Results 51 to 60 of about 2,017,563 (356)

A two-state Markov-switching distinctive conditional variance application for tanker freight returns

, 2014
The few papers that explore different ways to measure shipping freight dynamics have differed in their interpretation of the most suitable measure for conditional freight volatility and consequently for the most appropriate freight risk measure ...
W. Abouarghoub, I. B. Mariscal, P. Howells   +2 more
semanticscholar   +1 more source

Early warnings of regime shift when the ecosystem structure is unknown. [PDF]

PLoS ONE, 2012
Abrupt changes in dynamics of an ecosystem can sometimes be detected using monitoring data. Using nonparametric methods that assume minimal knowledge of the underlying structure, we compute separate estimates of the drift (deterministic) and diffusion ...
William A Brock, Stephen R Carpenter
doaj   +1 more source

The Financial Risk Measurement EVaR Based on DTARCH Models

Entropy, 2023
The value at risk based on expectile (EVaR) is a very useful method to measure financial risk, especially in measuring extreme financial risk. The double-threshold autoregressive conditional heteroscedastic (DTARCH) model is a valuable tool in assessing ...
Xiaoqian Liu, Zhenni Tan, Yuehua Wu, Yong Zhou   +3 more
doaj   +1 more source

Stock returns, volume and stock price volatility : An empirical firm-level analysis [PDF]

, 2002
This paper examines the relation between stock returns and stock market volatility in an autoregressive conditional heteroskedasticity model framework.
Jurgen Schraepen
core   +1 more source

Circulating tumor DNA (ctDNA) trajectories predict survival in trifluridine/tipiracil‐treated metastatic colorectal cancer patients

Molecular Oncology, EarlyView.
The authors applied joint/mixed models that predict mortality of trifluridine/tipiracil‐treated metastatic colorectal cancer patients based on circulating tumor DNA (ctDNA) trajectories. Patients at high risk of death could be spared aggressive therapy with the prospect of a higher quality of life in their remaining lifetime, whereas patients with a ...
Matthias Unseld, Stefan Kühberger, Ricarda Graf, Christine Beichler, Markus Braun, Nadia Dandachi, Ellen Heitzer, Gerald W. Prager   +7 more
wiley   +1 more source

Addressing persistent challenges in digital image analysis of cancer tissue: resources developed from a hackathon

Molecular Oncology, EarlyView.
Large multidimensional digital images of cancer tissue are becoming prolific, but many challenges exist to automatically extract relevant information from them using computational tools. We describe publicly available resources that have been developed jointly by expert and non‐expert computational biologists working together during a virtual hackathon
Sandhya Prabhakaran, Clarence Yapp, Gregory J. Baker, Johanna Beyer, Young Hwan Chang, Allison L. Creason, Robert Krueger, Jeremy Muhlich, Nathan Heath Patterson, Kevin Sidak, Damir Sudar, Adam J. Taylor, Luke Ternes, Jakob Troidl, Xie Yubin, Artem Sokolov, Darren R. Tyson   +16 more
wiley   +1 more source

Expert Opinions and Logarithmic Utility Maximization in a Market with Gaussian Drift [PDF]

, 2014
This paper investigates optimal portfolio strategies in a financial market where the drift of the stock returns is driven by an unobserved Gaussian mean reverting process.
Gabih, Abdelali, Kondakji, Hakam, Sass, Jörn, Wunderlich, Ralf   +3 more
core   +3 more sources

On Variance Conditions for Markov Chain CLTs

Electronic Communications in Probability, 2007
Central limit theorems for Markov chains are considered, and in particular the relationships between various expressions for asymptotic variance known from the literature. These turn out to be equal under fairly general conditions, although not always. We also investigate the existence of CLTs, and pose some open problems.
Haggstrom, Olle, Rosenthal, Jeffrey
openaire   +3 more sources

A large‐scale retrospective study in metastatic breast cancer patients using circulating tumour DNA and machine learning to predict treatment outcome and progression‐free survival

Molecular Oncology, EarlyView.
There is an unmet need in metastatic breast cancer patients to monitor therapy response in real time. In this study, we show how a noninvasive and affordable strategy based on sequencing of plasma samples with longitudinal tracking of tumour fraction paired with a statistical model provides valuable information on treatment response in advance of the ...
Emma J. Beddowes, Mario Ortega Duran, Solon Karapanagiotis, Alistair Martin, Meiling Gao, Riccardo Masina, Ramona Woitek, James Tanner, Fleur Tippin, Justine Kane, Jonathan Lay, Anja Brouwer, Stephen‐John Sammut, Suet‐Feung Chin, Davina Gale, Dana W. Y. Tsui, Sarah‐Jane Dawson, Nitzan Rosenfeld, Maurizio Callari, Oscar M. Rueda, Carlos Caldas   +20 more
wiley   +1 more source

Determination of ADP/ATP translocase isoform ratios in malignancy and cellular senescence

Molecular Oncology, EarlyView.
The individual functions of three isoforms exchanging ADP and ATP (ADP/ATP translocases; ANTs) on the mitochondrial membrane remain unclear. We developed a method for quantitatively differentiating highly similar human ANT1, ANT2, and ANT3 using parallel reaction monitoring. This method allowed us to assess changes in translocase levels during cellular
Zuzana Liblova, Dominika Maurencova, Barbora Salovska, Marek Kratky, Tomas Mracek, Zuzana Korandova, Alena Pecinova, Pavla Vasicova, David Rysanek, Ladislav Andera, Ivo Fabrik, Rudolf Kupcik, Pavel Kashmel, Pinky Sultana, Vojtech Tambor, Jiri Bartek, Josef Novak, Marie Vajrychova, Zdenek Hodny   +18 more
wiley   +1 more source