Results 51 to 60 of about 15,601 (265)
Continuous and Jump Betas: Implications for Portfolio Diversification
Econometrics, 2016 Using high-frequency data, we decompose the time-varying beta for stocks into beta for continuous systematic risk and beta for discontinuous systematic risk. Estimated discontinuous betas for S&P500 constituents between 2003 and 2011 generally exceed
Vitali Alexeev +2 more
doaj +1 more source
Adaptive diffusion strategies with Markov jump over networks
Systems Science & Control Engineering, 2020 The switching of node status on the network is a common natural phenomenon. In this paper, we study the problem of adaptive diffusion strategies with Markov jump.
Yonggang Ma, Junmei Liu
doaj +1 more source
Investigating transcription factor dynamics in health and disease using FRAP
FEBS Letters, EarlyView.FRAP analysis of GFP‐tagged transcription factors reveals how molecular mobility and target engagement change in response to drug treatment. By combining live‐cell imaging, quantitative model fitting, and statistical analysis, this approach uncovers transcription factor dynamics linked to disease mechanisms, providing a powerful framework for ...
Kannan Govindaraj +3 more
wiley +1 more source
Conserved binding mode but diverse interfaces of MreC‐PBP2 interactions
FEBS Letters, EarlyView.The crystal structure of abMreC reveals a conserved two β‐barrel architecture and provides structural insights into its role within the bacterial elongasome. The abMreC–abPBP2 complex model identifies the molecular basis of MreC‐mediated PBP2 recognition, contributing to the regulation of peptidoglycan synthesis.
Hyunseok Jang +4 more
wiley +1 more source
Insight into understanding the jump frequency of diffusion in solids
AIP Advances, 2020 In view of the diversity and ambiguity of the interpretation of the physical nature contributing to the jump frequency of diffusion in solids, the fundamental of jump frequency is reexamined with special attention toward enthalpy and entropy aspects. The
Tsang-Tse Fang +2 more
doaj +1 more source
A Jump-Diffusion Model for Option Pricing [PDF]
Management Science, 2000 Brownian motion and normal distribution have been widely used in the Black–Scholes option-pricing framework to model the return of assets. However, two puzzles emerge from many empirical investigations: the leptokurtic feature that the return distribution of assets may have a higher peak and two (asymmetric) heavier tails than those of the normal ...
openaire +1 more source
Structure‐forward targeting of claudins with synthetic binders
FEBS Letters, EarlyView.Claudins form the paracellular barriers between epithelial and endothelial tissues at tight junctions and are targets for molecular binders with the goal of modulating barrier permeability. Claudin‐binding molecules are relevant in drug delivery or in altering claudin interactions with disease‐causing proteins.
Alex J. Vecchio
wiley +1 more source
Pricing Warrant Bonds with Credit Risk under a Jump Diffusion Process
Discrete Dynamics in Nature and Society, 2018 This article investigates the pricing of the warrant bonds with default risk under a jump diffusion process. We assume that the stock price follows a jump diffusion model while the interest rate and the default intensity have the feature of mean ...
Xiaonan Su, Wei Wang, Wensheng Wang
doaj +1 more source
Molecular Oncology, EarlyView.The novel styrylquinazolinone‐based molecule W1B effectively suppresses glioblastoma by inhibiting IGF1R and EGFR. In high‐glucose microenvironments driving tumor resistance, W1B acts synergistically with the EGFR inhibitor dacomitinib. This combination safely blocks compensatory survival signaling in zebrafish xenograft models. Showcasing promising in
Patryk Rurka +9 more
wiley +1 more source
Entropy, 2015 At present, many cloud services are managed by using open source software, such as OpenStack and Eucalyptus, because of the unification management of data, cost reduction, quick delivery and work savings.
Yoshinobu Tamura, Shigeru Yamada
doaj +1 more source