2020 ◽  
Vol 7 (4) ◽  
pp. 246-261
Author(s):  
Anthony Isacco ◽  
Paul B. Ingram ◽  
Katie Finn ◽  
John D. Dimoff ◽  
Brendan Gebler
Keyword(s):  
Risk Factors ◽  
Sexual Offending ◽  
Novel Approach

PEDESTRIAN POTENTIAL RISK WHILE CROSSING AT SIGNALIZED INTERSECTIONS

2016 ◽  
Vol 78 (5-2) ◽  
Author(s):  
Rizati Hamidun ◽  
Nurul Elma Kordi ◽  
Intan Rohani Endut ◽  
Siti Zaharah Ishak ◽  
Mohd Faudzi Mohd Yusof
Keyword(s):  
Risk Factors ◽  
Petri Nets ◽  
Potential Risk ◽  
Signalized Intersections ◽  
Signalized Intersection ◽  
Event Sequence ◽  
Road Section ◽  
Novel Approach ◽  
Pedestrian Accident ◽  
The Hierarchical Structure

Risk of pedestrian while crossing a road section may influence by several factors, including their crossing behaviors which might be difficult to be measured. In this paper, a model using Petri nets is introduced to consider the behavioral factors in measuring pedestrian risk. The crossing scenario of the pedestrian was observed to identify the pedestrian accident event. Sequence of event in pedestrian accident was modeled into Petri Nets elements. The model is designed in the hierarchical structure to consider risk factors related to human behavior, engineering and environment. The analysis of the model provides the numerical value of pedestrian potential risk as they crossed at a signalized intersection. The effect of each factor on the potential risk can be observed through sensitivity analysis.  The use of Petri Nets is a novel approach in predicting pedestrian potential risk through the modeling of pedestrian accident process.

Miscount Incidents: A Novel Approach to Exploring Risk Factors for Unintentionally Retained Surgical Items

2013 ◽  
Vol 39 (10) ◽  
pp. 468-AP2 ◽  
Author(s):  
Timothy J. Judson ◽  
Michael D. Howell ◽  
Charlotte Guglielmi ◽  
Elena Canacari ◽  
Kenneth Sands
Keyword(s):  
Risk Factors ◽  
Novel Approach

A novel approach to the analysis of risk factors in endometrial carcinoma

1985 ◽  
Vol 21 (2) ◽  
pp. 228-234 ◽  
Author(s):  
Zeev Schwartz ◽  
Ram Dgani ◽  
Moshe Y. Flugelman ◽  
Moshe Lancet ◽  
Ilana Gelerenter
Keyword(s):  
Risk Factors ◽  
Endometrial Carcinoma ◽  
Novel Approach

scholarly journals Risks Assessment Expending AHP-GA Method: A Novel Approach for Hazard Factors of Barapukuria Coal Mine in Bangladesh.Risks Assessment Expending AHP-GA Method: A Novel Approach for Hazard Factors of Barapukuria Coal Mine in Bangladesh.

2021 ◽  
Author(s):  
Kawsar Ahmed ◽  
Md. Zahidul Islam ◽  
Md. Nuralam Hossain ◽  
Hongwei Deng
Keyword(s):  
Risk Factors ◽  
Coal Mine ◽  
Evaluation Framework ◽  
Analytic Hierarchy ◽  
Safety Level ◽  
Study Objective ◽  
Mining Areas ◽  
Barapukuria Coal Mine ◽  
Novel Approach ◽  
Risks Assessment

Abstract Mining industry's working milieu is influenced by various hazardous factors. Perhaps in Bangladesh, future working environments will be insecure for the lack of congenial methodology to reduce risk factors of Barapukuria Coal Mine (BCM). Many inconsistencies were found in multi-criteria judgment and resolution problems in mine. The study objective is to amplify with Analytic Hierarchy Process (AHP)-Genetic Algorithm (GA) method for solving accidental factors identifying problems in the BCM field. Our promised tactics is for risk appraisement at BCM. We are wary of the methodology for risk factors to identify and secure a thriving way for working with better ambience in mining by including year wise accidental data from 2002 to 2012. Our evaluation framework was described with a widespread three layer that analyzed step by step by Microsoft excel and MATLAB software. The weight value and accuracy of the assigned matrix was calculated for the mentioned AHP-GA method. To enhance efficiency, this paper pretends to resolve a multi-decisional puzzle with intimate connection of AHP-GA from the advantage of MCDM, and minimizes the gap of combining GA with AHP for practical application. AHP-GA technique will perform in a fruitful way both on qualitative and quantitative multi-assessment complex solutions in coal mines. In this study, we have elaborated the application of AHP-GA procedure which surrounds the value to enlarge the better decision local option on mining areas for BCM. Finally, we come into view the BCM safety level is inclined to "General" by our proposed novel setting.

scholarly journals Risk Assessment of Seaplane Operation Safety Using Bayesian Network

Symmetry ◽  
2020 ◽  
Vol 12 (6) ◽  
pp. 888
Author(s):  
Qin Xiao ◽  
Fan Luo ◽  
Yapeng Li
Keyword(s):  
Risk Factors ◽  
Bayesian Network ◽  
Risk Evaluation ◽  
Indicator System ◽  
Evaluation Indicator ◽  
Novel Approach ◽  
Operation Process ◽  
Out Of Sample ◽  
Sample Test ◽  
Evaluation Indicator System

Seaplanes have become popular tourism and transportation tools with the ability of take-off and land on water. Recent seaplane accidents are highlighting the need for safety analysis of the seaplane operation process, which includes the sequential stages of water-taxiing, take-off, flight, and landing. This paper proposes a novel approach to modeling the risk of seaplane operation safety using a Bayesian network (BN). The rough risk factors that may cause seaplane accidents are identified by historical data, literature review, and interviews with experts. Based on the identification result, a risk evaluation indicator system is constructed and screened by the Delphi method. The structure of the proposed BN is derived from the indicator system. The parameter of the BN is obtained by expert experience and parameter learning from statistical data. The BN model is validated with an out-of-sample test demonstrating nearly 95% prediction accuracy of the accident severity level. The model is then applied to conduct diagnosis inference and sensitivity analysis to identify the key risk factors for seaplane operation accidents. The result shows that the four most critical risk factors are mental barrier, mechanical failure, visibility, and improper emergency disposal. It provides an early warning to take appropriate preventive and mitigative measures to enhance the overall safety of the seaplane operation process.

scholarly journals Identification of Risk Factors for Poor Feeding in Infants with Congenital Heart Disease and a Novel Approach to Improve Oral Feeding

2017 ◽  
Vol 35 ◽  
pp. 149-154 ◽  
Author(s):  
Gitanjali Indramohan ◽  
Tiffany P. Pedigo ◽  
Nicole Rostoker ◽  
Mae Cambare ◽  
Tristan Grogan ◽  
...  
Keyword(s):  
Risk Factors ◽  
Congenital Heart Disease ◽  
Heart Disease ◽  
Congenital Heart ◽  
Oral Feeding ◽  
Novel Approach

scholarly journals Behavioral and brain signatures of substance use vulnerability in childhood

2020 ◽  
Author(s):  
Kristina M. Rapuano ◽  
Monica D. Rosenberg ◽  
Maria T. Maza ◽  
Nicholas Dennis ◽  
Mila Dorji ◽  
...  
Keyword(s):  
Risk Factors ◽  
Substance Use ◽  
Functional Connectivity ◽  
Predictive Modeling ◽  
Familial Risk ◽  
Stop Signal Task ◽  
Behavioral Risk ◽  
Risk Seeking ◽  
Novel Approach ◽  
And Task

AbstractThe prevalence of risky behavior such as substance use increases during adolescence; however, the neurobiological precursors to adolescent substance use remain unclear. Predictive modeling may complement previous work observing associations with known risk factors or substance use outcomes by developing generalizable models that predict early susceptibility. The aims of the current study were to identify and characterize behavioral and brain models of vulnerability to future substance use. Principal components analysis (PCA) of behavioral risk factors were used together with connectome-based predictive modeling (CPM) during rest and task-based functional imaging to generate predictive models in a large cohort of nine- and ten-year-olds enrolled in the Adolescent Brain & Cognitive Development (ABCD) study (NDA release 2.0.1). Dimensionality reduction (n=9,437) of behavioral measures associated with substance use identified two latent dimensions that explained the largest amount of variance: risk-seeking (PC1; e.g., curiosity to try substances) and familial factors (PC2; e.g., family history of substance use disorder). Using cross-validated regularized regression in a subset of data (Year 1 Fast Track data; n>1,500), functional connectivity during rest and task conditions (resting-state; monetary incentive delay task; stop signal task; emotional n-back task) significantly predicted individual differences in risk-seeking (PC1) in held-out participants (partial correlations between predicted and observed scores controlling for motion and number of frames [rp]: 0.07-0.21). By contrast, functional connectivity was a weak predictor of familial risk factors associated with substance use (PC2) (rp: 0.03-0.06). These results demonstrate a novel approach to understanding substance use vulnerability, which—together with mechanistic perspectives—may inform strategies aimed at early identification of risk for addiction.

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