Results 221 to 230 of about 116,861 (304)

Market Making With Fads, Informed, and Uninformed Traders

open access: yesMathematical Finance, EarlyView.
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

Information‐Theoretic Approach to Financial Market Modeling

open access: yesMathematical Finance, EarlyView.
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

Incretin‐Based Medications in Women and Reproduction: A Systematic Scoping Review and Consensus Guidelines for Clinical Practice

open access: yesObesity Reviews, EarlyView.
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

In silico modelling of multi‐electrode arrays for enhancing cardiac drug testing on hiPSC‐CM heterogeneous tissues

open access: yesThe Journal of Physiology, EarlyView.
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]

open access: yesAppl Math Optim
Jacquier A, Žurič Ž.
europepmc   +1 more source

Elucidating the cellular determinants of the end‐systolic pressure‐volume relationship of the heart via computational modelling

open access: yesThe Journal of Physiology, EarlyView.
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

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