Results 141 to 150 of about 101,837 (275)

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

Journal of Futures Markets, EarlyView.
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi, Francesco Roccazzella, Athanasios Triantafyllou   +2 more
wiley   +1 more source

Addressing lightning and market uncertainties in self-scheduling: A fuzzy-markov approach for smart grids. [PDF]

Sci Rep
Benistan IS, Shahbazzadeh MJ, Eslami M.
europepmc   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Quantum speedup for nonreversible Markov chains. [PDF]

Nat Commun
Claudon B, Piquemal JP, Monmarché P.
europepmc   +1 more source

Adherens junction protein expression is associated with poor response to neoadjuvant FLOT chemotherapy and pro‐inflammatory tumor microenvironment in esophageal adenocarcinoma

International Journal of Cancer, EarlyView.
What's New? Esophageal adenocarcinoma (EAC) is an aggressive cancer with poor survival and variable response to perioperative chemotherapy. Although histopathological features correlate with outcomes, the relationship specifically between adherens junction (AJ) protein expression and treatment response in EAC remains uncertain.
Bastian Grothey, Heike Löser, Tillmann Bedau, Wolfgang Schröder, Christiane J. Bruns, Thomas Zander, Max Krämer, Reinhard Büttner, Alexander Quaas   +8 more
wiley   +1 more source

Efficient quantum thermal simulation. [PDF]

Nature
Chen CF, Kastoryano M, Brandão FGSL, Gilyén A.   +3 more
europepmc   +1 more source

Technological Evolution in Fintech: A Decadal Scientometric and Systematic Review of Developments and Criticisms

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study aims to classify pivotal fintech innovations and explore the prospects and pitfalls associated with emerging fintech services extensively discussed in the literature. We conducted a multistage systematic review of research published on fintech over the past decade from a technological perspective. Using the Preferred Reporting Items
Muhammad Imran Qureshi, Nohman Khan
wiley   +1 more source

Transferable generative models bridge femtosecond to nanosecond time-step molecular dynamics. [PDF]

Sci Adv
Diez JV, Schreiner M, Olsson S.
europepmc   +1 more source

Industry Portfolio Volatility Connections and Industry Portfolio Returns

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington, Michalis Stamatogiannis, Yawen Zheng   +2 more
wiley   +1 more source

Active guidance in ultrasound bladder scanning using reinforcement learning. [PDF]

Sci Rep
Hsu HL, Zahiri M, Li GY, Mukaddim RA, Lee H, Wilson MG, Grube J, Schmidt S, Ghoshal G, Raju B.   +9 more
europepmc   +1 more source