Results 31 to 40 of about 292,252 (254)
A machine learning approach to portfolio pricing and risk management for high-dimensional problems
, 2021 We present a general framework for portfolio risk management in discrete time, based on a replicating martingale. This martingale is learned from a finite sample in a supervised setting.
Fernandez-Arjona, Lucio +1 more
core +1 more source
Regularizing Portfolio Optimization [PDF]
, 2009 The optimization of large portfolios displays an inherent instability to estimation error. This poses a fundamental problem, because solutions that are not stable under sample fluctuations may look optimal for a given sample, but are, in effect, very far
Acerbi C +34 more
core +2 more sources
Hull-White’s value at risk model: case study of Baltic equities market
Journal of Business Economics and Management, 2017 Analysis of the applicability of the Hull and White (FHS) model on the Baltic equities market has not been the subject of significant research, especially not in the context of meeting the Basel Committee backtesting rules.
Nikola Radivojević +2 more
doaj +1 more source
Frontiers in Genetics, 2015 In the alkaline comet assay, cells are embedded in agarose, lysed, and then subjected to further processing including electrophoresis at high pH (>13). We observed very large variations of mean comet tail lengths of cell samples from the same population ...
Gunnar Brunborg
doaj +1 more source
Effects of sampling skewness of the importance-weighted risk estimator on model selection
, 2018 Importance-weighting is a popular and well-researched technique for dealing with sample selection bias and covariate shift. It has desirable characteristics such as unbiasedness, consistency and low computational complexity. However, weighting can have a
Kouw, Wouter M., Loog, Marco
core +1 more source
The role of histone modifications in transcription regulation upon DNA damage
FEBS Letters, EarlyView.This review discusses the critical role of histone modifications in regulating gene expression during the DNA damage response (DDR). By modulating chromatin structure and recruiting repair factors, these post‐translational modifications fine‐tune transcriptional programmes to maintain genomic stability.
Angelina Job Kolady, Siyao Wang
wiley +1 more source
INNOVATIVE TECHNOLOGIES OF ALCOHOLIC BEVERAGES BASED ON FRUIT DISTILLATES
Пищевые системы, 2020 One of the promising raw materials types for alcoholic beverages production, which have a peculiar aroma and taste, is the ashberry (red), widespread throughout the Russian Federation.
E. V. Dubinina +3 more
doaj +1 more source
An analysis of skewness and skewness persistence in three emerging markets [PDF]
, 1968 This paper reports an investigation into the extent and persistence of skewness in stock returns in three emerging markets, namely the Czech Republic, Kenya and Poland. The study is undertaken using the extended skew normal distribution and an asymmetric
Adcock, C.J., Shutes, K.
core +1 more source
Function‐driven design of a surrogate interleukin‐2 receptor ligand
FEBS Letters, EarlyView.Interleukin (IL)‐2 signaling can be achieved and precisely fine‐tuned through the affinity, distance, and orientation of the heterodimeric receptors with their ligands. We designed a biased IL‐2 surrogate ligand that selectively promotes effector T and natural killer cell activation and differentiation. Interleukin (IL) receptors play a pivotal role in
Ziwei Tang +9 more
wiley +1 more source
Discrete Optimization Methods for Group Model Selection in Compressed Sensing
, 2020 In this article we study the problem of signal recovery for group models. More precisely for a given set of groups, each containing a small subset of indices, and for given linear sketches of the true signal vector which is known to be group-sparse in ...
Bah, Bubacarr +2 more
core +1 more source