Results 131 to 140 of about 456,275 (318)
Fractional cointegration in US term spreads [PDF]
This note examines the stochastic properties of US term spreads with parametric and semiparametric fractional integration techniques. Since the observed data (rather than the estimated residuals from a cointegrating regression) are used for the analysis,
Gil-Alana, Luis A. +3 more
core +1 more source
Pre‐analytical handling critically determines liquid biopsy performance. This study defines practical best‐practice conditions for cell‐free DNA (cfDNA) and extracellular vesicle–derived DNA (evDNA), showing how processing time, storage conditions, tube type, and plasma input volume affect DNA integrity and mutation detection.
Jonas Dohmen +11 more
wiley +1 more source
Risk preference based option pricing in a fractional Brownian market [PDF]
We focus on a preference based approach when pricing options in a market driven by fractional Brownian motion. Within this framework we derive formulae for fractional European options using the traditional idea of conditional expectation.
Rostek, Stefan, Schöbel, Rainer
core
Random fractional Fourier transform : stochastic perturbations along the axis of propagation
The fractional Fourier transform (FRT) is known to be optically implementable with use of a medium with a perfect radial quadratic-index profile. Using the quantum-mechanical operator formalism, we examine the effects on the FRT action of such a medium
Abe, Sumiyoshi, Sheridan, John T.
core +1 more source
Glioma cells mainly express the endothelin receptor EDNRB, while EDNRA is restricted to a perivascular tumor subpopulation. Endothelin signaling reduces glioma cell proliferation while promoting migration and a proneural‐to‐mesenchymal transition associated with poor prognosis. This pathway activates Ca2+, K+, ERK, and STAT3 signalings and is regulated
Donovan Pineau +36 more
wiley +1 more source
Fractional Integration and Cointegration in US Financial Time Series Data [PDF]
This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets ...
Luis A. Gil-Alana +1 more
core
Keratin 19 (KRT19) is overexpressed in high‐grade serous ovarian cancer with high levels of Kallikrein‐related peptidases (KLK) 4–7 and is associated with poor survival. In vivo analyses demonstrate that elevated KRT19 increases peritoneal tumour burden.
Sophia Bielesch +13 more
wiley +1 more source
In this paper we analyze some variants of the classical uncapacitated facility location problem with a ratio as an objective function. Using basic concepts and results of fractional programming, we identify a class of one-level fractional location ...
Frenk, J.B.G. +2 more
core
Somatic mutational landscape in von Hippel–Lindau familial hemangioblastoma
The causes of central nervous system (CNS) hemangioblastoma in Von Hippel–Lindau (vHL) disease are unclear. We used Whole Exome Sequencing (WES) on familial hemangioblastoma to investigate events that underlie tumor development. Our findings suggest that VHL loss creates a permissive environment for tumor formation, while additional alterations ...
Maja Dembic +5 more
wiley +1 more source
The Distance between Rival Nonstationary Fractional Processes [PDF]
Asymptotic inference on nonstationary fractional time series models, including cointegrated ones, is proceeding along two routes, determined by alternative definitions of nonstationary processes.
Peter M Robinson
core

