Results 121 to 130 of about 1,485,456 (149)

Phylogenetics, Niche Evolution, and Distribution Dynamics of <i>Isatis</i> Species Under Climate Change. [PDF]

Ecol Evol
Wei M, Su Y, Shi H, Bao T, Guo Q.
europepmc   +1 more source

Maternal risk-management elucidates the evolution of reproductive adaptations in sharks by means of natural selection. [PDF]

Sci Rep
Deeken D, Macdonald C, Gainsbury A, Green ML, Cassill DL.   +4 more
europepmc   +1 more source

Robust modeling and evidence-based evaluation method for a active distribution network with EVs and CHPs. [PDF]

Sci Rep
Chen K, Yuan J, Fang Z, Mao Y.
europepmc   +1 more source

Implicit Bias in Large Language Model Diagnosis of Eating Disorders: Experimental Vignette Study. [PDF]

JMIR AI
McCalla D, Li B, Jaeger S, Jacques J, Gonzalez L, Silber C, Dykeman C.   +6 more
europepmc   +1 more source

Suboptimal Echocardiographic Image Quality Predicts in-Hospital Mortality Across the Adult Age Spectrum, Independent of Admission Type: A Large-Scale NLP Study. [PDF]

Echocardiography
Pehlivan M, Şener YZ, Uyar A, Eşme M, Balcı C, Doğu BB, Halil MG, Cankurtaran M.   +7 more
europepmc   +1 more source

Constrained Soft Actor-Critic for Joint Computation Offloading and Resource Allocation in UAV-Assisted Edge Computing. [PDF]

Sensors (Basel)
Alvi NM, Alvi WM, Zhou X, Li J, Wei Y.
europepmc   +1 more source

Plant embodied intelligence: A paradigmatic perspective. [PDF]

iScience
Lin Y.
europepmc   +1 more source

A Bayesian network for modelling the Lady tasting tea experiment. [PDF]

PLoS One
Xie G.
europepmc   +1 more source

MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT

International Journal of Theoretical and Applied Finance, 2005
Let Xϕ denote the trading wealth generated using a strategy ϕ, and let CT be a contingent claim which is not spanned by the traded assets. Consider the problem of finding the strategy which maximizes the probability of terminal wealth meeting or exceeding the claim value at some fixed time horizon, i.e., of finding [Formula: see text]. This problem is
DAVID HOBSON, JEREMY PENN
openaire   +2 more sources

Maximizing the Probability of a Perfect Hedge in the Case of Stochastic Interest Rate

American Journal of Mathematical and Management Sciences, 2010
SYNOPTIC ABSTRACTIn the financial market including n risky assets with prices following the full-observed geometric-Brownian Motion model and a bank account with stochastic interest rate, we study the problem of maximizing the probability of an investor's wealth at terminal time T meeting or exceeding the value of a contingent claim C which expires at ...
Yanchu Liu, Shuguang Zhang
openaire   +1 more source