Results 81 to 90 of about 11,121 (220)

Optimal trading algorithms and selfsimilar processes: a p-variation approach [PDF]

Almgren and Chriss ("Optimal execution of portfolio transactions", Journal of Risk, Vol. 3, No. 2, 2010, pp. 5-39) and Lehalle ("Rigorous strategic trading: balanced portfolio and mean reversion", Journal of Trading, Summer 2009, pp.
Charles-Albert Lehalle, Mauricio Labadie
core  

Cuprate Twistronics for Quantum Hardware

Advanced Quantum Technologies, EarlyView.
This review bridges decades of foundational research with emerging fabrication techniques such as molecular beam epitaxy and cryogenic stacking. By enabling control over electronic correlations and symmetry in twisted cuprate heterostructures, it highlights how cuprate twistronics could open new paths to overcome decoherence and scalability challenges ...
Tommaso Confalone, Flavia Lo Sardo, Yejin Lee, Sanaz Shokri, Giuseppe Serpico, Alessandro Coppo, Luca Chirolli, Valerii M. Vinokur, Valentina Brosco, Uri Vool, Domenico Montemurro, Francesco Tafuri, Kornelius Nielsch, Golam Haider, Nicola Poccia   +14 more
wiley   +1 more source

Collective Response and Navigation Dynamics of Magnetospirillum gryphiswaldense under Rotating Magnetic Fields

Small, EarlyView.
The dynamics of Magnetospirillum gryphiswaldense under rotating magnetic fields are explored through the analysis of thousands of trajectories. The study reveals distinct navigation modes and transitions influenced by field strength and frequency. Directionality, alignment, and swimming behavior are examined to uncover how these microorganisms respond ...
Danny Villanueva, Alicia G. Gubieda, Alfredo García‐Arribas, Ana Abad‐Diaz‐De‐Cerio, Jorge Feuchtwanger, David de Cos, M. Luisa Fdez‐Gubieda   +6 more
wiley   +1 more source

Beyond Aggregation: Engineering AIEgens from Molecular Design to Supramolecular Assembly for Advanced Photophysical Function

Small Structures, EarlyView.
This review presents a concise overview of aggregation‐induced emission luminogens, emphasizing molecular design and supramolecular assembly strategies to modulate their photophysical properties in the aggregated state. By summarizing and highlighting recent advances, it offers valuable insights to guide the development and design of high‐performance ...
Yingtong Luo, Loai K. E. A. Abdelmohsen, Jingxin Shao, Jan C. M. van Hest   +3 more
wiley   +1 more source

Constrained variation in the internal architecture of avian wing bones

Functional Ecology, EarlyView.
Read the free Plain Language Summary for this article on the Journal blog. Abstract Extant birds exhibit remarkable ecological disparity accompanied by widespread skeletal convergence driven by functional adaptation. Investigations of morphofunctional associations with ecological factors have frequently focused on the external morphology of avian wing ...
Fabio Alfieri, Oliver E. Demuth, Elizabeth M. Steell, Anne‐Claire Fabre, Daniel J. Field   +4 more
wiley   +1 more source

An Economic Analysis of Difficulty Adjustment Algorithms in Proof‐of‐Work Blockchain Systems

International Economic Review, EarlyView.
ABSTRACT We study the stability of cryptocurrency systems through difficulty adjustment. Bitcoin's difficulty adjustment algorithm (DAA) exhibits instability when the reward elasticity of the hash rate is high, implying that a sharp price reduction could disrupt the current Bitcoin system.
Shunya Noda, Kyohei Okumura, Yoshinori Hashimoto   +2 more
wiley   +1 more source

Portfolio Optimization for Pension Purposes: Literature Review

Journal of Economic Surveys, EarlyView.
ABSTRACT This systematic review identifies persistent challenges and gaps in the literature on pension portfolio optimization models. We searched, selected, and critically analyzed 82 articles from three major academic databases published over the past decade to investigate the barriers to the effective implementation of these models.
Leonardo Moreira, Igor Leão dos Santos, Pedro Henrique Gonzalez   +2 more
wiley   +1 more source

Value without Employment

The Journal of Finance, EarlyView.
ABSTRACT Young firms' contribution to aggregate employment has been underwhelming. We show that a similar trend is not apparent, however, in their contribution to aggregate sales or stock market capitalization, implying that these firms have exhibited a high average‐to‐marginal revenue product of labor.
SIMCHA BARKAI, STAVROS PANAGEAS
wiley   +1 more source

Monitoring panels of sparse functional data

Journal of Time Series Analysis, EarlyView.
Panels of random functions are common in applications of functional data analysis. They often occur when sequences of functions are observed at a number of different locations. We propose a methodology to monitor for structural breaks in such panels and to identify the changing components with statistical certainty.
Tim Kutta, Agnieszka Jach, Piotr Kokoszka   +2 more
wiley   +1 more source

Unified Asymptotics for Investment Under Illiquidity: Transaction Costs and Search Frictions

Mathematical Finance, EarlyView.
ABSTRACT This paper investigates the optimal investment problem in a market with two types of illiquidity: transaction costs and search frictions. We analyze a power‐utility maximization problem where an investor encounters proportional transaction costs and trades only when a Poisson process triggers trading opportunities.
Tae Ung Gang, Jin Hyuk Choi
wiley   +1 more source