2 papers
q-fin.CP2024
GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
Zeda Xu, John Liechty, Sebastian Benthall +2
Volatility, which indicates the dispersion of returns, is a crucial measure of risk and is hence used extensively for pricing and discriminating between different financial investm…
cond-mat.soft2018
A colloid approach to self-assembling antibodies
Nicholas Skar-Gislinge, Michela Ronti, Tommy Garting +4
Concentrated solutions of monoclonal antibodies have attracted considerable attention due to their importance in pharmaceutical formulations, yet their tendency to aggregate and th…