Results 21 to 30 of about 409,395 (207)

Quantifying preferential trading in the e-MID interbank market [PDF]

, 2013
Interbank markets allow credit institutions to exchange capital for purposes of liquidity management. These markets are among the most liquid markets in the financial system.
Carollo A., Cocco J.F., European Central Bank, Feller W., Giulia Iori, Jiang Z.-Q., Michele Tumminello, Rosario N. Mantegna, Salvatore Miccichè, Temizsoy A., Vasilis Hatzopoulos   +10 more
core   +1 more source

Waiting times between orders and trades in double-auction markets [PDF]

, 2006
In this paper, the survival function of waiting times between orders and the corresponding trades in a double-auction market is studied both by means of experiments and of empirical data.
Alessandra Tedeschi, Barabási, Bauwens, Bertram, Ch. Ivanov, Chiarella, Clark, Cox, Cramér, Dacorogna, Engle, Engle, Enrico Scalas, Farmer, Goodhart, Gorenflo, Hilfer, Jürgen Huber, Kaizoji, Kim, Kutner, Li Calzi, Lo, Lo, Luckock, Madhavan, Mainardi, Mandelbrot, Masoliver, Michael Kirchler, Montroll, O’Hara, Plerou, Press, Raberto, Raberto, Raberto, Rydberg, Sabatelli, Scalas, Scalas, Scalas, Scalas, Scalas, Smith, Stephens, Taisei Kaizoji, Zumbach   +47 more
core   +2 more sources

WARNING: Physics Envy May Be Hazardous To Your Wealth! [PDF]

, 2010
The quantitative aspirations of economists and financial analysts have for many years been based on the belief that it should be possible to build models of economic systems - and financial markets in particular - that are as predictive as those in ...
A Blinder, A Damasio, A Hull, A Khandani, A Khandani, A Lo, A Lo, A Lo, A Lo, A Lo, A Lo, A Lo, Andrew W. Lo, B Lehmann, C Lloyd, D Crane, D Duffie, D Farmer, D Farmer, D Li, E Lorenz, E Peters, E Rolls, E Sirri, F Knight, F Reif, F Salmon, G Debreu, G Debreu, G Gigerenzer, G Loewenstein, H Scarf, H Theil, H White, J Bouchaud, J Caouette, J Coffee, J Elster, J Hamilton, J Hamilton, J Hawkins, J Lintner, J Muth, J Nash, J Satow, J Stiglitz, J Stiglitz, J Tinbergen, J Tobin, J Von Neumann, Kenneth Arrow, L Klein, L Pickard, M Gitterman, Mark T. Mueller, N Taleb, P Cootner, P Diaconis, P Samuelson, P Samuelson, P Samuelson, R Lucas, R Mantegna, R Mantegna, R Merton, R Merton, R Solow, S Grossberg, S Labaton, S Weinberg, S Woodward, Steven H Strogatz, T Brennan, T De Jong, T Masters, T Philippon, W Sharpe   +76 more
core   +3 more sources

The optimal use of return predictability : an empirical study [PDF]

, 2011
In this paper we study the economic value and statistical significance of asset return predictability, based on a wide range of commonly used predictive variables.
Abhay Abhyankar, Alexander Stremme, Cochrane, Devraj Basu   +3 more
core   +2 more sources

*K-means and Cluster Models for Cancer Signatures

, 2017
We present *K-means clustering algorithm and source code by expanding statistical clustering methods applied in https://ssrn.com/abstract=2802753 to quantitative finance. *K-means is statistically deterministic without specifying initial centers, etc. We
Kakushadze, Zura, Yu, Willie
core   +2 more sources

What is the best risk measure in practice? A comparison of standard measures [PDF]

, 2015
Expected Shortfall (ES) has been widely accepted as a risk measure that is conceptually superior to Value-at-Risk (VaR). At the same time, however, it has been criticised for issues relating to backtesting.
Emmer, Susanne, Kratz, Marie, Tasche, Dirk   +2 more
core   +1 more source

The neural crest‐associated gene ERRFI1 is involved in melanoma progression and resistance toward targeted therapy

Molecular Oncology, EarlyView.
ERRFI1, a neural crest (NC)‐associated gene, was upregulated in melanoma and negatively correlated with the expression of melanocytic differentiation markers and the susceptibility of melanoma cells toward BRAF inhibitors (BRAFi). Knocking down ERRFI1 significantly increased the sensitivity of melanoma cells to BRAFi.
Nina Wang, Qian Sun, Daniel Novak, Lei Zhu, Juliane Poelchen, Tamara Steinfass, Yiman Wang, Viktor Umansky, Jochen Utikal   +8 more
wiley   +1 more source

Basroparib inhibits YAP‐driven cancers by stabilizing angiomotin

Molecular Oncology, EarlyView.
Basroparib, a selective tankyrase inhibitor, suppresses Wnt signaling and attenuates YAP‐driven oncogenic programs by stabilizing angiomotin. It promotes AMOT–YAP complex formation, enforces cytoplasmic YAP sequestration, inhibits YAP/TEAD transcription, and sensitizes YAP‐active cancers, including KRAS‐mutant colorectal cancer, to MEK inhibition.
Young‐Ju Kwon, Dong Young Kim, Yuna Kim, Uk‐Il Kim, Jae‐Sung Kim   +4 more
wiley   +1 more source

Regularizing Portfolio Optimization [PDF]

, 2009
The optimization of large portfolios displays an inherent instability to estimation error. This poses a fundamental problem, because solutions that are not stable under sample fluctuations may look optimal for a given sample, but are, in effect, very far
Acerbi C, Acerbi C Nordio C Sirtori C, Bengio Y, Bertsekas D P, Bordes A, Bottou L, Bouchaud J-Ph, Burda Z, Chopra V K, DeMiguel V, Elton E J, Embrechts P, Frahm G, Frahm G Memmel Ch, Gulyas N Kondor I, Imre Kondor, Jobson J D, Jorion P, Kempf A, Kondor I Varga-Haszonits I, Macrae R, Markowitz H, Morgan J P Reuters Riskmetrics, Perez-Cruz F, Potters M, Rockafellar R T, Schölkopf B, Schölkopf B, Susanne Still, Tibshirani R, Vanderbei R J, Vapnik V, Vapnik V, Vapnik V, Varga-Haszonits I   +34 more
core   +2 more sources

Keratin 19 as a prognostic marker and contributing factor of metastasis and chemoresistance in high‐grade serous ovarian cancer

Molecular Oncology, EarlyView.
Keratin 19 (KRT19) is overexpressed in high‐grade serous ovarian cancer with high levels of Kallikrein‐related peptidases (KLK) 4–7 and is associated with poor survival. In vivo analyses demonstrate that elevated KRT19 increases peritoneal tumour burden.
Sophia Bielesch, Isabel Vogel, Sina Nokodian, Johanna Moeller, Antonia Blechschmidt, Vicky Hecht, Vanessa Kuentzel, Katharina Thiedig, Melissa Schwab, Oliver Schilling, Holger Bronger, Marion Kiechle, Viktor Magdolen, Tobias Dreyer   +13 more
wiley   +1 more source