Market Making With Fads, Informed, and Uninformed Traders
ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci +2 more
wiley +1 more source
The Cyclic Adenosine Monophosphate Phosphodiesterase CpdA Modulates cAMP Homeostasis, Stress Adaptability, Biofilm Formation, Motility, Quorum Sensing and Antibiotic Resistance of <i>Aeromonas veronii</i>. [PDF]
Yang W +5 more
europepmc +1 more source
Information‐Theoretic Approach to Financial Market Modeling
ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley +1 more source
Sliding physical invariant neural operator for long-term prediction of complex dynamics in physical systems. [PDF]
Wang Y, Li Y, Peng Y, Ying S.
europepmc +1 more source
ABSTRACT Introduction Pregnancy concurrent with incretin‐based medications is contraindicated due to unknown risk of teratogenicity, as is breastfeeding. The aim of this systematic scoping review was to investigate potential risks and benefits of incretin‐based medications in relation to preconception, pregnancy, and postnatal health, and to propose ...
Kate Maslin +19 more
wiley +1 more source
miR-135a-5p Is a Promising Target to Prevent the Glomerulosclerosis Associated with Podocyte Developmental Toxicity in Offspring Induced by Prenatal Dexamethasone Exposure. [PDF]
Zhao X +8 more
europepmc +1 more source
Abstract figure legend Schematic overview of the experimental and computational framework for investigating hiPSC‐CM electrophysiology with MEA systems. The MEA‐based model integrates experimental data with phenotype‐specific ionic models and tissue‐level heterogeneity.
Sofia Botti +2 more
wiley +1 more source
Random Neural Networks for Rough Volatility. [PDF]
Jacquier A, Žurič Ž.
europepmc +1 more source
Abstract figure legend Using a multiscale computational model of left ventricular electromechanics, we investigated how sarcomere dynamics influence the end‐systolic pressure‐volume (ESPV) relationship in ejecting beats compared to isovolumetric beats.
Francesco Regazzoni +2 more
wiley +1 more source
Pulsed Dynamic Water Electrolysis: Mass Transfer Enhancement, Microenvironment Regulation, and Hydrogen Production Optimization. [PDF]
Zhang X +9 more
europepmc +1 more source

