Results 101 to 110 of about 23,657 (263)

Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms

Journal of Forecasting, EarlyView.
ABSTRACT This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Higher levels of beta forecast accuracy are demonstrated, relative to other studies in the literature. These improvements are also highly significant, both statistically and economically.
Bao Doan, Dulani Jayasuriya, John B. Lee, Jonathan J. Reeves   +3 more
wiley   +1 more source

Bayesian Multivariate Two‐Stage Volatility‐Return Models (MTS‐VR)

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops a class of models to capture the joint dynamics of asset returns and multivariate volatility. Owing to its two‐stage construction, this class is referred to as the multivariate two‐stage volatility‐return (MTS‐VR) model.
Zhenglyu Huang, Jennifer S. K. Chan, Gareth W. Peters   +2 more
wiley   +1 more source

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

International Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source

Melting heat transport analysis for bioconvective rheological nanofluid flow subject to gyrotactic microorganism's

Case Studies in Thermal Engineering
Two dimensional steady bioconvection Oldroyd-B nanomaterial flow due to stretchable sheet. Suspension of both nanoparticles and gyrotactic microorganism are addressed. Melting boundary conditions are imposed.
Hassan Ali Ghazwani
doaj   +1 more source

Innovative Method for Evaluating the Optical Properties of Liquid–Liquid Phase Separations Using Laser Scanning Microscopic Spectroscopy

Microscopy Research and Technique, EarlyView.
The LLPS phenomenon in the optoDroplet method can be discerned through the use of fluorescent molecular spectroscopy, which enabled the distinction between droplet formation and gelation. ABSTRACT Liquid–liquid phase separation (LLPS) plays a central role in intracellular compartmentalization and gene regulation.
Johbu Itoh, Natsuko Fujii, Saori Kohara, Masatoshi Ito, Naoto Suzuki, Eiichiro Nagata   +5 more
wiley   +1 more source

Slice‐Wise Quality Assessment of High b Value Breast DWI via Deep Learning‐Based Artifact Detection

Journal of Magnetic Resonance Imaging, EarlyView.
ABSTRACT Background Diffusion‐weighted imaging (DWI) can support lesion detection and characterization in breast MRI. Therefore, DWI is increasingly being incorporated into breast MRI protocols to address some of the shortcomings of routine clinical breast MRI.
Ameya Markale, Luise Brock, Ihor Horishnyi, Dominika Skwierawska, Tri‐Thien Nguyen, Dominique Hadler, Hannes Schreiter, Shirin Heidarikahkesh, Lorenz A. Kapsner, Michael Uder, Sabine Ohlmeyer, Frederik B. Laun, Andrzej Liebert, Sebastian Bickelhaupt   +13 more
wiley   +1 more source

Enhancing Ligand Epitope Mapping in Biomolecular Recognition by Variable Temperature Saturation Transfer Difference NMR (VT‐STD NMR)

Magnetic Resonance in Chemistry, EarlyView.
The impact of temperature on the analysis of STD NMR ligand epitope mapping has been thoroughly investigated. For protein–ligand complexes under fast exchange kinetics, a negligible temperature effect is observed. For the intermediate exchange regime, VT‐STD NMR allows to obtain better discriminated epitope mappings, hence enabling the accurate ...
Gabriel Rocha, Svetla Daskalova, Juan C. Muñoz‐García, Jesús Angulo   +3 more
wiley   +1 more source

Diffusion approximation for an input-queued switch operating under a maximum weight matching policy

Stochastic Systems, 2012
For N ≥ 2, we consider an N × N input-queued switch operating under a maximum weight matching policy. We establish a diffusion approximation for a (2N − 1)-dimensional workload process associated with this switch when all input ports and output ports are
Ruth J. Williams,, Weining Kang
doaj  

Generative inpainting of incomplete Euclidean distance matrices of trajectories generated by a fractional Brownian motion

Scientific Reports
Fractional Brownian motion (fBm) exhibits both randomness and strong scale-free correlations, posing a challenge for generative artificial intelligence to replicate the underlying stochastic process.
Alexander Lobashev, Dmitry Guskov, Kirill Polovnikov   +2 more
doaj   +1 more source

Plant‐Derived Extracellular Vesicles: Biogenesis, Function, and Application in Cancer Immunotherapy

Phytotherapy Research, EarlyView.
This illustration shows the biogenesis pathways of edible and medicinal plant‐derived extracellular vesicles (PDEVs) and their therapeutic effects following uptake in the human body, highlighting their potential for application in cancer immunotherapy. ABSTRACT Plant‐derived extracellular vesicles (PDEVs) are nanoscale, lipid bilayer‐enclosed vesicles ...
Guosheng Li, Mengyu Li, Shujing Liu, Yuan Wei, Chen Wang   +4 more
wiley   +1 more source