Results 41 to 50 of about 18,252 (293)

The Origin of Fat Tails [PDF]

open access: yesSSRN Electronic Journal, 2013
We propose a random walk model of asset returns where the parameters depend on market stress. Stress is measured by, e.g., the value of an implied volatility index. We show that model parameters including standard deviations and correlations can be estimated robustly and that all distributions are approximately normal.
openaire   +2 more sources

From mice to humans—divergent strategies for intestinal homeostasis and regeneration

open access: yesFEBS 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

A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro

open access: yesBusiness Systems Research, 2015
Background: The concept of value at risk gives estimation of the maximum loss of financial position at a given time for a given probability. The motivation for this analysis lies in the desire to devote necessary attention to risks in Montenegro, and to ...
Cerović Julija   +2 more
doaj   +1 more source

Fat-Tailed Variational Inference with Anisotropic Tail Adaptive Flows

open access: yesCoRR, 2022
While fat-tailed densities commonly arise as posterior and marginal distributions in robust models and scale mixtures, they present challenges when Gaussian-based variational inference fails to capture tail decay accurately. We first improve previous theory on tails of Lipschitz flows by quantifying how the tails affect the rate of tail decay and by ...
Feynman T. Liang   +2 more
openaire   +3 more sources

TRAIL‐PEG‐Apt‐PLGA nanosystem as an aptamer‐targeted drug delivery system potential for triple‐negative breast cancer therapy using in vivo mouse model

open access: yesMolecular Oncology, EarlyView.
Aptamers are used both therapeutically and as targeting agents in cancer treatment. We developed an aptamer‐targeted PLGA–TRAIL nanosystem that exhibited superior therapeutic efficacy in NOD/SCID breast cancer models. This nanosystem represents a novel biotechnological drug candidate for suppressing resistance development in breast cancer.
Gulen Melike Demirbolat   +8 more
wiley   +1 more source

A conditional extreme value theory approach in value-at-risk forecasting: Evidence from Southeastern Europe and USA market [PDF]

open access: yesIndustrija, 2015
As a consequence of the recent financial crisis, the adequacy of different Value-at-Risk (VaR) methodologies was heavily questioned. Current practice in VaR assessment relies on modeling the whole distribution of returns. As an alternative, in this paper
Totić Selena
doaj   +1 more source

Establishment of a humanized patient‐derived xenograft mouse model of high‐grade serous ovarian cancer for preclinical evaluation of combination immunotherapy

open access: yesMolecular Oncology, EarlyView.
We have established a humanized orthotopic patient‐derived xenograft (Hu‐oPDX) mouse model of high‐grade serous ovarian cancer (HGSOC) that recapitulates human tumor–immune interactions. Using combined anti‐PD‐L1/anti‐CD73 immunotherapy, we demonstrate the model's improved biological relevance and enhanced translational value for preclinical ...
Luka Tandaric   +10 more
wiley   +1 more source

Heavy Metals: Might as Well Jump

open access: yesInternational Journal of Financial Studies, 2019
Financial times series, and commodity prices in particular, are known to exhibit fat tails in the distribution of prices. As with many natural resources price series, the arrival of new information can lead to unexpectedly rapid changes—or jump ...
Neil A. Wilmot
doaj   +1 more source

Hijacking emergency granulopoiesis: Neutrophil ontogeny and reprogramming in cancer

open access: yesMolecular Oncology, EarlyView.
Neutrophils are highly plastic innate immune cells; their functions in cancer extend beyond the tumour microenvironment. This Review summarises current understanding of neutrophil maturation and heterogeneity and highlights tumour‐induced granulopoiesis as a systemic programme that expands immature, immunosuppressive neutrophils via tumour‐derived ...
Gabriela Marinescu, Yi Feng
wiley   +1 more source

Genetic Relatedness Between Batur, Merino and Local Sheep Based on Random Amplyfied Polymorphism DNA Marker

open access: yesAnimal Production: Indonesian Journal of Animal Production, 2011
RAPD analysis to determine the diversity, status and genetic close relatioship Batur with Merino, Garut, Thin Tail and Fat Tail sheep genomic DNA was used in 27 Batur, 15 Merino, 17 Garut, 15 Thin Tails and Fat Tails animals.
Prayitno   +3 more
doaj  

Home - About - Disclaimer - Privacy