Results 41 to 50 of about 45,620 (291)
Tumor mutational burden as a determinant of metastatic dissemination patterns
Molecular Oncology, EarlyView.This study performed a comprehensive analysis of genomic data to elucidate whether metastasis in certain organs share genetic characteristics regardless of cancer type. No robust mutational patterns were identified across different metastatic locations and cancer types.
Eduardo Candeal +4 more
wiley +1 more source
Molecular Oncology, EarlyView.Loss of the miR‐214/199a cluster is associated with recurrence in ovarian cancer. Engineered small extracellular vesicles (m214‐sEVs) elevate miR‐214‐3p/miR‐199a‐5p in tumor cells, suppress β‐catenin, TLR4, and YKT6 signaling, reprogram tumor‐derived sEV cargo, reduce chemoresistance and migration, and enhance carboplatin efficacy and survival in ...
Weida Wang +12 more
wiley +1 more source
Comparison of the Impact of Econometric Models on Hedging Performance by Crude Oil and Natural Gas
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2018 The paper examines the performance of hedging spot prices in crude oil and natural gas. The subject of the research are spot prices of West Texas Intermediate and Henry Hub.
Luděk Benada
doaj +1 more source
Clustering Time Series Data by SOM for the Optimal Hedge Ratio Estimation [PDF]
2008 Third International Conference on Convergence and Hybrid Information Technology, 2008 The fat-tailed and leptokurtic properties observed in most financial asset return series would cause the inaccuracy of hedge ratio estimation because most traditional statistics approaches are based on the assumption of normal distribution. In this study, a novel approach is proposed using self-organizing map (SOM, also called Kohonen's self-organizing
Yu-Chia Hsu, An-Pin Chen
openaire +1 more source
Advanced Functional Materials, EarlyView.Lipid nanoparticles (LNPs) are optimized to co‐deliver Cas9‐encoding messenger RNA (mRNA), a single guide RNA (sgRNA) targeting the endogenous cystic fibrosis transmembrane conductance regulator (CFTR) gene, and homologous linear double‐stranded donor DNA (ldsDNA) templates encoding CFTR.
Ruth A. Foley +12 more
wiley +1 more source
Hedging with stock index futures: downside risk versus the variance [PDF]
, 1995 In this paper we investigate hedging a stock portfolio with stock index futures.Instead of defining the hedge ratio as the minimum variance hedge ratio, we considerseveral measures of downside risk: the semivariance according to Markowitz [ 19591 andthe ...
Brouwer, F., Nat, M. van der
core +1 more source
Advanced Functional Materials, EarlyView.A multifunctional nanodiamond platform enables pH‐triggered Diazoxide (DZX) delivery and quantum sensing of subcellular radical dynamics in triple‐negative breast cancer cells. Diamond relaxometry revealed reduced lysosomal radicals during DZX‐induced mitochondrial radical elevation, providing insights into redox modulation and organelle‐ resolved ...
Kaiqui Wu +8 more
wiley +1 more source
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach [PDF]
Applied Economics Letters, 2006 A crucial input in the hedging of risk is the optimal hedge ratio – defined by the relationship between the price of the spot instrument and that of the hedging instrument. Since it has been shown that the expected relationship between economic or financial variables may be better captured by a time varying parameter model rather than a fixed ...
Hatemi-J, A, Roca, E
openaire +2 more sources
Advanced Functional Materials, EarlyView.Inspired by octopuses, actuating legs based on soft materials are fabricated with programmed chiroptical properties and mechanical behaviors to achieve dynamic color modulation and reversible shape morphing, and these legs are developed into a modular OCTOID system.
Seung Hui Han +8 more
wiley +1 more source
Estimating the optimal hedge ratio in the presence of potential unknown structural breaks [PDF]
Applied Economics, 2014 We propose a new approach in the estimation of the optimal hedge ratio that allows the hedge ratio to vary over time but without the necessity of frequently rebalancing the portfolio. We apply this in the context of the US and UK equity markets using weekly spot share prices and future share prices during the period 5 January 1999 to 29 September 2009.
Hatemi-J, Abdulnasser, Roca, Eduardo
openaire +2 more sources