This article illustrates how variance in the predictive distribution of the profit objective function in a design for market systems model can be decomposed into two components using a simulation based Bayesian approach ...
We propose a Bayesian model for physiologically based pharmacokinetics of 1,3-butadiene (BD). BD is classified as a suspected human carcinogen and exposure to it is common, especially through cigarette smoke as well as in ...
Factorization-based techniques explain arrays of observations using a relatively small number of factors and provide an essential arsenal for multi-dimensional data analysis. Most factorization models are, however, developed ...
Hurn, M; Green, PJ; Al-awadhi, F(Blackwell Publishing, 2008-01)
The Sloan digital sky survey is an extremely large astronomical survey that is conducted with the intention of mapping more than a quarter of the sky. Among the data that it is generating are spectroscopic and photometric ...
Coull, BA; Mezzetti, M; Ryan, LM(Springer, 2003-01)
This article uses a Bayesian hierarchical model to quantify the adverse health effects associated with in-utero exposure to methylmercury. By allowing for study-to-study as well as outcome-to-outcome variability, the ...
Simple financial ratios such as book-to-market are often used to identify value stocks. This paper examines the extent to which fundamental accounting information can be used to better identify truly undervalued value ...
The aim of this project was to show elevated P-glycoprotein (P-gp) expression decreasing bacterial association with LS174T human gastrointestinal cells, and that this effect could be reversed upon blocking functional P-gp ...
ATP-binding cassette (ABC) transporters form one of the largest and most ancient of protein families. ABC transporters couple hydrolysis of ATP to vectorial translocation of diverse substrates across cellular membranes. ...
Widespread resistance to chemotherapeutic agents is one of the biggest challenges facing human health and the agricultural industry, with resistance to all current anthelmintics now recorded. Understanding the development ...
Increasingly, people are faced with having to deal with vast amount of digital content. But in some situations, having to choose from such large digital libraries can be unpleasant and even paralysing, especially when ...
We develop a simple behavioral asset pricing model with fundamentalists and chartists in order to study price behavior in financial markets when chartists estimate both conditional mean and variance by using a weighted ...
Finite-fringe interferograms produced for axisymmetric shock wave flows are analyzed by Fourier transform fringe analysis and an Abel inversion method to produce density field data for the validation of numerical models. ...
DP0343913 This paper aims to discuss the optimal selection of investments for the short and long runin a continuous time financial market setting. First, it documents the almost sure pathwise long-run outperformance of all ...
The paper propsoed the use of the growth optimal portfolio for pricing and hedging in imcomplete markets when there are unobserved factors that have to be filtered. The proposed filtering framework is applicable also in ...
This paper derives a unified framework for portfolio optimization, derivative pricing, financial modeling, and risk measurement. It is based on the natural assumption that investors prefer more rather than less, in the ...
This paper introduces a general market modeling framework, the benchmark appma.chl which assumes the existence of the nume!'raire portfolio. This is the strictly positive portfolio that when used as benchmMk makes all ...
This paper proposes a filtering methodology for portfolio optimization when some factors of the underlying model are only partially observed. The level of information is given by the observed quantities that are here ...
The benchmark approach provides a general framework for financial market modeling, which extends beyond the standard risk-neutral pricing theory. It permits a unified treatment of portfolio optimisation, derivative pricing, ...