Results 31 to 40 of about 2,868 (257)

SOME NOTES ABOUT THE MARTINGALE REPRESENTATION THEOREM AND THEIR APPLICATIONS

Ural Mathematical Journal, 2020
An important theorem in stochastic finance field is the martingale representation theorem. It is useful in the stage of making hedging strategies (such as cross hedging and replicating hedge) in the presence of different assets with different stochastic ...
Reza Habibi
doaj   +1 more source

An investigation of financial contagion between cryptocurrency and equity markets: Evidence from developed and emerging markets

Cogent Economics & Finance, 2023
The present study conducts a dynamic conditional cross-correlation and time–frequency correlation analyses between cryptocurrency and equity markets in both advanced and emerging economies. The purpose of the study is twofold.
Olivier Niyitegeka, Sheunesu Zhou
doaj   +1 more source

Design and analysis strategies for robust microbiome ageing research

FEBS Letters, EarlyView.
The gut microbiome changes with age and associates with age‐related morbidity and mortality, establishing it as a potential biomarker and intervention target for ageing. Realising this potential requires methodological rigour, yet distinguishing biological signals from methodological artefacts remains challenging across cohorts. This review provides an
Mark Olenik, İsmail Güderer, Yi Wang, Tayyaba Alvi, Prasoon Pandey, Handan Melike Dönertaş   +5 more
wiley   +1 more source

Cross‐Hedging Ambiguous Exchange Rate Risk [PDF]

Journal of Futures Markets, 2016
AbstractThis paper examines the behavior of an exporting firm that sells its output to two foreign countries, only one of which has futures and options available for its currency. The firm possesses smooth ambiguity preferences and faces multiple sources of ambiguous exchange rate risk. We show that the separation theorem fails to hold in that the firm'
openaire   +3 more sources

LLM‐Integrated Human–Robot Interaction System for Microrobots

Advanced Robotics Research, EarlyView.
This paper proposes an LLM‐based control framework for guiding microrobots using human natural language. This framework can convert the natural human speech into safe and executable command sets for reliable navigation in complex environments. The experimental results show high accuracy and robustness in task performance, demonstrating the potential of
Bairong Zhu, Amar Salehi, Tingting Yu
wiley   +1 more source

Multifractal Cross-Market Dependence and Dynamic Hedging Under Crisis Regimes: Evidence from Commodity–Equity Interactions

Fractal and Fractional
This study investigates cross-market dependence and dynamic hedging performance between the U.S. equity market and major commodity assets across distinct crisis regimes. Using daily data for the S&P 500 index and four key commodities (WTI crude oil, gold,
Wiem Jouini, Mouna Derbel, Oana Panazan, Catalin Gheorghe   +3 more
doaj   +1 more source

A Single‐Cell Transcriptomic Atlas of the Ovine Rumen Microbiome Characterizes Lineage‐Specific Metabolic Shifts Associated with Host Heat Tolerance

Advanced Science, EarlyView.
An optimized single‐cell transcriptomic framework profiles over 60 000 cells to map the ovine rumen microbiome, partitioning the ecosystem into seven cross‐species functional clusters. In heat‐resistant hosts, a lineage‐specific metabolic shift in Anaerovibrio lipolyticus toward a highly glycolytic phenotype contributes to a “nutritional sparing ...
Sanbao Zhang, Qinyang Jiang, Junjie Ma, Jianwei Zou, Fan Wang, Feifei Lv, Yanna Huang, Yongcheng Wang, Ziye Xu   +8 more
wiley   +1 more source

Hedging devices in Slovene-English Translation: A Corpus-Based Study

NJES: Nordic Journal of English studies, 2010
Translating research articles into English is fairly common practice in certain disciplines; however, the translated articles are generally not perceived as translations by the reader.
Agnes Pisanski Peterlin
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Farmers' Preferences for Gene Editing Crops and Influencing Factors

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Gene editing (GE) is gaining momentum worldwide, but limited data on UK farmers' preferences hinders our understanding of its potential impact amid deregulation debates. Based on a survey of 200 English arable farmers, we employ a Latent Class Analysis and Multinomial Logit regressions to investigate current preferences for GE crops.
Bertolozzi‐Caredio Daniele, Vigani Mauro   +1 more
wiley   +1 more source

Hedging Against Exchange Rate Fluctuation Risks Using Obverse Murabaha in Islamic Banks: A Fiqhi Study

دراسات: علوم الشريعة والقانون, 2021
This paper studies the Obverse Murabahas as an Islamic hedging tool against the foreign exchange rates fluctuations, by providing a comprehensive understanding of the issue, and validating the legitimacy of this tool as an Islamic alternative.
Israa Mousa Al Momani , Ali Muhammad Al Mousa   +1 more
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