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The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application [PDF]

open access: yes
The paper revisits dynamic term structure models (DTSMs) and proposes a new way in dealing with the limitation of the classical affine models. In particular, this paper expands the flexibility of the DTSMs by applying a fractional Brownian motion as the ...
Frederiksen, Per H., Høg, Espen P.
core  

Directed evolution of enzymes at the crossroads of tradition and innovation

open access: yesFEBS Open Bio, EarlyView.
An iterative cycle of data‐driven enzyme optimization comprising four stages: genetic diversification of a template enzyme, expression of protein variants, high‐throughput evaluation, and machine‐learning‐guided redesign of the next variant library.
Maria Tomkova   +2 more
wiley   +1 more source

The Fractional OU Process: Term Structure Theory and Application [PDF]

open access: yes
The paper revisits dynamic term structure models (DTSMs) and proposes a new way in dealing with the limitation of the classical affine models. In particular, this paper expands the flexibility of the DTSMs by applying a fractional Brownian motion as the ...
Esben Hoeg, Per Frederiksen
core  

Small RNA pathways in mammalian oocytes

open access: yesFEBS Open Bio, EarlyView.
Three distinct small RNA pathways operate in mammalian oocytes: RNAi interference (RNAi), the microRNA (miRNA) pathway, and the PIWI‐associated RNA (piRNA) pathway. These pathways use small RNAs to guide sequence‐specific repression and contribute to oocyte biology by targeting genes and mobile elements or appear insignificant since different ...
Petr Svoboda, Josef Pasulka
wiley   +1 more source

Pricing European and Barrier Options in the Fractional Black-Scholes Market [PDF]

open access: yes
The aim of this paper is to obtain the valuation formulas for European and barrier options if the underlying of the option contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core  

Transcripts enriched in codons that trigger P‐site tRNA‐mediated mRNA decay possess stable mRNA

open access: yesFEBS Open Bio, EarlyView.
PTMD codons were first described by Mendel et al. as mediators of an mRNA decay pathway dependent on the human protein CNOT3, homologous to yeast Not5. Our findings confirm that PTMD codons destabilize transcripts; however, unlike in yeast, the human pathway specifically targets and slightly destabilizes primarily stable mRNAs.
Rodolfo Lopes Carneiro   +1 more
wiley   +1 more source

Risk preference based option pricing in a fractional Brownian market [PDF]

open access: yes
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  

Effects of IGFBP4 deficiency on human preadipocyte proliferation and differentiation through the IGF1R/AKT pathway

open access: yesFEBS Open Bio, EarlyView.
IGFBP4 knockdown (KD) impairs preadipocyte proliferation and is associated with IGF1R protein downregulation and attenuated AKT phosphorylation. The mechanisms by which IGFBP4 KD influences the IGF1R/AKT signaling pathway involve newly synthesized proteins and lysosomal degradation pathways. Created in BioRender.
Yujia Guo   +6 more
wiley   +1 more source

Fractional Brownian Motion as a Differentiable Generalized Gaussian Process [PDF]

open access: yes
Brownian motion can be characterized as a generalized random process and, as such, has a generalized derivative whose covariance functional is the delta function. In a similar fashion, fractional Brownian motion can be interpreted as a generalized random
Peter C.B. Phillips   +1 more
core  

From energy provision to protein synthesis: Tunnelling nanotubes as mediators of intercellular metabolic cooperation in cancer

open access: yesFEBS Open Bio, EarlyView.
The cytoskeleton‐mediated transport of mitochondria via tunnelling nanotubes restores respiration, increases ATP production, rescues cells from apoptosis, activates the AKT/mTOR signalling pathway, promotes cell migration and invasiveness, contributes to cancer progression and treatment resistance.
Stanislava Martínková, Jan Trnka
wiley   +1 more source

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