Results 141 to 150 of about 19,787,344 (336)

A Machine Vision‐Guided Microphysiological Platform With Automated Microfluidics Enables Longitudinal Biomarker Monitoring and Emulation of Translationally Relevant Exposure Scenarios

open access: yesAdvanced Science, EarlyView.
A pneumatically actuated multi‐tissue microphysiological system is integrated with AI‐based machine vision and automatic sampling and replenishment systems. The platform allows for the emulation of translationally relevant long‐term pharmacokinetic exposure scenarios for multiple weeks while enabling longitudinal monitoring of response biomarkers ...
Jibbe Keulen   +15 more
wiley   +1 more source

Market Risk in Turbulent Markets

open access: yes, 2009
In this thesis we study market risk in turbulent markets over different risk horizons. We construct portfolios which represent possible investments for a life assurance fund. The portfolios consist of equities, fixed income instruments, cash positions and interest rate derivatives. Today, the most commonly used metrics for market risk are Value-at-Risk
openaire   +1 more source

A Market Risk Approach to Liquidity Risk and Financial Contagion [PDF]

open access: yes
According to traditional literature, liquidity risk in individual banks can turn into a system-wide ¯nancial crisis when either interbank credit exposures or bank runs are present.
Daniel Osorio, Dairo Estrada
core  

SiDT1 Defines Plant Architecture Reminiscent of Green Revolution in Foxtail Millet

open access: yesAdvanced Science, EarlyView.
SiDT1 encodes a GA3‐oxidase that creates a semi‐dwarf, lodging‐resistant architecture reminiscent of the rice Green Revolution. The resulting ideotype performs well under dense planting and provides a valuable genetic resource for high‐yield, mechanized foxtail millet production. ABSTRACT Foxtail millet (Setaria italica) is a drought‐tolerant C4 cereal
Jianzhen Lv   +13 more
wiley   +1 more source

Equity market volatility and expected risk premium [PDF]

open access: yes
This paper revisits the time-series relation between the conditional risk premium and variance of the equity market portfolio. The main innovation is that we construct a measure of the ex ante equity market risk premium using corporate bond yield spread ...
Hui Guo, Long Chen, Lu Zhang
core  

Ti‐Doping Activates Adjacent Zr Sites in Bimetallic MOFs for Cooperative Phospholipid Removals in Human Biomonitoring

open access: yesAdvanced Science, EarlyView.
Ti‐doped Zr/Ti bimetallic MOFs activate neighboring Zr sites to selectively capture phospholipids from serum through cooperative interactions. In nontargeted screening, the material minimizes matrix interference, expands detectable feature coverage, and enables broad recovery of diverse chemical hazards, providing a powerful cleanup strategy for LC ...
Yanmin Liang   +5 more
wiley   +1 more source

Automation and Active Learning for the Multi‐Objective Optimization of Antibody Formulations

open access: yesAdvanced Science, EarlyView.
Successful antibody formulation necessitates balancing factors such as thermal stability, colloidal stability, and viscosity across a vast excipient design space. This work integrates robotic liquid handling, high‐throughput biophysical characterization, and multi‐objective Bayesian optimization in an iterative closed‐loop Design‐Build‐Test‐Learn cycle.
D. Christopher Radford   +3 more
wiley   +1 more source

Beta Risk and Regime Shift in Market Volatility [PDF]

open access: yes
In this paper, we relate security returns in the thirty securities in the Dow Jones index to regime shifts in the market portfolio (S&P500) volatility. We model market volatility as a multiple-state Markov switching process of order one and estimate non ...
Don U.A. Galagedera, Roland G. Shami
core   +2 more sources

Método predictivo de volatilidad tipo cambio

open access: yesRevista de Ciencias Economicas, 2011
Las series temporales descritas por precios de ciertos activos financieros tales como el de las acciones y divisas presentan dos principales características, excesos de kurtosis y clustering de volatilidad.
Jeffrey Viales Abellán
doaj  

Home - About - Disclaimer - Privacy