Dynamics of Binary Networks with Extended Time-Summation

Author(s):  
P. C. Bressloff
2021 ◽  
pp. 231971452110230
Author(s):  
Simarjeet Singh ◽  
Nidhi Walia ◽  
Pradiptarathi Panda ◽  
Sanjay Gupta

Relative momentum strategies yield large and substantial profits in the Indian Stock Market. Nevertheless, relative momentum profits are negatively skewed and prone to occasional severe losses. By taking into consideration 450 stocks listed on the Bombay Stock Exchange, the present study predicts the timing of these huge momentum losses and proposes a simple risk-managed momentum approach to avoid these losses. The proposed risk-managed momentum approach not only doubles the adjusted Sharpe ratio but also results in significant improvements in downside risks. In contrast to relative momentum payoffs, risk-managed momentum payoffs remain substantial even in extended time frames. The study’s findings are particularly relevant for asset management companies, fund houses and financial academicians working in the area of asset anomalies.


1995 ◽  
Vol 75 (1) ◽  
pp. 180-183 ◽  
Author(s):  
Ken Sekimoto ◽  
Katsuhisa Tawada

2006 ◽  
Vol 89 (12) ◽  
pp. 4694-4702 ◽  
Author(s):  
A. Bloch ◽  
Y. Folman ◽  
M. Kaim ◽  
Z. Roth ◽  
R. Braw-Tal ◽  
...  

Stroke ◽  
2012 ◽  
Vol 43 (suppl_1) ◽  
Author(s):  
Imanuel Dzialowski ◽  
Volker Puetz ◽  
Jasmin Renger ◽  
Andrei Khomenko ◽  
Ulf Bodechtel ◽  
...  

Background: CT angiography source images (CTASI) improve diagnostic accuracy for ischemic brain infarction compared to non-contrast CT (NCCT). We studied whether CTASI alone or combined with the CTA occlusion status may improve patient selection for thrombolysis in an extended time window. Methods: We prospectively observed patients presenting with anterior circulation ischemic stroke within 12 hours from symptom onset and an NIHSS score ≥ 3. All patients underwent cranial NCCT and CTA. Patients were treated with intravenous and/or intra-arterial thrombolysis at the discretion of the treating stroke neurologist and neuroloradiologist. We determined intracranial occlusion status and applied the Alberta Stroke Program Early CT Score (ASPECTS) to CTASI. Primary clinical outcome measure was independent outcome at 3 months, defined as mRS scores 0-2. We calculated unadjusted risk ratios to assess the effect of thrombolysis on functional outcome in patients with: 1) minor ischemic changes on CTASI (CTASI-ASPECTS >5) and 2) patients with minor ischemic changes on CTASI and middle cerebral artery (MCA) occlusion. Results: We enrolled 102 patients with a mean age of 71 +/- 12 years, median onset-to-CTA time of 112,5 (range 37-898) min, a median NIHSS score of 9.5 (3-39), and a median CTASI-ASPECTS of 8. Sixty-two patients (61%) received any thrombolysis (56 IV, 5 IV/IA, 1 IA). MCA occlusion was present in 57 patients (56%), 80/101 (80%) assessable patients had a CTASI-ASPECTS >5 and 37/101 (37%) patients had a CTASI-ASPECTS >5 in the presence of a MCA occlusion. At 3 months, 52 (51%) patients had an independent functional outcome. When patients with CTA-SI ASPECTS > 5 received thrombolysis, 30/46 (65%) achieved an independent functional outcome, whereas 20/35 (57%) without thrombolysis were functionally independent (RR 1.1, CI 95 0.8-1.6). In patients with CTASI-ASPECTS > 5 and additional MCA-occlusion, 13/24 (54%) with thrombolysis and 3/13 (23%) without thrombolysis achieved an independent functional outcome (RR 2.3, CI 95 0.8-6.8). Conclusion: In our non-randomized study, the extent of CTASI hypoattenuation alone did not identify patients benefiting from thrombolysis. In the presence of an MCA-occlusion, however, CTASI might identify patients with benefit from thrombolysis in an extended time window.


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