conditional risk measure on the trivial sigma algebra. A dynamic risk measure is a risk measure that deals with the question of how evaluations of risk at different...

Coherent risk measure Conditional value-at-risk Distortion risk measure Dynamic risk measure Entropic value at risk Expected shortfall Managerial risk accounting...

suggests a time inconsistent risk measure can lead to inconsistent behavior in financial risk management. A dynamic risk measure ( ρ t ) t = 0 T {\displaystyle...

mathematical modeling of financial markets), the entropic risk measure is a risk measure which depends on the risk aversion of the user through the exponential utility...

Value at risk (VaR) is a measure of the risk of loss of investment/capital. It estimates how much a set of investments might lose (with a given probability)...

In time series analysis, dynamic time warping (DTW) is an algorithm for measuring similarity between two temporal sequences, which may vary in speed. For...

ongoing risk assessment by the involved personnel can advise appropriate action to reduce risk. HM Fire Services Inspectorate has defined dynamic risk assessment...

Dynamic positioning (DP) is a computer-controlled system to automatically maintain a vessel's position and heading by using its own propellers and thrusters...

A risk premium is a measure of excess return that is required by an individual to compensate being subjected to an increased level of risk. It is used...

shortfall (ES) is a risk measure—a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio. The...

assets). Identify ways to reduce those risks. Prioritize risk reduction measures. The Risk management knowledge area, as defined by the Project Management Body...

towards risk. Risk needs to be disciplined, but active risk-taking is a core element of a dynamic economy and an innovative society." Beck 1992, p. 260...

effects, and the risk of its occurrence. It takes an "operational behaviour" approach to defining systemic risk of failure as: "A measure of the overall...

originally introduced by Cisco and adopted by the Supply Chain Risk Leadership Council. TTR measures the time it takes a company to restore full operational...

citing their discovery of the risk neutral dynamic revision as a breakthrough that separates the option from the risk of the underlying security. Although...

Dynamic Roentgen stereophotogrammetry (also referred to as dynamic RSA) is a modern and sophisticated x-ray recording method, used to measure real-time...

Existential risk from artificial intelligence refers to the idea that substantial progress in artificial general intelligence (AGI) could lead to human...

S2CID 219716527. Taleb, N. N. (2015). "Unique Option Pricing Measure with neither Dynamic Hedging nor Complete Markets". European Financial Management...

of some value (value at risk), other tail risk measures, and return periods. To provide such risk characterizations, the dynamic dragon kings must be reasoned...

by banks, pension funds, or other financial institutions to measure, and manage, their risk due to changes in the interest rate: by duration matching,...

superposed risk measures that incorporate model risk and enables consistent market and model risk management. Further, they provide axioms of model risk measures...

security measure for overheated systems (e.g. after poor overclocking). Dynamic frequency scaling almost always appear in conjunction with dynamic voltage...

used in conjunction with other balance measures. For example, there are a few tasks in the BBS to test dynamic balance, which may limit its ability to...

Bond Returns, a measure of credit risk; and the TED spread, a measure of systemic financial risk. Each of these factors provides a measure of market sentiment...

In statistical learning theory, the principle of empirical risk minimization defines a family of learning algorithms based on evaluating performance over...

DIBELS (Dynamic Indicators of Basic Early Literacy Skills) is a series of short tests designed to evaluate key literacy skills among students in kindergarten...

chaos in a dynamic system and has been used as a measure of complexity in many diverse fields. In information processing, complexity is a measure of the total...

financial risk management requires identifying the sources of risk, measuring these, and crafting plans to mitigate them. See Finance § Risk management...

Measures of pollutant concentration are used to determine risk assessment in public health. Industry is continually synthesizing new chemicals, the regulation...

objective, independent information about the quality of software and the risk of its failure to a user or sponsor. Software testing can determine the correctness...