abstract: with regard to the basel committee’s emphasis on the necessity of using 10-day value-at-risk (var) internal models in order to determine minimum market risk capital requirements, and downsides of the square-root-of-time rule, our purpose is to produce more accurate forecasts of the multi-period var using sixteen models for three stock indices, the tepix, nasdaq, and ftse. the results,...

The use of intelligent systems for stock market prediction has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using several connectionist paradigms and soft computing techniques. To demonstrate the different techniques, we consider the Nasdaq-100 index of Nasdaq Stock Market and the S&P CNX NIFTY stock index. ...

Morris Plains, NJ, August 18, 2016 --Immunomedics, Inc. (Nasdaq: IMMU) today announced that adding an inhibitor of ATP-binding cassette (ABC) transporters to sacituzumab govitecan, the Company’s lead antibody-drug conjugate (ADC) for solid cancer therapy, increased the median survival of mice bearing a SN-38-resistant human gastric cancer cell line. Results from this preclinical study were publ...

We analyze —for a large set of stocks comprising four financial indices— the annual logarithmic growth rate R and the firm size, quantified by the market capitalization MC. For the Nasdaq Composite and the New York Stock Exchange Composite we find that the probability density functions of growth rates are Laplace ones in the broad central region, where the standard deviation σ(R), as a measure ...