Zobrazeno 1 - 10
of 1 488
pro vyhledávání: '"P. Pakkanen"'
The aim of this paper is to develop estimation and inference methods for the drift parameters of multivariate L\'evy-driven continuous-time autoregressive processes of order $p\in\mathbb{N}$. Starting from a continuous-time observation of the process
Externí odkaz:
http://arxiv.org/abs/2307.13020
Autor:
Mikael Kajova, Tamim Khawaja, Iris Levonen, Jukka-Pekka Pietilä, Jenni Virtanen, Sari H. Pakkanen, Hanna Välimaa, Arttu Nousiainen, Jussi Hepojoki, Tarja Sironen, Antti Vierikko, Jarkko Ihalainen, Olli Vapalahti, Anu Kantele
Publikováno v:
New Microbes and New Infections, Vol 62, Iss , Pp 101525- (2024)
Background: Early in the COVID-19 pandemic, convalescent plasma (CP) emerged as a potentially effective treatment neutralising SARS-CoV-2. Early CP therapy with high neutralising antibody (NAb) titre may benefit COVID-19 outpatients and, in sufficien
Externí odkaz:
https://doaj.org/article/4c832eee5dcf4fef9977fa7ccb6c94b1
In this paper, we conduct a systematic large-scale analysis of order book-driven predictability in high-frequency returns by leveraging deep learning techniques. First, we introduce a new and robust representation of the order book, the volume repres
Externí odkaz:
http://arxiv.org/abs/2211.13777
Autor:
Penn, Matthew J., Laydon, Daniel J., Penn, Joseph, Whittaker, Charles, Morgenstern, Christian, Ratmann, Oliver, Mishra, Swapnil, Pakkanen, Mikko S., Donnelly, Christl A., Bhatt, Samir
Uncertainty can be classified as either aleatoric (intrinsic randomness) or epistemic (imperfect knowledge of parameters). The majority of frameworks assessing infectious disease risk consider only epistemic uncertainty. We only ever observe a single
Externí odkaz:
http://arxiv.org/abs/2210.14221
We present a method for finding optimal hedging policies for arbitrary initial portfolios and market states. We develop a novel actor-critic algorithm for solving general risk-averse stochastic control problems and use it to learn hedging strategies
Externí odkaz:
http://arxiv.org/abs/2207.07467
We present a machine learning approach for finding minimal equivalent martingale measures for markets simulators of tradable instruments, e.g. for a spot price and options written on the same underlying. We extend our results to markets with friction
Externí odkaz:
http://arxiv.org/abs/2111.07844
In this article we will introduce the realised semicovariance for Brownian semistationary (BSS) processes, which is obtained from the decomposition of the realised covariance matrix into components based on the signs of the returns, and study its in-
Externí odkaz:
http://arxiv.org/abs/2111.02366
Autor:
Tommi Vasankari, Henri Vähä-Ypyä, Oskari Heikinheimo, Athena Matakidou, Jaakko Kaprio, Eero Vuoksimaa, Ying Wu, Kai Kaarniranta, Peeter Karihtala, Wei Zhou, Caroline Fox, Sanna-Kaisa Herukka, Sarah Smith, Apinya Lertratanakul, Katri Kaukinen, Johannes Kettunen, Minna Männikkö, Eeva Sliz, Markus Perola, Veikko Salomaa, Hilkka Soininen, Ilkka Kalliala, Mika Kähönen, Hao Chen, Andrey Loboda, Laure Morin-Papunen, Terhi Piltonen, Anders Mälarstig, Jason Miller, Jussi Hernesniemi, Henrike Heyne, Sirkku Peltonen, Daniel Gordin, Masahiro Kanai, Benjamin Challis, Juha Sinisalo, David Rice, Fredrik Åberg, Aarno Palotie, Samuli Ripatti, Oili Kaipiainen-Seppänen, Aki Havulinna, Satu Strausz, Tuomo Kiiskinen, Sanni Ruotsalainen, Jukka Koskela, Tuula Palotie, Mark Daly, Howard Jacob, Heiko Runz, Sally John, Robert Plenge, Mark McCarthy, Julie Hunkapiller, Dawn Waterworth, Petri Virolainen, Terhi Kilpi, Jukka Partanen, Anne Pitkäranta, Veli-Matti Kosma, Outi Tuovila, Raimo Pakkanen, Shameek Biswas, Xinli Hu, Johanna Schleutker, Mikko Arvas, Olli Carpen, Reetta Hinttala, Arto Mannermaa, Valtteri Julkunen, Anne Remes, Reetta Kälviäinen, Mikko Hiltunen, Jukka Peltola, Pentti Tienari, Juha Rinne, Adam Ziemann, Jeffrey Waring, Nizar Smaoui, Anne Lehtonen, Susan Eaton, Sanni Lahdenperä, Natalie Bowers, Edmond Teng, Fanli Xu, David Pulford, Martti Färkkilä, Sampsa Pikkarainen, Airi Jussila, Timo Blomster, Mikko Kiviniemi, Markku Voutilainen, Fedik Rahimov, Joseph Maranville, Tim Lu, Kirsi Kalpala, Melissa Miller, Linda McCarthy, Kari Eklund, Antti Palomäki, Pia Isomäki, Laura Pirilä, Johanna Huhtakangas, Marla Hochfeld, Nan Bing, Jorge Esparza Gordillo, Nina Mars, Tarja Laitinen, Margit Pelkonen, Paula Kauppi, Hannu Kankaanranta, Terttu Harju, Hubert Chen, Teemu Niiranen, Kaj Metsärinne, Marja-Riitta Taskinen, Tiinamaija Tuomi, Jari Laukkanen, Audrey Chu, Jaakko Parkkinen, Heikki Joensuu, Tuomo Meretoja, Lauri Aaltonen, Annika Auranen, Päivi Auvinen, Klaus Elenius, Relja Popovic, Bridget Riley-Gillis, Jennifer Schutzman, Heli Lehtonen, Stefan McDonough, Diptee Kulkarni, Terhi Ollila, Hannu Uusitalo, Erich Strauss, Kaisa Tasanen, Laura Huilaja, Katariina Hannula-Jouppi, Teea Salmi, Leena Koulu, David Choy, Anu Jalanko, Risto Kajanne, Mari Kaunisto, Chia-Yen Chen, Robert Yang, Kirsi Auro, Clement Chatelain, Mitja Kurki, Juha Karjalainen, Kimmo Palin, Priit Palta, Susanna Lemmelä, Manuel Rivas, Arto Lehisto, Andrea Ganna, Vincent Llorens, Kati Kristiansson, Kati Hyvärinen, Jarmo Ritari, Katri Pylkäs, Minna Karjalainen, Tuomo Mantere, Eeva Kangasniemi, Sami Heikkinen, Eija Laakkonen, Anu Loukola, Päivi Laiho, Tuuli Sistonen, Essi Kaiharju, Markku Laukkanen, Elina Järvensivu, Sini Lähteenmäki, Lotta Männikkö, Regis Wong, Hannele Mattsson, Tero Hiekkalinna, Kati Donner, Kalle Pärn, Elina Kilpeläinen, Hannele Laivuori, Harri Siirtola, Sirpa Soini, Teijo Kuopio, Ioanna Tachmazidou, Katja Kivinen, Pekka Nieminen, Adam Platt, Sanna Toppila-Salmi, Antti Mäkitie, Elmo Saarentaus, Kristiina Aittomäki, Elisabeth Widen, Marja Vääräsmäki, Erkki Isometsä, Laura Addis, Mika Helminen, Taneli Raivio, Mart Kals, Majd Mouded, Hanna Ollila, Vuokko Anttonen, Tarja Kokkola, Robert Graham, Amanda Elliott, Ali Abbasi, Bridget Riley-Gills, Dirk Paul, Katherine Klinger, Deepak Raipal, Antti Hakanen, Raisa Serpi, Johanna Mäkelä, Mengzhen Liu, Neha Raghavan, Adriana Huertas-Vazquez, Nicole Renaud, Roosa Kallionpää, John Eicher, Minna Raivio, Juulia Partanen, Riitta Lahesmaa, Glenda Lassi, Joanna Betts, Rajashree Mishra, Felix Vaura, Joel Rämö, Mary Pat Reeve, Johanna Mattson, Sauli Vuoti, Esa Pitkänen, Joni A Turunen, Stephanie Loomis, Pirkko Pussinen, Aino Salminen, Tuula Salo, Ulla Palotie, Maria Siponen, Liisa Suominen, Päivi Mäntylä, Ulvi Gursoy, Kirsi Sipilä, Venla Kurra, Laura Kotaniemi-Talonen, Outi Uimari, Taru Tukiainen, Niko Välimäki, Janet Kumar, Juha Mehtonen, Shabbeer Hassan, Pietro Della Briotta Parolo, Mutaamba Maasha, Javier Garcia-Tabuenca, Jiwoo Lee, Kristin Tsuo, Nina Pitkänen, Eero Punkka, Huei-Yi Shen, Mervi Aavikko, L. Elisa Lahtela, Timo P. Sipilä, Awaisa Ghazal, Sami Koskelainen, Teemu Paajanen, Shuang Luo, Javier Gracia-Tabuenca, Tiina Luukkaala, Iida Vähätalo, Marco Hautalahti, Tom Southerington, Paula Iso-Markku, Jaana Suvisaari, Zhihao Ding, Qingqin S Li, Amy Hart, Perttu Terho, Alessandro Porello, Anastasia Kytölä, Antti Aarnisalo, Aoxing Liu, Argyro Bizaki-Vallaskangas, Auli Toivola, Debby Ngo, Dermot Reilly, Ekaterina Khramtsova, Elisa Rahikkala, Eric Green, Eveliina Salminen, Fabiana Farias, George Okafo, Heidi Silven, Heli Salminen-Mankonen, Henna Palin, Iiris Hovatta, Jaakko Tyrmi, Jae-Hoon Sul, Jenni Aittokallio, Jyrki Pitkänen, Karen He, Katriina Aalto-Setälä, Maarit Niinimäki, Malla-Maria Linna, Marc Jung, Margaret G. Ehm, Marianna Niemi, Meijian Guan, Mike Mendelson, Minna Brunfeldt, Natalia Pujol, Nathan Lawless, Oluwaseun Alexander Dada, Rigbe Weldatsadik, Riikka Arffman, Rion Pendergrass, Sahar Mozaffari, Samuel Lessard, Sanna Siltanen, Shanmukha Sampath Padmanabhuni, Simonne Longerich, Susanna Savukoski, Thomas Damm Als, Timo Hiltunen, Tomi P. Mäkelä, Triin Laisk, Tytti Willberg, Varpu Jokimaa, Aija Kyttälä, Toni T Saari, Aino Aaltonen, Sari Aaltonen, Sari Kärkkäinen, Hilkka Liedes, Miina Ollikainen, Teemu Palviainen, Ilona Ruotsalainen, Mia Urjansson, Markus M Forsberg, Jaakko Lähteenmäki, Pia Nyberg, Jani Tikkanen, Mari E. Niemi, Rodos Rodosthenous
Publikováno v:
BMJ Open, Vol 14, Iss 6 (2024)
Introduction A better understanding of the earliest stages of Alzheimer’s disease (AD) could expedite the development or administration of treatments. Large population biobanks hold the promise to identify individuals at an elevated risk of AD and
Externí odkaz:
https://doaj.org/article/ef4ae49ed47641dc896351fddb8d7185
We present a measurement of price impact in order-driven markets that does not require averages across executions or scenarios. Given the order book data associated with one single execution of a sell metaorder, we measure its contribution to price d
Externí odkaz:
http://arxiv.org/abs/2110.00771
Autor:
Pakkanen, Mikko S., Miscouridou, Xenia, Penn, Matthew J., Whittaker, Charles, Berah, Tresnia, Mishra, Swapnil, Mellan, Thomas A., Bhatt, Samir
Renewal equations are a popular approach used in modelling the number of new infections, i.e., incidence, in an outbreak. We develop a stochastic model of an outbreak based on a time-varying variant of the Crump-Mode-Jagers branching process. This mo
Externí odkaz:
http://arxiv.org/abs/2107.05579