Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Stefanie Grimm"'
Publikováno v:
Risks, Vol 11, Iss 5, p 79 (2023)
Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions. As the joint log-returns of asset prices can often be projected to a latent space of a much smaller dimension, the use of a variatio
Externí odkaz:
https://doaj.org/article/60aa3f331baa4894861dc1aceaec543d
Publikováno v:
Atmosphere, Vol 14, Iss 2, p 298 (2023)
Air quality is a highly relevant issue for any developed economy. The high incidence of pollution levels and their impact on human health has attracted the attention of the machine-learning scientific community. We present a study using several machi
Externí odkaz:
https://doaj.org/article/57e4745752c246b29973c52478826cee
Publikováno v:
Atmosphere
Volume 14
Issue 2
Pages: 298
Volume 14
Issue 2
Pages: 298
Air quality is a highly relevant issue for any developed economy. The high incidence of pollution levels and their impact on human health has attracted the attention of the machine-learning scientific community. We present a study using several machi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed342e059b44e8cbe50d586a4255d0e9
https://doi.org/10.3390/atmos14020298
https://doi.org/10.3390/atmos14020298
Publikováno v:
Risks; Volume 11; Issue 5; Pages: 79
Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions. As the joint log-returns of asset prices can often be projected to a latent space of a much smaller dimension, the use of a variatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ae26435481c5a0f7c3c174be2649592f
http://arxiv.org/abs/2112.01896
http://arxiv.org/abs/2112.01896
Publikováno v:
Applied Stochastic Models in Business and Industry. 36:307-334
We consider portfolio optimization in a regime‐switching market. The assets of the portfolio are modeled through a hidden Markov model (HMM) in discrete time, where drift and volatility of the single assets are allowed to switch between different s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::add4749d5d1fcad45a0a518b3b67b8fc
https://doi.org/10.1002/asmb.2491
https://doi.org/10.1002/asmb.2491
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf7d7b846248ddb860b12f7e0ce5bcef
https://doi.org/10.2139/ssrn.4003338
https://doi.org/10.2139/ssrn.4003338
Publikováno v:
Nonlinear Analysis: Hybrid Systems. 35:100814
This paper details the implementation in discrete time of filters for a mean-reverting model formulated under a continuous-time framework, whereby a hidden Markov chain governs the model’s parameters. Parameter estimates are determined via adaptive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::969874d45218371f48b71145d383bd92
https://doi.org/10.1016/j.nahs.2019.08.001
https://doi.org/10.1016/j.nahs.2019.08.001
Checkpoint adaptation in repair-deficient cells drives aneuploidy and resistance to genotoxic agents
Human cancers frequently harbour mutations in DNA repair genes, rendering the use of DNA damaging agents as an effective therapeutic intervention. As therapy-resistant cells often arise, it is important to better understand the molecular pathways tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::562cc73e4564b2201c850f287c7d289e
Autor:
Stefanie Grimm
»Da saß Mary am Tisch, flirtete mit Paul und wurde von einem wütenden Max angestarrt. Ich musste mich getäuscht haben. Ed und Daisy erzählten wie immer und das Essen war hervorragend. So weit war alles wieder wunder bar. Als sich Mary abe
Autor:
Tilman Grune, Eleni N. Tsakiri, Ioannis P. Trougakos, Annika Höhn, Stefanie Grimm, Issidora S. Papassideri, Kalliopi K. Iliaki
Publikováno v:
Free Radical Biology and Medicine. 65:1155-1163
Advanced glycation end product (AGE)-modified proteins are formed by the nonenzymatic glycation of free amino groups of proteins and, along with lipofuscin (a highly oxidized aggregate of covalently cross-linked proteins, sugars, and lipids), have be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f54359ddaaf9ec2aca388b39e7e6f218
https://doi.org/10.1016/j.freeradbiomed.2013.08.186
https://doi.org/10.1016/j.freeradbiomed.2013.08.186