Results 51 to 60 of about 383,160 (312)

Stock Market Forecasting Using the Random Forest and Deep Neural Network Models Before and During the COVID-19 Period

open access: yesFrontiers in Environmental Science, 2022
Stock market forecasting is considered the most challenging problem to solve for analysts. In the past 2 years, Covid-19 has severely affected stock markets globally, which, in turn, created a great problem for investors.
Abdullah Bin Omar   +4 more
doaj   +1 more source

Residual tail twisting in ascidian larvae is stabilized by asymmetric myofibrils that resist bilateral symmetry restoration

open access: yesFEBS Letters, EarlyView.
Ascidian Ciona larvae initially show strong clockwise tail twisting, which is largely corrected during development. However, a small residual twist remains. This study shows that organized helical myofibrils in tail muscles mechanically stabilize this residual asymmetry, preventing complete restoration of bilateral symmetry and revealing how embryos ...
Yuki S. Kogure   +3 more
wiley   +1 more source

Forecasting daily conditional volatility and h-step-ahead short and long Value-at-Risk accuracy: Evidence from financial data

open access: yesJournal of Finance and Data Science, 2016
In this article we evaluate the daily conditional volatility and h-step-ahead Value at Risk (VaR) forecasting power of three long memory GARCH-type models (FIGARCH, HYGARCH & FIAPARCH).
Samir Mabrouk
doaj   +1 more source

Degradation mechanism of the von Willebrand factor A2 domain by nattokinase

open access: yesFEBS Letters, EarlyView.
Nattokinase, a natto‐derived protease, exhibits potent antithrombotic effects. This study demonstrates that nattokinase directly cleaves the von Willebrand factor (vWF) A2 domain in vitro. Unlike the native regulator ADAMTS13, nattokinase degrades folded vWF independently of shear stress.
Ryuichi Hyakumoto   +3 more
wiley   +1 more source

Autoregressive neural network (AR-NN) modeling to predict the inflation rate in West Java Province

open access: yesDesimal
The Autoregressive (AR) model describes the situation where the data in the current observation of a time series depends on the previous observation data. AR models have linearity assumptions.
Nabila Zahra   +2 more
doaj   +1 more source

Diagnostic Measures in Ridge Regression Model with AR(1) Errors under the Stochastic Linear Restrictions [PDF]

open access: yesJournal of Sciences, Islamic Republic of Iran, 2018
Outliers and influential observations have important effects on the regression analysis. The goal of this paper is to extend the mean-shift model for detecting outliers in case of ridge regression model in the presence of stochastic linear restrictions ...
A. Zaherzadeh Zaherzadeh   +2 more
doaj   +1 more source

Cell geometry and membrane protein crowding constrain Escherichia coli growth rate, overflow metabolism, respiration, and maintenance energy

open access: yesFEBS Letters, EarlyView.
The physical dimensions and shape of bacterial cells define the surface area available to acquire nutrients and the volume available for synthesizing proteins and DNA. Here, we use computational systems biology to decode the importance of cell geometry as a major determinant of prokaryotic phenotype, including growth rate and metabolic efficiency. This
Ross P. Carlson   +6 more
wiley   +1 more source

From mice to humans—divergent strategies for intestinal homeostasis and regeneration

open access: yesFEBS Letters, EarlyView.
Recent advances such as organoid genome editing, xenotransplantation, imaging, and whole‐genome sequencing have enabled direct studies of human intestinal stem cells (ISCs). These studies reveal species‐specific features, including slower ISC proliferation, distinct injury responses, slower somatic mutation accumulation in humans, and an inverse ...
Keiko Ishikawa   +2 more
wiley   +1 more source

Analysis of Nonstationary Radiometer Gain Using Ensemble Detection

open access: yesIEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, 2020
Radiometer gain is generally a nonstationary random process, even though it is assumed to be strictly or weakly stationary. Since the radiometer gain signal cannot be observed independently, analysis of its nonstationary properties would be challenging ...
Mustafa Aksoy   +3 more
doaj   +1 more source

Penaksiran parameter dari model laird-ware dengan error Ar (1) [PDF]

open access: yes, 1999
AB ST RAK Pengamatan data longitudinal yang saling berkorelasi Autoregresi Orde Satu atau AR(1) dapat dinyatakan dengan model Laird-Ware dengan error AR(1). Untuk pengamatan pada subyek ke-j dapat dinyatakan dalam bentuk model regresi dalam parameter p;
Harti, Harti
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