Results 61 to 70 of about 26,472 (303)
Optimal Trade Execution under Jump Diffusion Process: A Mean-VaR Approach
Discrete Dynamics in Nature and Society, 2018 In the classical optimal execution problem, the basic assumption of underlying asset price is Arithmetic Brownian Motion (ABM) or Geometric Brownian Motion (GBM).
Tianmin Zhou, Can Jia, Handong Li
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Environmental concentrations as ratios of random variables
Environmental Research Letters, 2022 Human-induced environmental change increasingly threatens the stability of socio-ecological systems. Careful statistical characterization of environmental concentrations is critical to quantify and predict the consequences of such changes on human and ...
Saverio Perri, Amilcare Porporato
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Tail behavior of negatively associated heavy-tailed sums [PDF]
Journal of Applied Probability, 2006 Consider a sequence {Xk, k ≥ 1} of random variables on (−∞, ∞). Results on the asymptotic tail probabilities of the quantities , and S(n) = max0 ≤ k ≤ nSk, with X0 = 0 and n ≥ 1, are well known in the case where the random variables are independent with a heavy-tailed (subexponential) distribution.
Geluk, J, Ng, KW
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Development of human monoclonal antibodies against TARM1 by yeast display
FEBS Open Bio, EarlyView.Human monoclonal antibodies against TARM1 are generated by yeast display‐guided selection. These antibodies bind to soluble and cell‐surface forms of TARM1. Also, these antibodies exhibit agonistic activity in the NFAT‐GFP reporter assay, indicating that TARM1 signaling can be functionally modulated by antibodies and suggesting TARM1 as a potential ...
Rikio Yabe +5 more
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Constructing a geography of heavy-tailed flood distributions: insights from common streamflow dynamics [PDF]
Hydrology and Earth System SciencesHeavy-tailed flood distributions depict the higher occurrence probability of extreme floods. Understanding the spatial distribution of heavy-tail floods is essential for effective risk assessment.
H.-J. Wang, R. Merz, R. Merz, S. Basso
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Derivation of the Fractional Fokker–Planck Equation for Stable Lévy with Financial Applications
Mathematics, 2023 This paper aims to propose a generalized fractional Fokker–Planck equation based on a stable Lévy stochastic process. To develop the general fractional equation, we will use the Lévy process rather than the Brownian motion.
Reem Abdullah Aljethi, Adem Kılıçman
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FEBS Open Bio, EarlyView.14‐day casting‐induced immobilization reduced gastrocnemius muscle mass and increased non‐heme iron and ferritin heavy chain levels. Despite iron accumulation, transferrin receptor 1 and iron regulatory protein 2 were paradoxically upregulated. Lipid peroxidation was elevated without compensatory antioxidant responses.
Haruka Yokogawa +2 more
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The Spectrum of Heavy Tailed Random Matrices [PDF]
Communications in Mathematical Physics, 2007 Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of $X_N$, once renormalized by $\sqrt{N}$, converges almost surely and in expectation to the so-called semicircular ...
Ben Arous, Gérard, Guionnet, Alice
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YIPFα1A expression is regulated by multilayered molecular mechanisms
FEBS Open Bio, EarlyView.YIPFα1A, a five‐pass Golgi protein, is regulated at multiple layers. (1) Rare‐codon enrichment drives translation‐coupled mRNA decay. (2) A proximal 3′‐UTR element stabilizes mRNA. (3) A distal 3′‐UTR element included by alternate poly(A) site usage represses translation, which can be overridden by the proximal 3′‐UTR element.
Tokio Takaji +2 more
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Robust Bayesian Regularized Estimation Based on t Regression Model
Journal of Probability and Statistics, 2015 The t distribution is a useful extension of the normal distribution, which can be used for statistical modeling of data sets with heavy tails, and provides robust estimation. In this paper, in view of the advantages of Bayesian analysis, we propose a new
Zean Li, Weihua Zhao
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