Results 121 to 130 of about 129,146 (344)

From Natural Discovery to AI‐Guided Design: A Curated Collection of Compact Enhancers for Crop Engineering

Advanced Science, EarlyView.
ABSTRACT Precise transgene‐free gene upregulation remains a challenge in crop biotechnology, as conventional enhancers often exceed CRISPR‐mediated knock‐in size constraints and face regulatory hurdles. Here we establish a foundational cross‐species resource of compact transcriptional enhancers developed via STEM‐seq, a high‐throughput screening ...
Qi Yao, Jin Gao, Keling Wang, Yufeng Liu, Peijin Han, Hong Pan, Xiaofeng Yang, Qianlan Yin, Dating Zhong, Lu Ye, Qi Deng, Lingling Gao, Xiaoyu Tu, Dequan Wang, Yuming Lu   +14 more
wiley   +1 more source

A Stochastic Dynamic Programming Approach Based on Bounded Rationality and Application to Dynamic Portfolio Choice

Discrete Dynamics in Nature and Society, 2014
Dynamic portfolio choice is an important problem in finance, but the optimal strategy analysis is difficult when considering multiple stochastic volatility variables such as the stock price, interest rate, and income.
Wenjie Bi, Liuqing Tian, Haiying Liu, Xiaohong Chen   +3 more
doaj   +1 more source

INFLATION TARGETING UNDER INFLATION UNCERTAINTY—MULTI-ECONOMY EVIDENCE FROM A STOCHASTIC VOLATILITY MODEL

, 2020
Matthias Hartmann, Helmut Herwartz, Maren Ulm   +2 more
openalex   +2 more sources

Precise Construction of an Antimicrobial Peptide Targeting Bacterial Cell Membranes Derived From Natural Peptides

Advanced Science, EarlyView.
An AMP (P 3‐3R‐8I) based on natural peptides, which can target bacterial cell membranes, was precisely constructed via amino acid mutation. P 3‐3R‐8I exhibits antibacterial capability which could be attributed to the ability of P 3‐3R‐8I to quickly penetrate bacterial cell membranes and then to bind to bacterial DNA.
Jiaqi Huang, Bohao Liu, Xingzhuo Zhu, Deqian Qiao, Sizhe Chen, Xiaoyan Zeng, Qingqing Yang, Zihuan Wei, Yinjuan Huang, Jizhao Wang, Guangjian Zhang, Qiuyu Gong   +11 more
wiley   +1 more source

Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering

Ekonometria
Aim: The paper aims to propose a new estimation method for the Cholesky Multivariate Stochastic Volatility Model based on the iterated filtering algorithm (Ionides et al., 2006, 2015).
Piotr Szczepocki
doaj  

Pricing vanilla, barrier, and lookback options under two-scale stochastic volatility driven by two approximate fractional Brownian motions

AIMS Mathematics
In this paper, we proposed a stochastic volatility model in which the volatility was given by stochastic processes representing two characteristic time scales of variation driven by approximate fractional Brownian motions with two Hurst exponents.
Min-Ku Lee, Jeong-Hoon Kim
doaj   +1 more source

Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate

Complexity, 2019
This paper presents an extension of double Heston stochastic volatility model by incorporating stochastic interest rates and derives explicit solutions for the prices of the continuously monitored fixed and floating strike geometric Asian options.
Yanhong Zhong, Guohe Deng
doaj   +1 more source

Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary [PDF]

This paper presents a new numerical method for pricing American call options when the volatility of the price of the underlying stock is stochastic.
Elias Tzavalis, Shijun Wang
core  

Interlayer Dzyaloshinskii–Moriya Interaction in Synthetic Ferrimagnets for Spiking Neural Networks

Advanced Science, EarlyView.
This work introduces a groundbreaking integration of asymmetric magnetic structures (synthetic ferrimagnets) and antisymmetric magnetic interaction (interlayer Dzyaloshinskii–Moriya interaction) for the first time. It addresses the critical challenge of IL‐DMI detection and shows the discovery of unprecedented analog‐like spin‐orbit torque switching ...
Shen Li, Xing Chen, Mouad Fattouhi, Tianxun Huang, Chen Lv, Mark C. H. de Jong, Pingzhi Li, Daoqian Zhu, Xiaoyang Lin, Felipe Garcia‐Sanchez, Eduardo Martinez, Stéphane Mangin, Bert Koopmans, Weisheng Zhao, Reinoud Lavrijsen   +14 more
wiley   +1 more source

The $ logTG $-$ SV $ model: A threshold-based volatility framework with logarithmic shocks for exchange rate dynamics

AIMS Mathematics
This paper introduces a novel logarithmic threshold stochastic volatility $ GARCH $ model as an advanced extension of traditional $ GARCH $ frameworks.
R. Alraddadi
doaj   +1 more source