Results 31 to 40 of about 2,973,401 (293)

An Entropic Approach for Pair Trading

Entropy, 2017
In this paper, we derive the optimal boundary for pair trading. This boundary defines the points of entry into or exit from the market for a given stock pair.
Daisuke Yoshikawa
doaj   +1 more source

Optimal arbitrage under model uncertainty

, 2012
In an equity market model with "Knightian" uncertainty regarding the relative risk and covariance structure of its assets, we characterize in several ways the highest return relative to the market that can be achieved using nonanticipative investment ...
Fernholz, Daniel, Karatzas, Ioannis
core   +1 more source

Time-Varying Window Length for Correlation Forecasts

Econometrics, 2017
Forecasting correlations between stocks and commodities is important for diversification across asset classes and other risk management decisions. Correlation forecasts are affected by model uncertainty, the sources of which can include uncertainty about
Yoontae Jeon, Thomas H. McCurdy
doaj   +1 more source

Bayesian Verification under Model Uncertainty

, 2017
Machine learning enables systems to build and update domain models based on runtime observations. In this paper, we study statistical model checking and runtime verification for systems with this ability.
Belzner, Lenz, Gabor, Thomas
core   +1 more source

Conditional Coherent and Convex Risk Measures Under Uncertainty

Mathematics
In this paper, we take a new perspective to describe the model uncertainty, and thus propose two new classes of risk measures under model uncertainty. To be precise, we use an auxiliary random variable to describe model uncertainty. By proposing new sets
Shuo Gong, Yijun Hu
doaj   +1 more source

Response-adaptive dose-finding under model uncertainty [PDF]

, 2010
Dose-finding studies are frequently conducted to evaluate the effect of different doses or concentration levels of a compound on a response of interest.
At Bochum, Björn Bornkamp, Frank Bretz, Holger Dette, Jose ́ Pinheiro   +4 more
core   +3 more sources

Optimising Sensor Placement in Heritage Buildings: A Comparison of Model-Based and Data-Driven Approaches

Sensors
The long-term preservation of heritage structures relies on effective Structural Health Monitoring (SHM) systems, where sensor placement is key to ensuring early damage detection and guiding conservation efforts.
Estefanía Chaves, Alberto Barontini, Nuno Mendes, Víctor Compán   +3 more
doaj   +1 more source

Suitability of Mechanics-Based and Optimized Machine Learning-Based Models in the Shear Strength Prediction of Slender Beams Without Stirrups

Buildings
Accurate shear capacity estimation for reinforced concrete (RC) beams without stirrups is essential for reliable structural design. Traditional code-based methods, primarily empirical, exhibit variability in predicting shear strength for these beams ...
Abayomi B. David, Oladimeji B. Olalusi, Paul O. Awoyera, Lenganji Simwanda   +3 more
doaj   +1 more source

A Quality Improvement Initiative to Standardize Pneumocystis jirovecii Pneumonia Prophylaxis in Pediatric Patients With Solid Tumors

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Pediatric patients with extracranial solid tumors (ST) receiving chemotherapy are at an increased risk for Pneumocystis jirovecii pneumonia (PJP). However, evidence guiding prophylaxis practices in this population is limited. A PJP‐related fatality at our institution highlighted inconsistent prescribing approaches and concerns about
Kriti Kumar, Denise M. Connolly, Ellen Kellington, Elyse Zelunka, Karla Kerrigan, Furqan Shaikh, Paul C. Nathan, Meredith S. Irwin, Sarah Cohen‐Gogo   +8 more
wiley   +1 more source

Robust Control for the Segway with Unknown Control Coefficient and Model Uncertainties

Sensors, 2016
The Segway, which is a popular vehicle nowadays, is an uncertain nonlinear system and has an unknown time-varying control coefficient. Thus, we should consider the unknown time-varying control coefficient and model uncertainties to design the controller.
Byung Woo Kim, Bong Seok Park
doaj   +1 more source