Search results for "Icing"

Risk-Managed Industry Momentum and Momentum Crashes

2016

This is the first paper that investigates Barosso and Santa-Clara’s (2015) risk-managed momentum strategy in an industry momentum setting. We investigate traditional momentum strategies and Novy-Marx (2012) strategy. We also explore the impact of different variance forecast horizons on the average payoffs. We find that risk-managed industry momentum payoffs generate considerably higher returns than plain momentum strategies. Notably, risk-managed payoffs increase linearly as the time window for variance forecasts are contracted which is consistent for all different strategies.

Tecsis: Low-Cost Methodology To Distinguish Archaeological Findings

2006

The automatic or semi-automatic research of archaeological findings includes some methodologies and algorithms of the Computer Vision. Reconstruction of a scene is one of the key step to get the solution to that challenge. This paper will address a methodology to reconstruction underwater scenes with mosaicing techniques. The reconstruction of scene will be the video-mosaic of sea bottom landscapes starting from single video frames. The methodology is based on the evaluation of the optic °ow in between frames, and its motion estimation has been evaluated on the extracted features from the common areas of consecutive pairs frames. This approach carried out the motion model from a geometric p…

Option-Implied Volatility-Managed Asset Pricing Risk Factors and Resurrection of the Value Factor

2019

Option-implied volatility-managed risk factor models produce higher maximum squared Sharpe ratios than the recently proposed six-factor model, which is used as a benchmark model in this study. A model that incorporates option-implied volatility-managed risk factors based on dynamic scaling factors that systematically overestimate the expected market risk, as measured by the VIX, is superior to other asset pricing model specifications. After the death of the value factor has been repeatedly declared, it is surprising news that multivariate spanning regressions reveal that both the option-implied volatility-managed momentum and value factor are the only option-implied volatility-managed risk …

Development of aDrosophila melanogasterspliceosensor system forin vivohigh-throughput screening in myotonic dystrophy type 1

2014

AbstractAlternative splicing of pre-mRNAs is an important mechanism that regulates cellular function in higher eukaryotes. A growing number of human genetic diseases involve splicing defects that are directly connected to their pathology. In myotonic dystrophy type 1 (DM1), several clinical manifestations have been proposed to be the consequence of tissue-specific missplicing of numerous genes. These events are triggered by an RNA gain-of-function and resultant deregulation of specific RNA-binding factors, such as the nuclear sequestration of muscleblind-like family factors (MBNL1-MBNL3). Thus, the identification of chemical modulators of splicing events could lead to the development of the…

Misja Baltic Air Policing jako sprawdzian sojuszniczej odpowiedzialności NATO w XXI wieku

2016

Autor artykułu podejmuje się analizy Misji Air Policing w odniesieniu do wypełnienia zobowiązań sojuszniczych państw członkowskich NATO, ze szczególnym naciskiem na polskie zaangażowanie w misję. Tekst przedstawia rys historyczny Misji Air Policing, jej wymiar instytucjonalny, ponadnarodowy i narodowy. Przeprowadzono też syntetyczną próbę ukazania problemu wynikającego z implementacji doktryny sojuszniczej NATO ze szczególnym naciskiem na koncepcję inteligentnej obrony.

Dscam1 Is Required for Normal Dendrite Growth and Branching But Not for Dendritic Spacing in Drosophila Motoneurons

2014

Down syndrome cell adhesion molecule, Dscam, serves diverse neurodevelopmental functions, including axon guidance and synaptic adhesion, as well as self-recognition and self-avoidance, depending on the neuron type, brain region, or species under investigation. InDrosophila, the extensive molecular diversity that results from alternative splicing of Dscam1 into >38,000 isoforms provides neurons with a unique molecular code for self-recognition in the nervous system. Each neuron produces only a small subset of Dscam1 isoforms, and distinct Dscam1 isoforms mediate homophilic interactions, which in turn, result in repulsion and even spacing of self-processes, while allowing contact with neig…

Generation and function of the soluble interleukin-6 receptor

1999

Studies for low mass, large area monolithic silicon pixel detector modules using the MALTA CMOS pixel chip

2021

Abstract The MALTA monolithic silicon pixel sensors have been used to study dicing and thinning of monolithic silicon pixel detectors for large area and low mass modules. Dicing as close as possible to the active circuitry will allow to build modules with very narrow inactive regions between the sensors. Inactive edge regions of less than 5 μ m to the electronic circuitry could be achieved for 100 μ m thick sensors. The MALTA chip (Cardella et al., 2019) also offers the possibility to transfer data and power directly from chip to chip. Tests have been carried out connecting two MALTA chips directly using ultrasonic wedge wire bonding. Results from lab tests show that the data accumulated in…

Optimal pricing strategies in real-time electricity pricing environments: An Italian case study

2015

The energy market has changed radically over the last decade, mainly due to an increased penetration of renewable energies. Now the end users have directly access to the energy market and can actively take part to the electricity market. Electricity customers can indeed modify their behavior through Demand Response (DR), namely by means of pricing strategies that support a change in the end-users habits. This can be accomplished through a 'loads aggregator', a third party that collects the requests and signals for Active Demand-based services coming from the markets and the different power system participants. This paper describes a new framework able to optimally select the real-time prici…

Advance booking across channels: The effects on dynamic pricing

2021

This research analyzes the effects of advance booking and channel type on hotel rates. While this relationship has been addressed in the literature, most studies take a partial approach by focusing only on one distribution channel or one destination. This study fills this gap by analyzing the price dynamics for four channels and multiple destinations. The data set consists of 39,363 bookings for 1085 hotels over 27 consecutive months. We used two-stage least squares to solve potential endogeneity issues, and the results proved that distribution channel, hotel type and hotel size have an influence on the effect of advance booking on hotel rates. Critical managerial implications are discussed…