Výsledky vyhledávání - "Patrick Weiss"

Akademický článek

Quantifying molecular bias in DNA data storage

Autor: Yuan-Jyue Chen, Christopher N. Takahashi, Lee Organick, Callista Bee, Siena Dumas Ang, Patrick Weiss, Bill Peck, Georg Seelig, Luis Ceze, Karin Strauss

Publikováno v: Nature Communications, Vol 11, Iss 1, Pp 1-9 (2020)

DNA is an attractive digital data storing medium due to high information density and longevity. Here the authors use millions of sequences to investigate inherent biases in DNA synthesis and PCR amplification.

Externí odkaz: https://doaj.org/article/8b64e3fe84db42aa8ace116152d958c2

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Tribological performance of electrically conductive and self-lubricating polypropylene–ionic-liquid composites

Autor: Samuel Franz Gatti, Felix Gatti, Tobias Amann, Andreas Kailer, Kevin Moser, Patrick Weiss, Claudia Seidel, Jürgen Rühe

Publikováno v: RSC Advances. 13:8000-8014

In this work, self-lubricating and electrically conductive polymers on a polypropylene (PP) matrix were prepared and investigated. These properties were obtained by additivating PP with carbon black (CB) and multi-walled carbon nanotubes (MWCNTs), in

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8cd3330db83822b5ce8157685f85e868
https://doi.org/10.1039/d3ra00712j

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Tidy Finance with R

Autor: Stefan Voigt, Patrick Weiss, Christoph Scheuch

This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with R, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::645efc8f61735b9081c7676633e4fc63
https://research.wu.ac.at/de/publications/ad81e76c-17e8-40f4-932f-d14bba860588

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The maturity premium

Autor: Maria Chaderina, Patrick Weiss, Josef Zechner

Publikováno v: Journal of Financial Economics. 144:670-694

This paper shows that firms with longer debt maturities earn risk premia not explained by unconditional standard factor models. We develop a dynamic capital structure model and find that firms with long-term debt exhibit more countercyclical leverage

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8420cf7c7937779aea6057955be43ae6
https://doi.org/10.1016/j.jfineco.2021.07.008

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