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Ancestry‐specific association mapping in admixed populations Early View

  • Journal: Genetic Epidemiology
  • Authors: Line Skotte, Emil Jørsboe, Thorfinn S. Korneliussen, Ida Moltke, Anders Albrechtsen
  • Published Date: Mar 18, 2019

Abstract During the last decade genome‐wide association studies have proven to be a powerful approach to identifying disease‐causing variants. However, for admixed populations, most current methods...

Online detection of financial time series peaks and troughs: A probability‐based approach Early View

  • Journal: Statistical Analysis and Data Mining: The ASA Data Science Journal
  • Authors: Riccardo Bramante, Silvia Facchinetti, Diego Zappa
  • Published Date: Mar 18, 2019

The problem related to the identification of a change in time series trajectories plays a crucial role in many contexts. In this paper, we propose a flexible and computationally efficient procedure...

Multiple curve Lévy forward price model allowing for negative interest rates Early View

  • Journal: Mathematical Finance
  • Authors: Ernst Eberlein, Christoph Gerhart, Zorana Grbac
  • Published Date: Mar 14, 2019

Abstract In this paper, we develop a framework for discretely compounding interest rates that is based on the forward price process approach. This approach has a number of advantages, in particular in...

Existence, uniqueness, and stability of optimal payoffs of eligible assets Early View

  • Journal: Mathematical Finance
  • Authors: Michel Baes, Pablo Koch‐Medina, Cosimo Munari
  • Published Date: Mar 14, 2019

Abstract In a capital adequacy framework, risk measures are used to determine the minimal amount of capital that a financial institution has to raise and invest in a portfolio of prespecified eligible...

Computational aspects of robust optimized certainty equivalents and option pricing Early View

  • Journal: Mathematical Finance
  • Authors: Daniel Bartl, Samuel Drapeau, Ludovic Tangpi
  • Published Date: Mar 14, 2019

Abstract Accounting for model uncertainty in risk management and option pricing leads to infinite‐dimensional optimization problems that are both analytically and numerically intractable. In this...

Convex duality and Orlicz spaces in expected utility maximization Early View

  • Journal: Mathematical Finance
  • Authors: Sara Biagini, Aleš Černý
  • Published Date: Mar 12, 2019

Abstract In this paper, we report further progress toward a complete theory of state‐independent expected utility maximization with semimartingale price processes for arbitrary utility function....

A network approach to prioritizing susceptibility genes for genome‐wide association studies Early View

  • Journal: Genetic Epidemiology
  • Authors: Somayeh Kafaie, Yuanzhu Chen, Ting Hu
  • Published Date: Mar 11, 2019

Abstract The heritability of complex diseases including cancer is often attributed to multiple interacting genetic alterations. Such a non‐linear, non‐additive gene–gene interaction effect, that is,...

Asymmetry and structural information in preferential attachment graphs Early View

  • Journal: Random Structures & Algorithms
  • Authors: Tomasz Łuczak, Abram Magner, Wojciech Szpankowski
  • Published Date: Mar 09, 2019

Graph symmetries intervene in diverse applications, from enumeration, to graph structure compression, to the discovery of graph dynamics (eg, node arrival order inference). Whereas Erdős‐Rényi graphs...

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