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Advanced Search Results For "STOCHASTIC models"

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 "STOCHASTIC models"
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Stochastic models for single-cell data: Current challenges and the way forward.

Publication Type: Academic Journal

Source(s): The FEBS journal [FEBS J] 2022 Feb; Vol. 289 (3), pp. 647-658. Date of Electronic Publication: 2021 Mar 01.

Authors:

Abstract: Although the quantity and quality of single-cell data have progressed rapidly, making quantitative predictions with single-cell stochastic models remains challenging. The stochastic nature of cellular processes leads to at least three challenges in bui...

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Transition graph decomposition for complex balanced reaction networks with non-mass-action kinetics.

Publication Type: Academic Journal

Source(s): Mathematical biosciences and engineering : MBE [Math Biosci Eng] 2022 May 24; Vol. 19 (8), pp. 7649-7668.

Abstract: Reaction networks are widely used models to describe biochemical processes. Stochastic fluctuations in the counts of biological macromolecules have amplified consequences due to their small population sizes. This makes it necessary to favor stochastic,...

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Discrete stochastic models of SELEX: Aptamer capture probabilities and protocol optimization.

Publication Type: Academic Journal

Source(s): Journal of Chemical Physics. 6/28/2022, Vol. 156 Issue 24, p1-17. 17p.

Abstract: Antibodies are important biomolecules that are often designed to recognize target antigens. However, they are expensive to produce and their relatively large size prevents their transport across lipid membranes. An alternative to antibodies is aptamers...

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Detailed balance for particle models of reversible reactions in bounded domains.

Publication Type: Academic Journal

Source(s): Journal of Chemical Physics. 5/28/2022, Vol. 156 Issue 20, p1-19. 19p.

Abstract: In particle-based stochastic reaction–diffusion models, reaction rates and placement kernels are used to decide the probability per time a reaction can occur between reactant particles and to decide where product particles should be placed. When choosi...

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Planning approaches for stochastic capacitated lot-sizing with service level constraints.

Publication Type: Academic Journal

Source(s): International Journal of Production Research. Sep2021, Vol. 59 Issue 17, p5087-5107. 21p. 3 Diagrams, 13 Charts, 2 Graphs.

Abstract: We investigate a stochastic capacitated lot-sizing problem whose optimal solution requires the integration of dynamic safety stock planning into lot-sizing. Then, we introduce an integrated mixed-integer linear program with service-level constraints. T...

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On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions.

Publication Type: Academic Journal

Source(s): Communications in Statistics: Simulation & Computation. 2022, Vol. 51 Issue 11, p6332-6351. 20p.

Abstract: In this work, the volatility processes of the double Heston model are extended to treat the long memory property of the volatility. In this article, we study our presented model as a new version of the two-factor stochastic volatility model that it is ...

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Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets.

Publication Type: Academic Journal

Source(s): Quantitative Finance. Oct2022, Vol. 22 Issue 10, p1805-1838. 34p.

Abstract: We conduct an empirical analysis of rough and classical stochastic volatility models to the SPX and VIX options markets. Our analysis focusses primarily on calibration quality and is split in two parts. In part one, we perform a historical calibration ...

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A stochastic model for malaria and its behavior under insecticide‐treated nets.

Publication Type: Academic Journal

Source(s): Studies in Applied Mathematics. Oct2022, Vol. 149 Issue 3, p631-656. 26p.

Abstract: Stochastic model for malaria transmission is introduced, and its behavior under insecticide‐treated nets (which is used as a prevention) is considered. A white noise is introduced into the model, representing fluctuations in the environment that manife...

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The characteristic function of Gaussian stochastic volatility models: an analytic expression.

Publication Type: Academic Journal

Source(s): Finance & Stochastics. Oct2022, Vol. 26 Issue 4, p733-769. 37p.

Abstract: Stochastic volatility models based on Gaussian processes, like fractional Brownian motion, are able to reproduce important stylised facts of financial markets such as rich autocorrelation structures, persistence and roughness of sample paths. This is m...

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The parental active model: A unifying stochastic description of self-propulsion.

Publication Type: Academic Journal

Source(s): Journal of Chemical Physics. 2/21/2022, Vol. 156 Issue 7, p1-9. 9p.

Abstract: We propose a new overarching model for self-propelled particles that flexibly generates a full family of "descendants." The general dynamics introduced in this paper, which we denote as the "parental" active model (PAM), unifies two special cases commo...

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