Results 41 to 50 of about 542,934 (330)

Transcriptional network analysis of PTEN‐protein‐deficient prostate tumors reveals robust stromal reprogramming and signs of senescent paracrine communication

open access: yesMolecular Oncology, EarlyView.
Combining PTEN protein assessment and transcriptomic profiling of prostate tumors, we uncovered a network enriched in senescence and extracellular matrix (ECM) programs associated with PTEN loss and conserved in a mouse model. We show that PTEN‐deficient cells trigger paracrine remodeling of the surrounding stroma and this information could help ...
Ivana Rondon‐Lorefice   +16 more
wiley   +1 more source

Noise Dressing of Financial Correlation Matrices

open access: yes, 1998
We show that results from the theory of random matrices are potentially of great interest to understand the statistical structure of the empirical correlation matrices appearing in the study of price fluctuations.
A. Edelman   +15 more
core   +1 more source

LDAcoop: Integrating non‐linear population dynamics into the analysis of clonogenic growth in vitro

open access: yesMolecular Oncology, EarlyView.
Limiting dilution assays (LDAs) quantify clonogenic growth by seeding serial dilutions of cells and scoring wells for colony formation. The fraction of negative wells is plotted against cells seeded and analyzed using the non‐linear modeling of LDAcoop.
Nikko Brix   +13 more
wiley   +1 more source

A novel approach to flood risk assessment: the Exposure-Vulnerability matrices

open access: yesE3S Web of Conferences, 2016
The classical approach to flood defence, focused on reducing the probability of flooding through hard defences, has been gradually substituted by flood risk management approach, which accepts the idea of coping with floods, and aims at reducing both ...
Naso Susanna   +3 more
doaj   +1 more source

VaR-implied tail-correlation matrices : [Version October 2013] [PDF]

open access: yes, 2013
Empirical evidence suggests that asset returns correlate more strongly in bear markets than conventional correlation estimates imply. We propose a method for determining complete tail correlation matrices based on Value-at-Risk (VaR) estimates.
Mittnik, Stefan
core  

Multiscaled Cross-Correlation Dynamics in Financial Time-Series [PDF]

open access: yes, 2008
The cross correlation matrix between equities comprises multiple interactions between traders with varying strategies and time horizons. In this paper, we use the Maximum Overlap Discrete Wavelet Transform to calculate correlation matrices over different
Borghesi C.   +8 more
core   +4 more sources

Peroxidasin enables melanoma immune escape by inhibiting natural killer cell cytotoxicity

open access: yesMolecular Oncology, EarlyView.
Peroxidasin (PXDN) is secreted by melanoma cells and binds the NK cell receptor NKG2D, thereby suppressing NK cell activation and cytotoxicity. PXDN depletion restores NKG2D signaling and enables effective NK cell–mediated melanoma killing. These findings identify PXDN as a previously unrecognized immune evasion factor and a potential target to improve
Hsu‐Min Sung   +17 more
wiley   +1 more source

Community risk of environmental-borne cystic echinococcosis transmission in South America: Results from the multistep cross-sectional and case-control PERITAS study.

open access: yesPLoS Neglected Tropical Diseases
BackgroundCystic echinococcosis (CE) is mainly described as a food/waterborne zoonosis. However, evidence about matrices contamination is scarce. Identifying main transmission routes could optimize health messages aiming to prevent ingestion of parasite ...
Gerardo Acosta-Jamett   +7 more
doaj   +1 more source

Risk assessment of the Arctic coastal nature management based on the matrix approach

open access: yesРоссийская Арктика, 2021
In the Russian Arctic and its coastal eco-socio-economic systems, there is a significant increase in natural and technogenic risks of nature management, which is associated both with the processes of global climate change in the Arctic and with the ...
Gogoberidze G.   +2 more
doaj   +1 more source

Noisy Covariance Matrices and Portfolio Optimization

open access: yes, 2001
According to recent findings [1,2], empirical covariance matrices deduced from financial return series contain such a high amount of noise that, apart from a few large eigenvalues and the corresponding eigenvectors, their structure can essentially be ...
Crisanti   +8 more
core   +2 more sources

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