Results 71 to 80 of about 1,352,480 (299)

Modelling Financial Instability [PDF]

National Institute Economic Review, 2005
Financial instability can have large adverse effects on an economy. One major cause of instability is asset price bubbles. This paper starts by considering how such bubbles can arise due to the expansion of money and credit. The ways in which subsequent financial instability occurs are then discussed.
openaire   +1 more source

FGFR Like1 drives esophageal cancer progression via EMT, PI3K/Akt, and notch signalling: insights from clinical data and next‐generation sequencing analysis

FEBS Open Bio, EarlyView.
Clinical analysis reveals significant dysregulation of FGFRL1 in esophageal cancer (EC) patients. RNAi‐coupled next‐generation sequencing (NGS) and in vitro study reveal FGFRL1‐mediated EC progression via EMT, PI3K/Akt, and Notch pathways. Functional assays confirm its role in tumor growth, migration, and invasion.
Aprajita Srivastava, Anoop Saraya, Deepak Gunjan, Rinu Sharma   +3 more
wiley   +1 more source

Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future. [PDF]

Ann Oper Res, 2022
Jana RK, Tiwari AK, Hammoudeh S, Albulescu C.   +3 more
europepmc   +1 more source

Recent developments in modeling financial intermediation [PDF]

Financial institutions ; Money ...
Stephen D. Williamson
core   +1 more source

Mycobacterial cell division arrest and smooth‐to‐rough envelope transition using CRISPRi‐mediated genetic repression systems

FEBS Open Bio, EarlyView.
CRISPRI‐mediated gene silencing and phenotypic exploration in nontuberculous mycobacteria. In this Research Protocol, we describe approaches to control, monitor, and quantitatively assess CRISPRI‐mediated gene silencing in M. smegmatis and M. abscessus model organisms.
Vanessa Point, Wafaa Achache, Janïs Laudouze, Eliana Sepulveda Ramos, Mickaël Maziero, Céline Crauste, Stéphane Canaan, Pierre Santucci   +7 more
wiley   +1 more source

Three-state herding model of the financial markets

, 2013
We propose a Markov jump process with the three-state herding interaction. We see our approach as an agent-based model for the financial markets. Under certain assumptions this agent-based model can be related to the stochastic description exhibiting ...
A. Kononovicius, Aoki M., Cristelli M., Gardiner C. W., Ivanov P. C., Kononovicius A., Risken H., Roehner B. M., Ruseckas J., V. Gontis, van Kampen N. G.   +10 more
core   +1 more source

Polarization‐resolved femtosecond Vis/IR spectroscopy tailored for resolving weak signals in biological samples using minimal sample volume

FEBS Open Bio, EarlyView.
Unique biological samples, such as site‐specific mutant proteins, are available only in limited quantities. Here, we present a polarization‐resolved transient infrared spectroscopy setup with referencing to improve signal‐to‐noise tailored towards tracing small signals. We provide an overview of characterizing the excitation conditions for polarization‐
Clark Zahn, Karsten Heyne
wiley   +1 more source

Computational Linguistics Applications in AI-Based Investment and Cost Structuring Models [PDF]

SHS Web of Conferences
Artificial intelligence is an influential technological paradigm that is quickly and comprehensively transforming financial decision-making systems worldwide.
Miralieva Dilafruz, Ramatov Jumaniyoz, Azimova Lola, Khusamiddinova Malika, Alimbaeva Shahlo, Omonova Laylo   +5 more
doaj   +1 more source

THE ISSUE OF SEMANTIC MODELING OF THE LEARNING ORGANIZATIONAL MEMORY FOR E-LEARNING [PDF]

The development of open and long-distance learning – within universities but also withingeographically distributed enterprises –has led to the development of researches focusing on modeling onsemantic bases the learning organizational memory of an e ...
Ofelia Ema Aleca, Vasile Florescu
core  

Practical volatility and correlation modeling for financial market risk management [PDF]

, 2005
What do academics have to offer market risk management practitioners in financial institutions? Current industry practice largely follows one of two extremely restrictive approaches: historical simulation or RiskMetrics.
Andersen, Torben G., Bollerslev, Tim, Christoffersen, Peter F., Diebold, Francis X.   +3 more
core   +2 more sources