Results 181 to 190 of about 15,467 (237)

Radiotherapy patterns and factors associated with pneumonitis in PACIFIC-R, a real-world study of patients with unresectable stage III non-small-cell lung cancer treated with durvalumab after chemoradiotherapy. [PDF]

Clin Transl Radiat Oncol
Filippi AR, Bar J, Christoph DC, Field JK, Fietkau R, Garassino MC, Garrido P, Haakensen VD, Kao S, McDonald F, Mornex F, Moskovitz M, Peters S, Van Den Heuvel MM, Vercauter P, Smit HJM, Solomon B, Chander P, Qiao Y, Faria J, Girard N.   +20 more
europepmc   +1 more source

Methamphetamine potentiates the use of outcome-specific associations via a hypothalamic-dopamine circuit. [PDF]

Neuron
Hoang IB, Munier JJ, Verghese A, Taira M, Abiero AR, Leake J, Dawson A, Wilcher M, Ganesan K, Ortega ME, Reyes V, Greer Z, Millard SJ, DiFazio LE, Sercander C, Bagley E, Winters B, Izquierdo A, Sharpe MJ.   +18 more
europepmc   +1 more source

TIC-FusionNet: A multimodal deep learning framework with temporal decomposition and attention-based fusion for time series forecasting. [PDF]

PLoS One
Chen L, Fan X.
europepmc   +1 more source

Characterization of human Metaxin proteins reveals functional diversification of SAM37 homologs MTX1 and MTX3

Morf SEJ, Challis MP, Uthishtran S, Rowe CL, Sharpe AJ, Kapoor-Kaushik N, Arumugam S, Formosa LE, McArthur K, Ryan MT.   +9 more
europepmc   +1 more source

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A refinement to the Sharpe ratio and information ratio

Journal of Asset Management, 2005
By modifying the denominator, both the Sharpe ratio and information ratio provide correct rankings during periods of negative excess returns.
exaly   +2 more sources

A mixed Sharpe ratio

Risk and Decision Analysis, 2012
Recent results in optimal stopping theory have shown that a ‘bang-bang’ (buy or sell immediately) style of trading strategy is in some sense optimal provided the asset's price dynamics follow certain familiar stochastic processes. This paper constructs a reward-to-variability ratio (the mixed Sharpe ratio) that is sufficient for this strategy's ...
Wai Keung Wong, John Alexander Wright, Sheung Chi Phillip Yam, S. P. Yung   +3 more
openaire   +2 more sources

A Robust Sharpe Ratio

Sankhya B, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mahesh K.C, Arnab Kumar Laha
openaire   +1 more source

The Sharpe Ratio Efficient Frontier

SSRN Electronic Journal, 2011
We evaluate the probability that an estimated Sharpe ratio exceeds a given threshold in presence of non-Normal returns. We show that this new uncertainty-adjusted investment skill metric (called Probabilistic Sharpe ratio, or PSR) has a number of important applications: First, it allows us to establish the track record length needed for rejecting the ...
David Bailey, Marcos López de Prado
openaire   +1 more source

Conditional Sharpe Ratios

Finance Research Letters, 2014
Abstract Facing investment choices, investors may care more about potentially excess losses in a downtrend market than excess gains in an upside market. Conditional Sharpe ratios ( CSR ) are statistical ordinates of conditional stochastic dominance ( CSD ) that measure lower partial risk-adjusted excess returns of an asset with respect to return ...
Victor Chow, Christine W. Lai
openaire   +1 more source

BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO

International Journal of Theoretical and Applied Finance, 2023
Bernard et al. [(2019) Optimal strategies under omega ratio, European Journal of Operational Research 275 (2), 755–767] use convex ordering arguments to determine the bounded payoff for maximizing the omega ratio. However, it appears difficult to apply such reasoning to estimate the bounded payoff for maximizing the Sharpe ratio.
JIANG YE, YIWEI WANG, MUHAMMAD WAJID RAZA   +2 more
openaire   +2 more sources