Results 61 to 70 of about 2,017,563 (356)
Prices and Asymptotics for Discrete Variance Swaps [PDF]
, 2013 We study the fair strike of a discrete variance swap for a general time-homogeneous stochastic volatility model. In the special cases of Heston, Hull-White and Schobel-Zhu stochastic volatility models we give simple explicit expressions (improving Broadie and Jain (2008a) in the case of the Heston model).
arxiv +1 more source
Empirical sandwich variance estimator for iterated conditional expectation g-computation [PDF]
arXiv, 2023 Iterated conditional expectation (ICE) g-computation is an estimation approach for addressing time-varying confounding for both longitudinal and time-to-event data. Unlike other g-computation implementations, ICE avoids the need to specify models for each time-varying covariate.
arxiv
Individual mean-variance relation and stock-level investor sentiment
Journal of Business Economics and Management, 2017 This research studies the effect of stock-level investor sentiment on individual stock returns’ mean-variance relation. Using unique buy and sell volume data of retail investors in Korean stock market, we find that a positive mean-variance relation is ...
Jun Sik Kim, Da-Hea Kim, Sung Won Seo
doaj +1 more source
FEBS Open Bio, EarlyView.This review highlights how foundation models enhance predictive healthcare by integrating advanced digital twin modeling with multiomics and biomedical data. This approach supports disease management, risk assessment, and personalized medicine, with the goal of optimizing health outcomes through adaptive, interpretable digital simulations, accessible ...
Sakhaa Alsaedi +2 more
wiley +1 more source
Balance Sheet Approach for Fiscal Sustainability in Indonesia
International Journal of Economics and Financial Issues, 2017 This paper models fiscal sustainability in Indonesia using the measure of liabilities-to-asset ratio (LAR), a simple measure of a country’s balanced-sheet.
Jaka Sriyana, Abdul Hakim
doaj +6 more sources
About the benefits of poststratification in forest inventories
Journal of Forest Science, 2007 A large virtual population is created based on the GIS data base of a forest district and inventory data. It serves as a population where large scale inventories with systematic and simple random poststratified estimators can be simulated and the gains ...
J. Saborowski, J. Cancino
doaj +1 more source
FEBS Open Bio, EarlyView.Liver‐specific knockout of N6‐methyladenosine (m6A) methyltransferase METTL3 significantly accelerated hepatic tumor initiation under various oncogenic challenges, contrary to the previously reported oncogenic role of METTL3 in liver cancer cell lines or xenograft models. Mechanistically, METTL3 deficiency reduced m6A deposition on Manf transcripts and
Bo Cui +15 more
wiley +1 more source
A review of artificial intelligence in brachytherapy
Journal of Applied Clinical Medical Physics, EarlyView.Abstract Artificial intelligence (AI) has the potential to revolutionize brachytherapy's clinical workflow. This review comprehensively examines the application of AI, focusing on machine learning and deep learning, in various aspects of brachytherapy.
Jingchu Chen +4 more
wiley +1 more source
Forecasting electricity spot market prices with a k-factor GIGARCH process [PDF]
In this article, we investigate conditional mean and variance forecasts using a dynamic model following a k-factor GIGARCH process. We are particularly interested in calculating the conditional variance of the prediction error.
Abdou Kâ Diongue +2 more
core +3 more sources
Accurate Conditional Variance Models for Predicting Asymmetric Volatility in Cryptocurrency Markets
İzmir İktisat DergisiThis study includes tests on the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model and its derivatives to conduct complex and detailed volatility analysis for the 5 highest-volume cryptocurrencies traded in September 2023. The tests
Onur Çelebi, Erhan Demireli
doaj +1 more source