The sense of agency in near and far space: where do we stand? [PDF]
Kong G, Vernet M, Farnè A.
europepmc +1 more source
QBP1 Peptide as a Potential Anti‐Amyloidogenic Therapy for Type 2 Diabetes: An In Vitro Study
The anti‐amyloidogenic peptide QBP1 effectively halts human islet amyloid polypeptide (hIAPP) aggregation, preventing the formation of toxic β‐structured intermediates. Through a combination of biophysical assays, molecular dynamics, and cell‐based studies, QBP1 is shown to preserve β‐cell viability and metabolic homeostasis, positioning it as a ...
María M. Tejero‐Ojeda +8 more
wiley +1 more source
Correction: Intraductal papilloma of the breast: low risk, but handle with care. [PDF]
Nicosia L +13 more
europepmc +1 more source
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Exploring the structural, magnetic, and optical properties of multifunctional Ni<sub>0.4</sub>Mn<sub>0.6</sub>Cr<sub>2</sub>O<sub>4</sub> spinel chromite toward optoelectronic innovation. [PDF]
Hajji ABA +4 more
europepmc +1 more source
Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer +3 more
wiley +1 more source
Time to chemotherapy and oncofertility counseling in pediatric hematology/oncology patients: a single-center retrospective review. [PDF]
Mariano J +9 more
europepmc +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source

