Results 101 to 110 of about 7,461,083 (331)

Beyond Nature's Blueprint: Macrocyclic Peptides Containing Unnatural Amino Acids in Therapeutic Development

open access: yesAngewandte Chemie, EarlyView.
Strategic incorporation of unnatural amino acids transforms macrocyclic peptides into drug‐like molecules capable of engaging challenging targets. These building blocks enhance stability, permeability, and bioavailability, accelerating the development of next‐generation peptide therapeutics.
Krishna K. Sharma   +5 more
wiley   +2 more sources

Robust Optimization-Based Commodity Portfolio Performance

open access: yesInternational Journal of Financial Studies, 2020
This paper examines the performance of a naïve equally weighted buy-and-hold portfolio and optimization-based commodity futures portfolios for various lookback and holding periods using data from January 1986 to December 2018.
Ramesh Adhikari   +2 more
doaj   +1 more source

Application of an optimization model for constructing an index tracker portfolio and considering the uncertainty of model parameters by using of robust optimization approach [PDF]

open access: yesتحقیقات مالی, 2015
index tracking is the process of developing a portfolio that reproduces the performance of an index. The tracker portfolio has relatively good diversity and low turnover and low transaction costs.
Saeid Fallahpour, Farid Tondnevis
doaj   +1 more source

Intrinsic Mechanical Parameters and their Characterization in Solid‐State Lithium Batteries

open access: yesAdvanced Energy Materials, Volume 15, Issue 11, March 18, 2025.
This review focuses on the intrinsic mechanical parameters and their associated characterization in solid‐state batteries. The physical significance of mechanics parameters is introduced with exhaustive classifications by elastic, plastic deformations and fracture in bulk, adhesion, friction at interfaces, and mechanical fatigue in cells ...
Shuai Hao   +5 more
wiley   +1 more source

Prospect theory-based formulation of chance constrained portfolio optimization problem using loan

open access: yesSICE Journal of Control, Measurement, and System Integration
Portfolio optimization that allows the borrowed money from a loan to be invested in risk assets has been formulated as a chance constrained problem. In this paper, in order to reflect investor preferences called “values” in the solution, or the portfolio,
Kiyoharu Tagawa, Yukiko Orito
doaj   +1 more source

Ex‐Ante Assessment of Farm Resilience to Institutional Shocks: A Modeling Approach

open access: yesApplied Economic Perspectives and Policy, EarlyView.
ABSTRACT Using the agent‐based model SWISSland, we simulate farm‐level responses and interactions under two institutional shocks: tariff reductions and direct payment reductions. Using a framework we developed, we assess resilience capacities, resilience attributes, and the provision of private and public goods, following the shock.
Nadja El Benni, Gabriele Mack
wiley   +1 more source

Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [PDF]

open access: yesتحقیقات مالی
ObjectiveThe optimization of asset portfolios, taking into account market advancements, has emerged as a pivotal subject in financial economics. Constructing asset portfolios is acknowledged as a critical decision for investors. Consequently, researchers
vahideh mousavi kakhki, Sanaz Khatabi
doaj   +1 more source

Differential Evolution for Multiobjective Portfolio Optimization [PDF]

open access: yes
Financial portfolio optimization is a challenging problem. First, the problem is multiobjective (i.e.: minimize risk and maximize profit) and the objective functions are often multimodal and non smooth (e.g.: value at risk).
Thiemo Krink, Sandra Paterlini
core  

Effectiveness of the Pasture, Rangeland, and Forage Rainfall Index (PRF‐RI) Program: Interval Selections With Uniform Premium Subsidy Rates

open access: yesApplied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study examines interval selection in the Pasture, Rangeland, and Forage Rainfall Index (PRF‐RI) program and evaluates how uniform premium subsidy rates affect optimal interval selections. Using South Dakota as a case study, we show a trend of increasing selection of nonproduction intervals from 2013 to 2024, raising concerns about program
Whoi Cho, Matthew Diersen
wiley   +1 more source

Optimizing Portfolio in the Evolutional Portfolio Optimization System (EPOS)

open access: yesMathematics
A novel method of portfolio selection is provided with further higher moments, filtering with fundamentals in intelligent computing resources. The Evolutional Portfolio Optimization System (EPOS) evaluates unobtrusive relations from a vast amount of accounting and financial data, excluding hoax and noise, to select the optimal portfolio.
Nikolaos Loukeris   +3 more
openaire   +2 more sources

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