Zobrazeno 1 - 10
of 256
pro vyhledávání: '"Williams, Stacy A."'
Autor:
Jehanathan, Nilojan, Kapuruge, Erandi P., Rogers, Stephen P., Williams, Stacy, Chung, Yunro, Borges, Chad R.
Publikováno v:
In Journal of Mass Spectrometry and Advances in the Clinical Lab January 2023 27:18-23
Autor:
Kapuruge, Erandi P., Jehanathan, Nilojan, Rogers, Stephen P., Williams, Stacy, Chung, Yunro, Borges, Chad R.
Publikováno v:
In Molecular & Cellular Proteomics November 2022 21(11)
We extend Relative Robust Portfolio Optimisation models to allow portfolios to optimise their distance to a set of benchmarks. Portfolio managers are also given the option of computing regret in a way which is more in line with market practices than
Externí odkaz:
http://arxiv.org/abs/1701.02958
Autor:
Bazzi, Marya, Porter, Mason A., Williams, Stacy, McDonald, Mark, Fenn, Daniel J., Howison, Sam D.
Publikováno v:
Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, Vol. 14, No. 1: 1--41 (2016)
Networks are a convenient way to represent complex systems of interacting entities. Many networks contain "communities" of nodes that are more densely connected to each other than to nodes in the rest of the network. In this paper, we investigate the
Externí odkaz:
http://arxiv.org/abs/1501.00040
The goal of developing a firmer theoretical understanding of inhomogenous temporal processes -- in particular, the waiting times in some collective dynamical system -- is attracting significant interest among physicists. Quantifying the deviations in
Externí odkaz:
http://arxiv.org/abs/1212.2189
Autor:
WILLIAMS, STACY D.1
Publikováno v:
Foreign Service Journal. Jul2024, Vol. 101 Issue 6, p16-19. 4p.
Autor:
Gould, Martin D., Porter, Mason A., Williams, Stacy, McDonald, Mark, Fenn, Daniel J., Howison, Sam D.
Limit order books (LOBs) match buyers and sellers in more than half of the world's financial markets. This survey highlights the insights that have emerged from the wealth of empirical and theoretical studies of LOBs. We examine the findings reported
Externí odkaz:
http://arxiv.org/abs/1012.0349
Autor:
Fenn, Daniel J., Porter, Mason A., Williams, Stacy, McDonald, Mark, Johnson, Neil F., Jones, Nick S.
Publikováno v:
Physical Review E, Vol. 84, No. 2: 026109 (2011)
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible with uncorrel
Externí odkaz:
http://arxiv.org/abs/1011.3225
Autor:
Fenn, Daniel J., Porter, Mason A., Mucha, Peter J., McDonald, Mark, Williams, Stacy, Johnson, Neil F., Jones, Nick S.
We use techniques from network science to study correlations in the foreign exchange (FX) market over the period 1991--2008. We consider an FX market network in which each node represents an exchange rate and each weighted edge represents a time-depe
Externí odkaz:
http://arxiv.org/abs/0905.4912
Autor:
Koehler, Megan A., Song, Lusheng, Grill, Francisca J., Shubitz, Lisa F., Powell, Daniel A., Galgiani, John N., Orbach, Marc J., Robb, Edward J., Chung, Yunro, Williams, Stacy A., Murugan, Vel, Park, Jin-gyoon, LaBaer, Joshua, Lake, Douglas F., Magee, D. Mitchell
Publikováno v:
Journal of Fungi; May2024, Vol. 10 Issue 5, p307, 9p