Results 51 to 60 of about 190,564 (233)

A mathematical proof of the existence of trends in financial time series [PDF]

We are settling a longstanding quarrel in quantitative finance by proving the existence of trends in financial time series thanks to a theorem due to P. Cartier and Y.
Cédric Join, Michel Fliess
core  

Maximum Entropy Production Principle for Stock Returns [PDF]

, 2014
In our previous studies we have investigated the structural complexity of time series describing stock returns on New York's and Warsaw's stock exchanges, by employing two estimators of Shannon's entropy rate based on Lempel-Ziv and Context Tree ...
Fiedor, Paweł
core  

vEMINR: Ultra‐Fast Isotropic Reconstruction for Volume Electron Microscopy With Implicit Neural Representation

Advanced Science, EarlyView.
vEMINR is an ultra‐fast isotropic reconstruction method for vEM based on implicit neural representation, achieving over tenfold faster reconstruction and higher accuracy on 11 datasets, showing strong potential for large‐scale vEM data processing.
Jibin Yang, Jie Huo, Muyu Liu, Chenjie Feng, Yan Zhang, Gang Pan, Wenjia Meng, Renmin Han   +7 more
wiley   +1 more source

A river of risk : a diagram of the history and historiography of risk management [PDF]

, 2008
The history of risk and risk management can be evaluated through the historiography of the subject. Writings on the history of risk and risk management can also be treated as pieces of evidence.
Hay-Gibson, Naomi
core  

DualPG‐DTA: A Large Language Model‐Powered Graph Neural Network Framework for Enhanced Drug‐Target Affinity Prediction and Discovery of Novel CDK9 Inhibitors Exhibiting in Vivo Anti‐Leukemia Activity

Advanced Science, EarlyView.
This study introduces DualPG‐DTA, a framework integrating two pre‐trained models to generate molecular and protein representations. It constructs dual graphs processed by specialized neural networks with dynamic attention for feature fusion, achieving superior benchmark performance.
Yihao Chen, Jindi Huang, Cong Liu, Shipeng Zhang, Xinze Li, Zhang Zhang, Tie‐Gen Chen, Ling Wang   +7 more
wiley   +1 more source

Geometric Asian Option Pricing in General Affine Stochastic Volatility Models with Jumps [PDF]

, 2014
In this paper we present some results on Geometric Asian option valuation for affine stochastic volatility models with jumps. We shall provide a general framework into which several different valuation problems based on some average process can be cast ...
Hubalek, Friedrich, Keller-Ressel, Martin, Sgarra, Carlo   +2 more
core   +1 more source

A flexible matrix Libor model with smiles

, 2012
We present a flexible approach for the valuation of interest rate derivatives based on Affine Processes. We extend the methodology proposed in Keller-Ressel et al. (2009) by changing the choice of the state space.
Da Fonseca, José, Gnoatto, Alessandro, Grasselli, Martino   +2 more
core   +1 more source

Wave‐Partition‐Governed Dual‐Site Spallation in Single Crystals

Advanced Science, EarlyView.
Crystalline anisotropy shapes shock‐wave propagation and the resulting damage evolution in single crystals. Large‐scale molecular dynamics and damage modeling uncover a dual‐spallation mechanism driven by anisotropic elasticplastic wave separation, which mitigates damage accumulation.
Youlin Zhu, Sheng Qian, Lianfu Qiu, Jianian Hu, Guoqiang Luo, Qiang Shen, Qi Tong   +6 more
wiley   +1 more source

Volatility made observable at last

, 2011
International audienceThe Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset.
Fliess, Michel, Hatt, Frédéric, Join, Cédric   +2 more
core   +2 more sources

Inferring Gene Regulatory Networks From Single‐Cell RNA Sequencing Data by Dual‐Role Graph Contrastive Learning

Advanced Science, EarlyView.
RegGAIN is a novel and powerful deep learning framework for inferring gene regulatory networks (GRNs) from single‐cell RNA sequencing data. By integrating self‐supervised contrastive learning with dual‐role gene representations, it consistently outperforms existing methods in both accuracy and robustness.
Qiyuan Guan, Jiating Yu, Jieyi Pan, Fan Yuan, Jiadong Ji, Rusong Zhao, Zhi‐Ping Liu, Bingqiang Liu, Ling‐Yun Wu, Duanchen Sun   +9 more
wiley   +1 more source