Results 221 to 230 of about 1,698,574 (297)
On Short‐Term Behavior of Implied Volatility for Index Options
ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
wiley +1 more source
Cauchy hyper-graph Laplacian nonnegative matrix factorization for single-cell RNA-sequencing data analysis. [PDF]
Wang GF, Shen L.
europepmc +1 more source
With‐Replacement Balanced Sampling
ABSTRACT Balanced sampling ensures that selected samples allow Horvitz–Thompson estimators to reproduce known auxiliary totals. However, no efficient procedures currently exist for producing balanced samples with replacement despite their potential applications to balanced imputations or balanced stream sampling.
Jean Rubin, Guillaume Chauvet
wiley +1 more source
Is the World Getting Smaller? Network‐Driven Heterogeneity in Gravity‐Model Elasticities
ABSTRACT Gravity models constitute the workhorse of empirical international trade research, yet the temporal stability of their core parameters—distance and GDP elasticities—remains underexplored, particularly in relation to the evolving structure of trade networks.
Zsolt T. Kosztyán +2 more
wiley +1 more source
Abstract In this paper, we address the problem of routing a fleet of electric vehicles (EVs) to serve a set of customers, geographically distributed, within their time windows. We assume that EVs may also be recharged en route, and the amount of energy recharged at a recharging station (RS) is a decision variable itself, that is, partial recharges are ...
Maurizio Bruglieri +3 more
wiley +1 more source
Nonnegative matrix factorization for the identification of pressure ulcer risks from seating interface pressures in people with spinal cord injury. [PDF]
Yang TD, Jan YK.
europepmc +1 more source
ABSTRACT Triple‐negative breast cancer (TNBC) is an aggressive subtype defined by the absence of estrogen receptor (ER), progesterone receptor (PR), and HER2 expression. This lack of receptors limits targeted therapies and contributes to high rates of recurrence.
Md Naiyem Islam +3 more
wiley +1 more source
Integration of Imaging (epi)Genomics Data for the Study of Schizophrenia Using Group Sparse Joint Nonnegative Matrix Factorization. [PDF]
Wang M +4 more
europepmc +1 more source
Abstract Background Personalized neoantigen vaccine design for glioma requires the integration of mutation‐derived peptide evidence, molecular properties, HLA coverage and finite manufacturing capacity. TAMAVAQ/Q‐TAMAVAQ combines quantum‐geometric descriptor representation with graph transport and auditable peptide‐panel assembly.
Ioannis Grigoriadis
wiley +1 more source

