Zobrazeno 1 - 10
of 235
pro vyhledávání: '"Tim Leung"'
Autor:
Tim Leung, Theodore Zhao
Publikováno v:
Mathematics, Vol 12, Iss 6, p 864 (2024)
We analyze the multiscale behaviors of high-frequency intraday prices, with a focus on how asset prices are correlated over different timescales. The multiscale approach proposed in this paper is designed for the analysis of high-frequency intraday p
Externí odkaz:
https://doaj.org/article/8bd638a6f8fa4d8093fdddb0a619b22e
Autor:
Tim Leung, Theodore Zhao
Publikováno v:
Risks, Vol 11, Iss 7, p 117 (2023)
We present a multiscale analysis of the volatility of intraday prices from high-frequency data. Our multiscale framework includes a fractional Brownian motion and microstructure noise as the building blocks. The proposed noisy fractional Brownian mot
Externí odkaz:
https://doaj.org/article/533414ca579f4f9d974822756f924cf9
Publikováno v:
Risks, Vol 11, Iss 5, p 93 (2023)
We propose a framework for constructing diversified portfolios with multiple pairs trading strategies. In our approach, several pairs of co-moving assets are traded simultaneously, and capital is dynamically allocated among different pairs based on t
Externí odkaz:
https://doaj.org/article/739c3318ab4040f992b6d462d55951a2
Publikováno v:
International Journal of Financial Studies, Vol 6, Iss 3, p 75 (2018)
This paper studies an optimal trading problem that incorporates the trader’s market view on the terminal asset price distribution and uninformative noise embedded in the asset price dynamics. We model the underlying asset price evolution by an expo
Externí odkaz:
https://doaj.org/article/891aa55d2c144d828ac9c3da49b40049
Autor:
Lai, Keng Po, Tim Leung, Cherry Chi, Boncan, Delbert Almerick T., Tam, Nathan, Lin, Xiao, Wang, Simon Yuan, Chan, Ting Fung, Sun Wu, Rudolf Shiu, Chong Kong, Richard Yuen
Publikováno v:
In Chemico-Biological Interactions 1 November 2022 367
Autor:
Kailu Wang, Kin-Fai Ho, Larry Yung-Tim Leung, Kai-Ming Chow, Yuk-Yam Cheung, Dominic Tsang, Raymond Wai-Man Lai, Richard Huan Xu, Eng-Kiong Yeoh, Chi-Tim Hung
Publikováno v:
Ecotoxicology and Environmental Safety, Vol 241, Iss , Pp 113740- (2022)
Air and surface contamination of the SARS-CoV-2 have been reported by multiple studies. However, the evidence is limited for the change of environmental contamination of this virus in the surrounding of patients with COVID-19 at different time points
Externí odkaz:
https://doaj.org/article/f9836350a905466b83f27fb2c48a2cf4
Autor:
Keng Po Lai, Peng Zhu, Delbert Almerick T. Boncan, Lu Yang, Cherry Chi Tim Leung, Jeff Cheuk Hin Ho, Xiao Lin, Ting Fung Chan, Richard Yuen Chong Kong, William Ka Fai Tse
Publikováno v:
mSystems, Vol 7, Iss 2 (2022)
ABSTRACT Aquatic fishes face osmotic stress continuously, and the gill is the first tissue that senses and responds to the external osmotic challenges. However, the understandings of how the gill microbiota could respond to osmotic stress and their p
Externí odkaz:
https://doaj.org/article/e29429b71a804f7db5d356bc60f9e959
Autor:
Keng Po Lai, Nathan Yi Kan Tam, Yuelong Chen, Chi Tim Leung, Xiao Lin, Chau Fong Tsang, Yin Cheung Kwok, William Ka Fai Tse, Shuk Han Cheng, Ting Fung Chan, Richard Yuen Chong Kong
Publikováno v:
Frontiers in Marine Science, Vol 8 (2022)
Recent studies have shown hypoxia to be an endocrine disruptor that impairs sex differentiation and reproductive function, leading to male-biased F1 populations in fish. However, the molecular mechanisms through which hypoxia alters fish sex differen
Externí odkaz:
https://doaj.org/article/df068036114544a4ad2b61f9606026f2
Autor:
Keng Po Lai, Delbert Almerick T. Boncan, Lu Yang, Cherry Chi Tim Leung, Jeff Cheuk Hin Ho, Xiao Lin, Ting Fung Chan, Richard Yuen Chong Kong, William Ka Fai Tse
Publikováno v:
Biology, Vol 11, Iss 10, p 1528 (2022)
The fish gill is the first tissue that is exposed to the external media and undergoes continuous osmotic challenges. Recently, our group published an article entitled “Integrated Omics Approaches Revealed the Osmotic Stress-Responsive Genes and Mic
Externí odkaz:
https://doaj.org/article/88b602ea37f44f05ba13d438c964c3bc
Autor:
Pauline Po Yee Lui, Yung Tim Leung
Publikováno v:
Pharmaceutics, Vol 14, Iss 8, p 1684 (2022)
Extracellular vesicles (EVs) derived from mesenchymal stromal cells (MSCs) have shown potential for the treatment of tendon and ligament injuries. This approach can eliminate the need to transplant live cells to the human body, thereby reducing issue
Externí odkaz:
https://doaj.org/article/32b25f9eda574cd982a9874f6dc3ebef