Results 81 to 90 of about 57,558 (274)
Sparse experimental design : an effective an efficient way discovering better genetic algorithm structures [PDF]
, 2001 The focus of this paper is the demonstration that sparse experimental design is a useful strategy for developing Genetic Algorithms. It is increasingly apparent from a number of reports and papers within a variety of different problem domains that the ...
Braiden, P. M. +4 more
core
FEBS Open Bio, EarlyView.Unique biological samples, such as site‐specific mutant proteins, are available only in limited quantities. Here, we present a polarization‐resolved transient infrared spectroscopy setup with referencing to improve signal‐to‐noise tailored towards tracing small signals. We provide an overview of characterizing the excitation conditions for polarization‐
Clark Zahn, Karsten Heyne
wiley +1 more source
Pricing and hedging of long dated variance swaps under a 3/2 volatility model [PDF]
, 2014 Leunglung Chan, Eckhard Platen
openalex +1 more source
A Further Look at the 2004 Reform of the Operational Framework of the ECB [PDF]
This note reconsiders the impact of the reform of the operational framework of the European Central Bank that took place in March 2004. We estimate a bivariate GARCH model with the overnight rate and 1-year swap rate, where identifying restrictions are ...
Marzo, Massimiliano, Zagaglia, Paolo
core
FEBS Open Bio, EarlyView.A tri‐culture of iPSC‐derived neurons, astrocytes, and microglia treated with ferroptosis inducers as an Induced ferroptosis model was characterized by scRNA‐seq, cell survival, and cytokine release assays. This analysis revealed diverse microglial transcriptomic changes, indicating that the system captures key aspects of the complex cellular ...
Hongmei Lisa Li +6 more
wiley +1 more source
Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps [PDF]
, 2013 David Hobson, Martin Klimmek
openalex +1 more source
Variance Swaps and Intertemporal Asset Pricing [PDF]
This paper proposes an ICAPM in which the risk premium embedded in variance swaps is the factor mimicking portfolio for hedging exposure to changes in future investment conditions. Recent empirical evidence shows that the fears by investors to deviations
Alfonso Novales Cinca +2 more
core
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns [PDF]
, 2014 We explore whether the market variance risk premium (VRP) can be predicted. First, we propose a novel approach to measure VRP which distinguishes the investment horizon from the variance swap's maturity. We extract VRP from actual rather than synthetic S&
Konstantinidi, Eirini +1 more
core
HIV‐1 establishes immediate latency in T cells expressing the viral Nef protein
FEBS Open Bio, EarlyView.Nef is a viral protein often omitted from HIV‐1 reporter viruses. Consequently, its role in viral latency is unclear. We developed three novel dual reporter HIV‐1 derivatives that express Nef and allow for detection of latent and productive infection. Using these reporters, we show that Nef does not affect the establishment of immediate viral latency ...
Cindy Lam, Ivan Sadowski
wiley +1 more source