Results 51 to 60 of about 7,808,961 (245)

Subordinate Shares Pricing under Fractional-Jump Heston Model [PDF]

تحقیقات مالی, 2019
Objective: In this paper, while introducing Heston's model of stochastic variance, regarding the jump process and the long-term memory feature of prices, a new model for pricing subordinate shares is presented.
Omid Jenabi, Nazar Dahmardeh Ghaleno
doaj   +1 more source

Engineering peptides into antibodies—opportunities and strategies for therapeutic innovation

FEBS Letters, EarlyView.
Peptides and antibodies occupy complementary therapeutic niches. Peptides recognize difficult targets in a compact format, while antibodies add specificity, long half‐life, and effector functions. This review examines strategies that merge both modalities—peptide grafting into loops, terminal and Fc fusions, and bioconjugation—highlighting how ...
Jinling Wang, Ruslana Romaniuk, Hristo L. Svilenov   +2 more
wiley   +1 more source

Uncovering Long Memory in High Frequency UK Futures [PDF]

, 2004
Accurate volatility modelling is paramount for optimal risk management practices. One stylized feature of financial volatility that impacts the modelling process is long memory explored in this paper for alternative risk measures, observed absolute and ...
Cotter, John
core   +2 more sources

Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets

International Journal of Financial Studies, 2016
In this study, the performance of the Multifractal Model of Asset Returns (MMAR) was examined for stock index returns of four emerging markets. The MMAR, which takes into account stylized facts of financial time series, such as long memory, fat tails and
Samet Günay
doaj   +1 more source

Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk

Entropy, 2022
We introduce simplicial persistence, a measure of time evolution of motifs in networks obtained from correlation filtering. We observe long memory in the evolution of structures, with a two power law decay regimes in the number of persistent simplicial ...
Jeremy Turiel, Paolo Barucca, Tomaso Aste   +2 more
doaj   +1 more source

‘Guide and Prejudice’— How Argonautes recognize targets across domains of life

FEBS Letters, EarlyView.
Argonaute proteins use short nucleic‐acid guides to locate and regulate specific targets across all domains of life. Despite striking diversity—from human gene silencing to bacterial immune defence—all Argonautes share a conserved three‐stage recognition logic: guide‐directed sampling, progressive target pairing with a conformational checkpoint and ...
Jack P. K. Bravo
wiley   +1 more source

PEMODELAN AUTOREGRESSIVE FRACTIONALLY INTEGRATED MOVING AVERAGE (ARFIMA) UNTUK AKTIVITAS CURAH HUJAN DI KOTA MEDAN

Jurnal Lebesgue
The Autoregressive Fractionally Integrated Moving Average (ARFIMA) model is a development of the ARIMA model with the differencing values ​​being fractional numbers.
Muhammad Reja Sinaga, Sutarman Sutarman, Fibri Rakhmawati   +2 more
doaj   +1 more source

From junk to function — How weak selection in eukaryotes builds new parts and drives genomic complexity

FEBS Letters, EarlyView.
How do genomes gain new functional parts? In eukaryotes, which tend to evolve under weak selection, much of the genome is junk. Palazzo and Qiu borrow the logic of Markov chains to show how non‐functional DNA becomes functional through the appearance of intermediate states, which arise due to epistasis, buffering, and biochemical messiness, allowing ...
Alexander F. Palazzo, Yi Qiu
wiley   +1 more source

Seasonal Long Memory in Retail Sales in the G7 Countries

Fractal and Fractional
This article examines the seasonal patterns of retail sales in the G7 nations, a key component of private consumption. Using seasonal fractional integration, we assess whether shocks present a lasting or temporary effect on retail sales trends ...
Luis Alberiko Gil-Alana, Carlos Poza
doaj   +1 more source

The ubiquitin system in normal and infected germinal center B cells

FEBS Letters, EarlyView.
The ubiquitin system plays a central role in germinal center (GC) B cells, influencing differentiation to long‐lived memory B cells. Oncogenic gammaherpesviruses gain access to memory B cells by establishing latency in GC B cells. Mapping ubiquitin mechanisms in normal and infected GC B cells will define specific molecular circuits in B cells germane ...
Destiny Davis, Lesly Mejia, Emily K Moser   +2 more
wiley   +1 more source