The Experts below are selected from a list of 90099 Experts worldwide ranked by ideXlab platform
Christoph Reisinger - One of the best experts on this subject based on the ideXlab platform.
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deep xva solver a neural network based counterparty credit Risk Management Framework
Social Science Research Network, 2020Co-Authors: Alessandro Gnoatto, Athena Picarelli, Christoph ReisingerAbstract:In this paper, we present a novel computational Framework for portfolio-wide Risk Management problems, where the presence of a potentially large number of Risk factors makes traditional numerical techniques ineffective. The new method utilises a coupled system of BSDEs for the valuation adjustments (xVA) and solves these by a recursive application of a neural network based BSDE solver. This not only makes the computation of xVA for high-dimensional problems feasible, but also produces hedge ratios and dynamic Risk measures for xVA, and allows simulations of the collateral account.
Alessandro Gnoatto - One of the best experts on this subject based on the ideXlab platform.
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deep xva solver a neural network based counterparty credit Risk Management Framework
Social Science Research Network, 2020Co-Authors: Alessandro Gnoatto, Athena Picarelli, Christoph ReisingerAbstract:In this paper, we present a novel computational Framework for portfolio-wide Risk Management problems, where the presence of a potentially large number of Risk factors makes traditional numerical techniques ineffective. The new method utilises a coupled system of BSDEs for the valuation adjustments (xVA) and solves these by a recursive application of a neural network based BSDE solver. This not only makes the computation of xVA for high-dimensional problems feasible, but also produces hedge ratios and dynamic Risk measures for xVA, and allows simulations of the collateral account.
Caroline F Finch - One of the best experts on this subject based on the ideXlab platform.
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rasmussen s legacy in the great outdoors a new incident reporting and learning system for led outdoor activities
Applied Ergonomics, 2017Co-Authors: Paul M. Salmon, Michael G. Lenné, Natassia Goode, Natalie Taylor, Clare Dallat, Caroline F FinchAbstract:Jens Rasmussen's seminal Risk Management Framework and accompanying Accimap method have become highly popular in safety science circles. Despite this, widespread adoption of the model and method in practice has not yet been achieved. This paper describes a project involving the development and implementation of an incident reporting and learning system underpinned by Rasmussen's Risk Management Framework and Accimap method. The system was developed for the led outdoor activity sector in Australia to enable reporting and analysis of injuries and near miss incidents, with the aim of supporting the development of more effective countermeasures. An analysis of the data derived from the first 3 months use of the system by 43 organisations is presented. The outputs provide an in-depth Accimap-based analysis of all incidents reported by participating organisations over the 3 month period. In closing, the importance of developing usable domain specific tools to support translation of Ergonomics theory and methods in practice is discussed.
Athena Picarelli - One of the best experts on this subject based on the ideXlab platform.
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deep xva solver a neural network based counterparty credit Risk Management Framework
Social Science Research Network, 2020Co-Authors: Alessandro Gnoatto, Athena Picarelli, Christoph ReisingerAbstract:In this paper, we present a novel computational Framework for portfolio-wide Risk Management problems, where the presence of a potentially large number of Risk factors makes traditional numerical techniques ineffective. The new method utilises a coupled system of BSDEs for the valuation adjustments (xVA) and solves these by a recursive application of a neural network based BSDE solver. This not only makes the computation of xVA for high-dimensional problems feasible, but also produces hedge ratios and dynamic Risk measures for xVA, and allows simulations of the collateral account.
Lænkholm Anne-vibeke - One of the best experts on this subject based on the ideXlab platform.
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The path to a better biomarker: Application of a Risk Management Framework for the implementation of PD-L1 and TILs as immuno-oncology biomarkers in breast cancer clinical trials and daily practice
'Wiley', 2020Co-Authors: Gonzalez-ericsson Paula, Stovgaard, Elisabeth S., Sua, Luz F., Reisenbichler Emily, Kos Zuzana, Carter, Jodi M., Michiels Stefan, Le Quesne John, Nielsen, Torsten O., Lænkholm Anne-vibekeAbstract:Immune checkpoint inhibitor therapies targeting PD-1/PD-L1 are now the standard of care in oncology across several hematologic and solid tumor types, including triple negative breast cancer (TNBC). Patients with metastatic or locally advanced TNBC with PD-L1 expression on immune cells occupying ≥1% of tumor area demonstrated survival benefit with the addition of atezolizumab to nab-paclitaxel. However, concerns regarding variability between immunohistochemical PD-L1 assay performance and inter-reader reproducibility have been raised. High tumor-infiltrating lymphocytes (TILs) have also been associated with response to PD-1/PD-L1 inhibitors in patients with breast cancer (BC). TILs can be easily assessed on hematoxylin and eosin–stained slides and have shown reliable inter-reader reproducibility. As an established prognostic factor in early stage TNBC, TILs are soon anticipated to be reported in daily practice in many pathology laboratories worldwide. Because TILs and PD-L1 are parts of an immunological spectrum in BC, we propose the systematic implementation of combined PD-L1 and TIL analyses as a more comprehensive immuno-oncological biomarker for patient selection for PD-1/PD-L1 inhibition-based therapy in patients with BC. Although practical and regulatory considerations differ by jurisdiction, the pathology community has the responsibility to patients to implement assays that lead to optimal patient selection. We propose herewith a Risk-Management Framework that may help mitigate the Risks of suboptimal patient selection for immuno-therapeutic approaches in clinical trials and daily practice based on combined TILs/PD-L1 assessment in BC
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The path to a better biomarker: application of a Risk Management Framework for the implementation of PD-L1 and TILs as immuno-oncology biomarkers into breast cancer clinical trials and daily practice
'Wiley', 2020Co-Authors: Gonzalez-ericsson Paula, Stovgaard, Elisabeth S., Sua, Luz F., Reisenbichler Emily, Kos Zuzana, Carter, Jodi M., Michiels Stefan, Le Quesne John, Nielsen, Torsten O., Lænkholm Anne-vibekeAbstract:Immune checkpoint inhibitor therapies targeting PD-1/PD-L1 are now standard of care in oncology across several hematologic and solid tumor types, including triple negative breast cancer (TNBC). Patients with metastatic or locally advanced TNBC with PD-L1 expression on immune cells occupying 651% of tumor area demonstrated survival benefit with the addition of atezolizumab to nab-paclitaxel. However, concerns regarding variability between immunohistochemical PD-L1 assay performance and inter-reader reproducibility have been raised. High tumor-infiltrating lymphocytes (TILs) have also been associated with response to PD-1/PD-L1 inhibitors in patients with breast cancer. TILs can be easily assessed on hematoxylin and eosin stained slides and have shown reliable inter-reader reproducibility. As an established prognostic factor in early stage TNBC, TILs are soon anticipated to be reported in daily practice in many pathology laboratories worldwide. Since TILs and PD-L1 are parts of an immunological spectrum in breast cancer, we propose the systematic implementation of combined PD-L1 and TIL analyses as a more comprehensive immune-oncological biomarker for patient selection for PD-1/PD-L1 inhibition-based therapy in patients with breast cancer. Although practical and regulatory considerations differ by jurisdiction, the pathology community has the responsibility to patients to implement assays that lead to optimal patient selection. We propose herewith a Risk-Management Framework that may help mitigate the Risks of suboptimal patient selection for immuno-therapeutic approaches in clinical trials and daily practice based on combined TILs/PD-L1 assessment in breast cancer. This article is protected by copyright. All rights reserved
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The path to a better biomarker: application of a Risk Management Framework for the implementation of PD-L1 and TILs as immuno-oncology biomarkers into breast cancer clinical trials and daily practice.
'Wiley', 2020Co-Authors: Gonzalez-ericsson Paula, Sua, Luz F., Reisenbichler Emily, Kos Zuzana, Carter, Jodi M., Michiels Stefan, Le Quesne John, Nielsen, Torsten O., Elisabeth Es Stovgaard, Lænkholm Anne-vibekeAbstract:Immune checkpoint inhibitor therapies targeting PD-1/PD-L1 are now standard of care in oncology across several hematologic and solid tumor types, including triple negative breast cancer (TNBC). Patients with metastatic or locally advanced TNBC with PD-L1 expression on immune cells occupying ≥1% of tumor area demonstrated survival benefit with the addition of atezolizumab to nab-paclitaxel. However, concerns regarding variability between immunohistochemical PD-L1 assay performance and inter-reader reproducibility have been raised. High tumor-infiltrating lymphocytes (TILs) have also been associated with response to PD-1/PD-L1 inhibitors in patients with breast cancer. TILs can be easily assessed on hematoxylin and eosin stained slides and have shown reliable inter-reader reproducibility. As an established prognostic factor in early stage TNBC, TILs are soon anticipated to be reported in daily practice in many pathology laboratories worldwide. Since TILs and PD-L1 are parts of an immunological spectrum in breast cancer, we propose the systematic implementation of combined PD-L1 and TIL analyses as a more comprehensive immune-oncological biomarker for patient selection for PD-1/PD-L1 inhibition-based therapy in patients with breast cancer. Although practical and regulatory considerations differ by jurisdiction, the pathology community has the responsibility to patients to implement assays that lead to optimal patient selection. We propose herewith a Risk-Management Framework that may help mitigate the Risks of suboptimal patient selection for immuno-therapeutic approaches in clinical trials and daily practice based on combined TILs/PD-L1 assessment in breast cancer. This article is protected by copyright. All rights reserved.info:eu-repo/semantics/publishe
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The path to a better biomarker: application of a Risk Management Framework for the implementation of PD‐L1 and TILs as immuno‐oncology biomarkers in breast cancer clinical trials and daily practice
'Wiley', 2020Co-Authors: Gonzalez-ericsson Paula, Reisenbichler Emily, Kos Zuzana, Michiels Stefan, Le Quesne John, Stovgaard Elisabeth, Sua Luz, Carter Jodi, Nielsen Torsten, Lænkholm Anne-vibekeAbstract:International audienceImmune checkpoint inhibitor therapies targeting PD-1/PD-L1 are now the standard of care in oncology across several hematologic and solid tumor types, including triple negative breast cancer (TNBC). Patients with metastatic or locally advanced TNBC with PD-L1 expression on immune cells occupying ≥1% of tumor area demonstrated survival benefit with the addition of atezolizumab to nab-paclitaxel. However, concerns regarding variability between immunohistochemical PD-L1 assay performance and inter-reader reproducibility have been raised. High tumor-infiltrating lymphocytes (TILs) have also been associated with response to PD-1/PD-L1 inhibitors in patients with breast cancer (BC). TILs can be easily assessed on hematoxylin and eosin-stained slides and have shown reliable inter-reader reproducibility. As an established prognostic factor in early stage TNBC, TILs are soon anticipated to be reported in daily practice in many pathology laboratories worldwide. Because TILs and PD-L1 are parts of an immunological spectrum in BC, we propose the systematic implementation of combined PD-L1 and TIL analyses as a more comprehensive immuno-oncological biomarker for patient selection for PD-1/PD-L1 inhibition-based therapy in patients with BC. Although practical and regulatory considerations differ by jurisdiction, the pathology community has the responsibility to patients to implement assays that lead to optimal patient selection. We propose herewith a Risk-Management Framework that may help mitigate the Risks of suboptimal patient selection for immuno-therapeutic approaches in clinical trials and daily practice based on combined TILs/PD-L1 assessment in BC. © 2020 Pathological Society of Great Britain and Ireland. Published by John Wiley & Sons, Ltd
