Investigation of the An Empirical Analysis of Stock Market’s Fluctuations and Information Efficiency; A Case Study for Tehran Stock MarketDemand for Subsidized Food in Urban Areas of Iran, Using AIDS Model for Priority Subsidy Allocation (Text in Persian) [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2009 Stock markets are strong means of attracting savings and directing them to investors، but their rate of returns are subject to fluctuations much higher than other economic variables.
Saeed Rasekhy, Amir Khanalipour
doaj
Taking into account the rate of convergence in CLT under Risk evaluation on financial markets
Cogent Economics & Finance, 2017 This paper examines “fat tails puzzle” in the financial markets. Ignoring the rate of convergence in Central Limit Theorem (CLT) provides the “fat tail” uncertainty.
Levon Kazaryan, Gregory Kantorovich
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Animals, 2019 Hulun Buir sheep of similar genetic background were divided into two lines based on tail types: Small- and big fat-tailed. To explore the molecular mechanism of fat deposition in sheep tails, we firstly evaluated the morphology and transcription level ...
Hongying Fan +7 more
doaj +1 more source
FAT-Richtlinie Dynamische Werkstoffkennwerte für die Crashsimulation
, 2022 Im Rahmen des AiF/FAT-Forschungsvorhabens 14205 ist die FAT-Richtline "Dynamische Werkstoffkennwerte für die Crashsimulation" (siehe [1]) zur zuverlässigen Bestimmung von crashrelevanten, dynamischen Werkstoffkennwerten für Crashsimulationen im ...
Blauel, J.G. +5 more
core +1 more source
Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets
International Journal of Financial Studies, 2016 In this study, the performance of the Multifractal Model of Asset Returns (MMAR) was examined for stock index returns of four emerging markets. The MMAR, which takes into account stylized facts of financial time series, such as long memory, fat tails and
Samet Günay
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A Long-Run Risks Model of Asset Pricing with Fat Tails [PDF]
WWe explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes.
Prasad V. Bidarkota, Zhiguang Wang
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Generalized Glauber Dynamics for Inference in Biology
Physical Review X, 2023 Large interacting systems in biology often exhibit emergent dynamics, such as coexistence of multiple timescales, manifested by fat tails in the distribution of waiting times. While existing tools in statistical inference, such as maximum entropy models,
Xiaowen Chen +5 more
doaj +1 more source
Diversity and complexity in neural organoids
FEBS Letters, EarlyView.Neural organoid research aims to expand genetic diversity on one side and increase tissue complexity on the other. Chimeroids integrate multiple donor genomes within single organoids. Self‐organising multi‐identity organoids, exogenous cell seeding, or enforced assembly of region‐specific organoids contribute to tissue complexity.
Ilaria Chiaradia, Madeline A. Lancaster
wiley +1 more source
From mice to humans—divergent strategies for intestinal homeostasis and regeneration
FEBS Letters, EarlyView.Recent advances such as organoid genome editing, xenotransplantation, imaging, and whole‐genome sequencing have enabled direct studies of human intestinal stem cells (ISCs). These studies reveal species‐specific features, including slower ISC proliferation, distinct injury responses, slower somatic mutation accumulation in humans, and an inverse ...
Keiko Ishikawa +2 more
wiley +1 more source
Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty
Existing portfolio combination rules that optimize the out-of-sample performance under parameter uncertainty assume multivariate normally distributed returns.
Raymond Kan, Nathan Lassance
openalex +2 more sources