Results 31 to 40 of about 237,321 (276)

On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile

Journal of Applied Mathematics, 2005
We analyse a model for pricing derivative securities in the presence of both transaction costs as well as the risk from a volatile portfolio. The model is based on the Black-Scholes parabolic PDE in which transaction costs are described following the ...
Martin Jandačka, Daniel Ševčovič
doaj   +1 more source

Machine Learning for Green Solvents: Assessment, Selection and Substitution

Advanced Science, EarlyView.
Environmental regulations have intensified demand for green solvents, but discovery is limited by Solvent Selection Guides (SSGs) that quantify solvent sustainability. Training a machine learning model on GlaxoSmithKline SSG, a database of sustainability metrics for 10,189 solvents, GreenSolventDB is developed. Integrated with Hansen solubility metrics,
Rohan Datta, Janhavi Nistane, Abhishek Sose, Harikrishna Sahu, Rampi Ramprasad   +4 more
wiley   +1 more source

Senkyunolide I Inhibits mtDNA‐cGAS‐STING Signaling in Macrophages via Targeting VDAC1 Oligomerization to Attenuate Ulcerative Colitis

Advanced Science, EarlyView.
In macrophages, senkyunolide I (SEI) directly targets the K12 residue of VDAC1 to inhibit its stress‐induced oligomerization, a critical upstream event that effectively prevents mitochondrial DNA release and subsequent cGAS‐STING pathway activation.
Zhiming Ye, Yihang Huang, Bohao Han, Lei Zhang, Can Yu, Yang Yang, Bing Liu, Yongping Jian, Zhixiang Xu, Cheng Zeng   +9 more
wiley   +1 more source

Linear state models for volatility estimation and prediction [PDF]

, 2007
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This thesis concerns the calibration and estimation of linear state models for forecasting stock return volatility.
Hawkes, Richard Nathanael
core   +7 more sources

Smiling under stochastic volatility [PDF]

Spanish Economic Review, 2004
This paper studies the behavior of the implied volatility function (smile) when the true distribution of the underlying asset is consistent with the stochastic volatility model proposed by Heston (1993). The main result of the paper is to extend previous results applicable to the smile as a whole to alternative degrees of moneyness.
�ngel Le�n, Gonzalo Rubio
openaire   +1 more source

A Unified Hierarchical Multiscale Fusion Framework for Drug–Target Affinity Prediction: From Benchmark Performance to Nanomolar Inhibitor Discovery

Advanced Science, EarlyView.
A multimodal fusion framework integrating sequence, atomic, and fragment representations captures drug–target interactions across multiple scales. The model delivers strong predictive performance and enables efficient virtual screening. Applied to hematopoietic progenitor kinase 1 (HPK1), it identifies structurally diverse inhibitors with nanomolar ...
Shuo Liu, Xiang Zhang, Haixia Feng, Yuquan Li, Xiaoqing Gong, Yong Liang, Xiaojun Yao, Huanxiang Liu   +7 more
wiley   +1 more source

Toward Predictable Nanomedicine: Current Forecasting Frameworks for Nanoparticle–Biology Interactions

Advanced Intelligent Discovery, EarlyView.
Predictive models successfully screen nanoparticles for toxicity and cellular uptake. Yet, complex biological dynamics and sparse, nonstandardized data limit their accuracy. The field urgently needs integrated artificial intelligence/machine learning, systems biology, and open‐access data protocols to bridge the gap between materials science and safe ...
Mariya L. Ivanova, Michael Nicholls, Nicola Russo, Gueorgui Mihaylov, Konstantin Nikolic   +4 more
wiley   +1 more source

The psychosocial toll of Dublin III on asylum seekers in the Netherlands

American Journal of Community Psychology, EarlyView.
Abstract The Dublin III Regulation determines which EU Member State is responsible for examining asylum claims, but its implementation carries significant consequences for those subjected to it. This study examines how Dublin III, as implemented in the Netherlands, affects asylum seekers' psychosocial wellbeing using Silove′s Adaptation and Development
Imen El Amouri
wiley   +1 more source

An Adult Presentation of KIF11‐Related MCLID Syndrome: Case Report and 40‐Year Follow‐Up

American Journal of Medical Genetics Part A, EarlyView.
ABSTRACT Pathogenic variants in KIF11 are linked to autosomal dominant syndromes with microcephaly, chorioretinopathy, lymphedema, and intellectual disability (MCLID), though adult presentations remain underreported. We report a 42‐year‐old female presenting with a de novo single‐amino acid in‐frame deletion in the KIF11 gene (c.1294_1296del; p ...
Thrishna Chathurvedula, Juvy Rabelas, Kareem Touleimat, Elaine Marchi, Ruhi Shah, Shaydah Kheradmand, Kuldeep Singh, Karen Amble, Gholson J. Lyon   +8 more
wiley   +1 more source

The Forward Smile in Local-Stochastic Volatility Models

SSRN Electronic Journal, 2015
We introduce an asymptotic expansion for forward start options in a multi-factor local-stochastic volatility model. We derive explicit approximation formulas for the so-called forward implied volatility which can be useful to price complex path-dependent options, as cliquets.
MAZZON, ANDREA, PASCUCCI, ANDREA
openaire   +4 more sources