Results 1 to 10 of about 591 (100)

Skewed brownian fluctuations in single-molecule magnetic tweezers. [PDF]

PLoS ONE, 2014
Measurements in magnetic tweezers rely upon precise determination of the position of a magnetic microsphere. Fluctuations in the position due to Brownian motion allows calculation of the applied force, enabling deduction of the force-extension response ...
Daniel R Burnham, Iwijn De Vlaminck, Thomas Henighan, Cees Dekker   +3 more
doaj   +1 more source

A Simulation-Based Study on Bayesian Estimators for the Skew Brownian Motion

Entropy, 2016
In analyzing a temporal data set from a continuous variable, diffusion processes can be suitable under certain conditions, depending on the distribution of increments.
Manuel Barahona, Laura Rifo, Maritza Sepúlveda, Soledad Torres   +3 more
doaj   +1 more source

A Solution to the Time-Scale Fractional Puzzle in the Implied Volatility

Fractal and Fractional, 2017
In the option pricing literature, it is well known that (i) the decrease in the smile amplitude is much slower than the standard stochastic volatility models and (ii) the term structure of the at-the-money volatility skew is approximated by a power-law ...
Hideharu Funahashi, Masaaki Kijima
doaj   +1 more source

On Tightness of the Skew Random Walks

Journal of Probability and Statistics, 2012
The primary purpose of this paper is to prove a tightness of 𝛼-skew random walks. The tightness result implies, in particular, that the 𝛼-skew Brownian motion can be constructed as the scaling limit of such random walks.
Youngsoo Seol
doaj   +1 more source

A Solution for Exosome‐Based Analysis: Surface‐Enhanced Raman Spectroscopy and Artificial Intelligence

Advanced Intelligent Discovery, EarlyView.
Exosomes are emerging as powerful biomarkers for disease diagnosis and monitoring. This review highlights the integration of surface‐enhanced Raman spectroscopy with artificial intelligence to enhance molecular fingerprinting of exosomes. Machine learning and deep learning techniques improve spectral interpretation, enabling accurate classification of ...
Munevver Akdeniz, Zakarya Al‐Shaebi, Omer Aydin   +2 more
wiley   +1 more source

Tracing the evolutionary history of the morpho‐anatomy of baculum in primates

The Anatomical Record, EarlyView.
Abstract Animal morphology reflects both evolutionary history and present‐day adaptation. Male mammal copulatory structures such as the baculum (penile bone) are ideal for studying these processes because of their complexity and high interspecific variability. In primates, however, research has focused mostly on baculum length.
Federica Spani, Maria Pia Morigi, Matteo Bettuzzi, Monica Carosi   +3 more
wiley   +1 more source

Age‐related trends in niche position and specialization in Neotropical vertebrates

Ecography, EarlyView.
Species' niche positions and breadths within a region's environmental space, measured through ecological niche factor analysis (ENFA) as marginality and specialization, can reflect evolutionary constraints related to lineage age. The ‘internal incumbency' hypothesis predicts that older species, due to competitive preemption, occupy more central niche ...
Carlos Calderón del Cid, Fabricio Villalobos, Ricardo Dobrovolski, Bruno Vilela   +3 more
wiley   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

International Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source

Not all Temperature Shocks are Alike: Disentangling Heat and High Temperature Shocks and Their Effects on Inflation in Australia

Economic Record, EarlyView.
We study the effects of heat and high temperature shocks on inflation in Australia using monthly, state‐level temperature anomaly data via two stages. In the first stage, we decompose temperature anomalies into orthogonal components using a structural vector autoregression with long‐run restrictions.
Tan Dat Huynh, Mengheng Li
wiley   +1 more source