Results 51 to 60 of about 1,985,542 (306)
Trading algorithms with learning in latent alpha models [PDF]
Mathematical Finance, 2016 Alpha signals for statistical arbitrage strategies are often driven by latent factors. This paper analyzes how to optimally trade with latent factors that cause prices to jump and diffuse.
P. Casgrain, S. Jaimungal
semanticscholar +1 more source
Constrained Portfolio Optimization: Markowitz Model and Index Model [PDF]
SHS Web of ConferencesPortfolio optimization is a crucial aspect of contemporary finance, facilitating the efficient balancing of risk and return for investors. In light of the intricate nature of actual investments, constrained portfolio optimization has assumed greater ...
Wang Heran
doaj +1 more source
GLOBAL BUSINESS FINANCE REVIEWPurpose: This study examines the impact of Industry 4.0, blockchain adoption, and sustainability on operational excellence within the Thai finance sector.
Rawin Vongurai Rawin Vongurai
semanticscholar +1 more source
Journal of Economic and Financial Sciences, 2012 Given the volatile nature of global financial markets, managing as well as predicting financial risk plays an increasingly important role in banking and finance. The Value at Risk (VaR) measure has emerged as the most prominent measure of downside market
John M. Mwamba, Kruger Pretorius
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FEBS Letters, EarlyView.Phototrophs evolved light‐harvesting systems adapted for efficient photon capture in habitats enriched in far‐red radiation. A subset of eukaryotic pigment‐binding proteins can absorb far‐red photons via low‐energy chlorophyll states known as red forms.
Antonello Amelii +8 more
wiley +1 more source
Machine Learning with Applications, 2022 Portfolio construction is an important practical problem in finance. In the traditional approach, introduced by Markowitz, one assumes normally distributed returns and constructs a portfolio with a minimum risk (measured by the standard deviation of ...
Andrei Vasiukevich, Eugene Pinsky
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FEBS Letters, EarlyView.In this study, we present the structure of AcrIE8.1, a previously uncharacterized anti‐CRISPR protein that inhibits the type I‐E CRISPR‐Cas system. Through a combination of structural and biochemical analyses, we demonstrate that AcrIE8.1 directly binds to the Cas11 subunit of the Cascade complex to inhibit the CRISPR‐Cas system.
Young Woo Kang, Hyun Ho Park
wiley +1 more source
Speaking of Securitization of Financial Assets [PDF]
Ovidius University Annals: Economic Sciences Series, 2017 The history of securitization dates back to “Middle Ages”, as it has emerged into today’s refinements under various ways of obtaining liquidity to finance business growth. As today many blame securitization and low interest rates for the American crisis,
Munteanu Bogdan
doaj
Analyzing Optimal Portfolios of Eleven Assets under Different Constraints [PDF]
SHS Web of ConferencesPortfolios, which allocate investor capital to different investments, are a common risk management strategy. It aims to spread investment risk using diversification.
Li Xinyuan
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Molecular Oncology, EarlyView.ERRFI1, a neural crest (NC)‐associated gene, was upregulated in melanoma and negatively correlated with the expression of melanocytic differentiation markers and the susceptibility of melanoma cells toward BRAF inhibitors (BRAFi). Knocking down ERRFI1 significantly increased the sensitivity of melanoma cells to BRAFi.
Nina Wang +8 more
wiley +1 more source