Significant out-of-sample sign predictions are obtain with respect to the Pesaran-Timmerman test for directional accuracy, while trading on the Sharpe Ratio allows to improve the risk adjusted return.doi:10.1142/9789812776655_0003Dept. Electrical Engineering ESAT-SISTA, Katholieke Universiteit Leuven ...
· Longitudinal · Adolescence The Longitudinal Interplay Between Attention Bias and Interpretation Bias in Social Anxiety in Adolescents Social anxiety involves the fear to be negatively evaluated by others, and is often accompanied by the avoidance of social situations (American Psychiatric Association,...
gradients of C6 and C12 overlapped but the C12 gradient could extend further due to C12 being actively produced by a large region of cells (Fig.4d). At a certain distance from the source of C6, the ratio of C12 to C6 favoured the C12 state such that the bistable switch ‘flipped’ ...
Sharpe, P. , ‘ Literally spinsters: a new interpretation of local economy and demography in Colyton in the seventeenth and eighteenth centuries ’, Econ. Hist. Rev. , XLIV ( 1991 ), pp. 46 – 65 .Sharpe, P. 1991 . Literally spinsters: a new interpretation of local economy and ...
µr = 0) and that has slope µr = σr µxT ω, (33) that is the Sharpe ratio (see Sharpe (1966)), a figure that has been object of many studies after the original paper by Sharpe (see, e.g., Bailey and Lopez de Prado (2012) for estimates of the Sharpe ratio when ...
Cost is further mitigated to the extent that the fidelity of the SGS closure allows coarsening of the LES mesh while maintaining the needed level of accuracy. The method used for SGS closure involves one-dimensional turbulence (ODT), a form of map-based stochastic advection that has been used...
A high turnover ratio suggests that management is maximising the use of a company’s short-term assets and liabilities to boost sales. A low ratio, on the other hand, shows that a company is investing too much in accounts receivable and inventory assets to sustain its sales. This would in...
DcMichele & Sharpe (1973) termed the phenomenon the mechanical advantage of the epidermal cells, while Cooke et al. (1976) expressed it as an antagonism ratio. Both of these formulations, however, have theoretical or practical limitations. This study presents a biophysical analysis demonstrating ...