Results 101 to 110 of about 1,246 (190)
Relative Arbitrage Opportunities With Interactions Among N Investors
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
Random Neural Networks for Rough Volatility. [PDF]
Jacquier A, Žurič Ž.
europepmc +1 more source
A Model of Strategic Sustainable Investment
ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
Novel Soliton and Periodic Wave Solutions of the (3+1)-Dimensional Shallow Water Wave Equation with Bifurcation Analysis. [PDF]
Hasan WM +4 more
europepmc +1 more source
Single amino acid substitutions in the global regulator CodY can alter nutrient sensing and virulence regulation in Clostridioides difficile. We show that the CodY(Y146N) and CodY(V58A) variants display altered ligand binding and reduced promoter binding, leading to derepression of toxin regulatory pathways and increased virulence in vivo.
Md Kamrul Hasan +2 more
wiley +1 more source
S-shaped Utility Maximization with VaR Constraint and Partial Information. [PDF]
Zhu D, Davey A, Zheng H.
europepmc +1 more source
To Move or Not to Move: When and How Bacteria Suppress Flagellar Motility
Motility cessation in bacteria is a key regulatory strategy that provides multiple survival advantages including enhanced community cooperation, niche adaptation and evasion of host immune responses. This process is controlled by associated mechanisms such as post‐translational modifications and second messenger signalling that stabilise non‐motile ...
Fatemeh Mohagegh +2 more
wiley +1 more source
Calderón problem for nonlocal viscous wave equations: Unique determination of linear and nonlinear perturbations. [PDF]
Zimmermann P.
europepmc +1 more source
Abstract This study investigated cerebral and neuromuscular responses to three exercise models: time trial (TT), maximal oxygen uptake (V̇O2max${{\dot{V}}_{{{{\mathrm{O}}}_2}{\mathrm{max}}}}$) and time to exhaustion (TTE). Fourteen participants completed the tests in the following order: V̇O2max${{\dot{V}}_{{{{\mathrm{O}}}_2}{\mathrm{max}}}}$, TT and ...
Caroline V. Robertson +3 more
wiley +1 more source
Extended Divergence-Measure Fields, the Gauss-Green Formula and Cauchy Fluxes. [PDF]
Chen GG, Irving C, Torres M.
europepmc +1 more source

