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Drift and volatility are two mainsprings of asset price dynamics. While volatilities have been studied extensively in the literature, drifts are commonly believed to be impossible to estimate and largely ignored in the literature. This paper shows how to detect drift using realized autocovariance implemented on high-frequency data. We use a theoretical
Laurent, Sébastien +2 more
openaire +1 more source
An overview of unsupervised drift detection methods
Practical applications involving big data, such as weather monitoring, identification of customer preferences, Internet log analysis, and sensors warnings require challenging data analysis, since these are examples of problems whose data are generated in
Rosana Noronha Gemaque +3 more
semanticscholar +1 more source
ABSTRACT Background PIK3CA‐related overgrowth spectrum (PROS) includes several rare overgrowth disorders resulting from somatic gain‐of‐function mutations in PIK3CA. Despite treatment advances, including the recent approval of alpelisib for PROS in the United States, literature detailing the patient experience with PROS is limited.
Vamsi Bollu +8 more
wiley +1 more source
SEISMIC EVALUATION AND RETROFIT ON AN EXISTING HOSPITAL BUILDING
The nonlinear pushover analysis was used to evaluate an existing 8-storey reinforced concrete framed hospital building under seismic force and presented in this manuscript. The ‘Guru Teg Bahadur Hospital' is one of the important hospitals at Delhi-India,
Husain K. Jarallah +2 more
doaj +1 more source
Marine Plastic Drift from the Mekong River to Southeast Asia
Southeast Asia is the world’s most polluted area in terms of marine plastics. The Mekong River is one of the largest rivers in the area, and ranked as somewhere between the 8th- and 11th-biggest contributor to plastics in the world’s oceans.
Dung M. Nguyen +4 more
doaj +1 more source
ABSTRACT Background 131I‐metaiodobenzylguanidine (131I‐MIBG) radiotherapy is a key treatment for relapsed and refractory (R/R) neuroblastoma (NB). Patients with R/R disease treated in the modern era are increasingly exposed to anti‐GD2 immunotherapy, which exerts selective pressure and may modify both tumor cell state and microenvironment.
Benjamin J. Lerman +7 more
wiley +1 more source
Numerical Study of Drift Influence on Diffusion Transport through the Hybrid Membrane
Sodium alginate membranes filled with iron oxide nanoparticles consist of a mixture of organic and inorganic phases. This design offers the possibility to combine the polymer’s easy processability and superior separation performance.
Monika Krasowska +3 more
doaj +1 more source
ABSTRACT Background Sickle cell disease (SCD) is a chronic, inherited hemoglobinopathy that requires frequent hospitalization for disease‐related complications. Canadian data on inpatient care is limited. This study compared caregiver‐reported hospital experiences of children with SCD to those with cystic fibrosis (CF), a chronic, autosomal recessive ...
Hailey M. Zwicker +11 more
wiley +1 more source
Drift Correction Methods for gas Chemical Sensors in Artificial Olfaction Systems: Techniques and Challenges [PDF]
In this chapter the authors introduce the main challenges faced when developing drift correction techniques and will propose a deep overview of state-of-the-art methodologies that have been proposed in the scientific literature trying to underlying pros ...
Falasconi M. +5 more
core +1 more source
During its periodic motion, a particle floating at the free surface of a water wave experiences a net drift velocity in the direction of wave propagation, known as the Stokes drift (Stokes 1847 Trans. Camb. Philos. Soc. 8 , 441–455). More generally, the Stokes drift velocity is the difference between the
Van Den Bremer, T, Breivik, Ø
openaire +2 more sources

