Results 71 to 80 of about 579,480 (344)

Equity Returns Around Extreme Loss: A Stochastic Event Approach

open access: yesAmerican Business Review
We define an extreme loss event as a daily return at the left tail of negative two standard deviations of all daily returns for a specific stock. Prior studies focus on the relationship between extreme losses and specific anticipated announcements.
Xiaomin Guo   +2 more
doaj   +1 more source

Optimal Trading with Linear Costs

open access: yes, 2012
We consider the problem of the optimal trading strategy in the presence of linear costs, and with a strict cap on the allowed position in the market. Using Bellman's backward recursion method, we show that the optimal strategy is to switch between the ...
Bouchaud, Jean-Philippe   +3 more
core   +1 more source

Deep Learning–Assisted Differentiation of Four Peripheral Neuropathies Using Corneal Confocal Microscopy

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Peripheral neuropathies contribute to patient disability but may be diagnosed late or missed altogether due to late referral, limitation of current diagnostic methods and lack of specialized testing facilities. To address this clinical gap, we developed NeuropathAI, an interpretable deep learning–based multiclass classification ...
Chaima Ben Rabah   +7 more
wiley   +1 more source

Prediction of Myasthenia Gravis Worsening: A Machine Learning Algorithm Using Wearables and Patient‐Reported Measures

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Myasthenia gravis (MG) is a rare disorder characterized by fluctuating muscle weakness with potential life‐threatening crises. Timely interventions may be delayed by limited access to care and fragmented documentation. Our objective was to develop predictive algorithms for MG deterioration using multimodal telemedicine data ...
Maike Stein   +7 more
wiley   +1 more source

Practical Deep Reinforcement Learning Approach for Stock Trading

open access: yes, 2018
Stock trading strategy plays a crucial role in investment companies. However, it is challenging to obtain optimal strategy in the complex and dynamic stock market. We explore the potential of deep reinforcement learning to optimize stock trading strategy
Liu, Xiao-Yang   +4 more
core  

Post‐COVID Fatigue Is Associated With Reduced Cortical Thickness After Hospitalization

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Neuropsychiatric symptoms are among the most prevalent sequelae of COVID‐19, particularly among hospitalized patients. Recent research has identified volumetric brain changes associated with COVID‐19. However, it currently remains poorly understood how brain changes relate to post‐COVID fatigue and cognitive deficits.
Tim J. Hartung   +190 more
wiley   +1 more source

Stock price seasonality effect and trading strategy – an empirical study of selected it companies in India

open access: yesBusiness, Management and Education, 2012
The primary objective of the study is to investigate the existence of seasonality in stock price behavior in Indian stock market and more specifically in the IT sector. The period of the study is from 3rd November 1994 to 31st December 2010.
Sathya Swaroop Debasish
doaj   +1 more source

Impact of Asymptomatic Intracranial Hemorrhage on Outcome After Endovascular Stroke Treatment

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Endovascular treatment (EVT) achieves high rates of recanalization in acute large‐vessel occlusion (LVO) stroke, but functional recovery remains heterogeneous. While symptomatic intracranial hemorrhage (sICH) has been well studied, the prognostic impact of asymptomatic intracranial hemorrhage (aICH) after EVT is less certain ...
Shihai Yang   +22 more
wiley   +1 more source

Temporal optimisation of signals emitted automatically by securities exchange indicators

open access: yesManagement Letters/Cuadernos de Gestión, 2020
Stock exchange indicators deliver buy/sell signals that enable analysts to improve the results of a strategy based strictly on fundamental analysis. Nonetheless, since the automatic implementation of signals as they appear may not yield optimal returns ...
Rodrigo Martín García   +2 more
doaj   +1 more source

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