Results 81 to 90 of about 11,331 (217)
Fractality of profit landscapes and validation of time series models for stock prices
, 2013 We apply a simple trading strategy for various time series of real and artificial stock prices to understand the origin of fractality observed in the resulting profit landscapes.
Kim, Beom Jun, Oh, Gabjin, Yi, Il Gu
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Liquid Phase TEM of Diffusing Emulsion Droplets
Small, EarlyView.Motion of emulsion droplets was observed via in situ liquid phase transmission electron microscopy. Analysis revealed that the motion is self‐affine and influenced by multiple stochastic processes, as well as a fractal landscape created by the electron beam.
Maria A. Vratsanos +4 more
wiley +1 more source
Closed‐Form Optimal Investment Under Generalized GARCH Models
European Financial Management, EarlyView.ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel +2 more
wiley +1 more source
The Role of Index Fund Ownership in the Era of Say‐on‐Pay
Financial Management, EarlyView.ABSTRACT We examine whether and how index funds influence executive compensation in the post‐Say‐on‐Pay era. Using the annual reconstitution of the Russell indexes as a source of exogenous variation in index fund ownership, we document a causal effect of index ownership on CEO pay structure.
Kiseo Chung, Hwanki Brian Kim
wiley +1 more source
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
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 +2 more
wiley +1 more source
Sleep Deprivation in Mice: Looking Beyond the Slow Wave Rebound
Journal of Sleep Research, EarlyView.ABSTRACT Sleep is a fundamental process supporting the dynamic regulation of neural function. Emerging methods have proposed that the aperiodic components of brain signals (such as the spectral slope, spectral intercept, and spectral knee), in addition to entropy‐based measures, offer robust empirical markers of neural states.
Tárek Zoltán Magyar +2 more
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 +2 more
wiley +1 more source
Leaf Length Predicts Twig Xylem Vessel Diameter Across Angiosperms
Plant, Cell &Environment, EarlyView.ABSTRACT As plants grow taller, increasing conductive pathlength imposes hydraulic resistance, challenging the maintenance of water transport to leaves. While tip‐to‐base conduit widening along the stem helps mitigate this resistance, theoretical models and empirical data suggest that stem widening alone is insufficient to fully compensate.
Patricia Rivera +2 more
wiley +1 more source
Spaceborne and spaceborn: Physiological aspects of pregnancy and birth during interplanetary flight
Experimental Physiology, EarlyView.Abstract Crewed interplanetary return missions that are on the planning horizon will take years, more than enough time for initiation and completion of a pregnancy. Pregnancy is viewed as a sequence of processes – fertilization, blastocyst formation, implantation, gastrulation, placentation, organogenesis, gross morphogenesis, birth and neonatal ...
Arun V. Holden
wiley +1 more source