Results 201 to 210 of about 3,114 (262)

Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets

open access: yesJournal of Futures Markets, Volume 46, Issue 8, Page 1440-1452, August 2026.
ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

open access: yesJournal of Applied Econometrics, Volume 41, Issue 5, Page 523-538, August 2026.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

Applications and limitations of AI tools in enzyme design

open access: yesProtein Science, Volume 35, Issue 8, August 2026.
Abstract Enzymes catalyze various different chemical reactions often with high efficiency and selectivity compared to synthetic catalysts. Advances in protein engineering over the past decades have allowed researchers to design enzymes, improving their catalytic performance and adapting them for specific or entirely novel chemical reactions.
Rosa Teijeiro‐Juiz   +6 more
wiley   +1 more source

Modeling Treatment Response in Tuberculosis Early Bactericidal Activity Trials

open access: yesCPT: Pharmacometrics &Systems Pharmacology, Volume 15, Issue 8, August 2026.
ABSTRACT Culture‐based monitoring of bacterial load is slow and susceptible to missing data, contributing to the length and cost of TB clinical trials. Non‐culture‐based alternatives, like the Tuberculosis Molecular Load Bacterial Assay (TB‐MBLA), could represent a solution.
Mairi C. W. McClean   +15 more
wiley   +1 more source

Incorporating coherent multiple scattering into modelling of small‐q scattering data

open access: yesJournal of Applied Crystallography, Volume 59, Issue 4, Page 1327-1331, August 2026.
A new example for coherent multiple scattering is presented that confirms the Teubner–Strey model with its surface scattering for porous materials.In a recent paper [Frielinghaus & Gommes (2025), J. Appl. Cryst.58, 1553–1570] the appearance of coherent multiple scattering was discussed, whereby surface scattering takes over against the classical bulk ...
Henrich Frielinghaus
wiley   +1 more source

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