The predictability of a n asset's returns will affect the prices of options on that asset, even though predictability is typically induced by the drift, which does not enter the option pricing formula. For discretely-sampled data, predictability is linked to the parameters that do enter the option pricing formula. We construct an adjustment for predictability to the Black-Scholes formula and sh...

We developed a hybrid method for predicting plasma concentration-time curves in humans by integrating species differences in in vitro intrinsic clearance (CLint) into the Dedrick approach based on the allometry concept. With prediction of clearance (CL) by allometric scaling, taking in vitro CLint into consideration improved the accuracy and reduced the average fold error from 2.72 to 1.99. Wit...

Attended speech is comprehended better not only if more acoustic detail is available, but also if it is semantically highly predictable. But can more acoustic detail or higher predictability turn into disadvantages and distract a listener if the speech signal is to be ignored? Also, does the degree of distraction increase for older listeners who typically show a decline in attentional control a...

Population dynamics is affected by environmental fluctuations (such as climate variations), which have a characteristic correlation time. Strikingly, the time scale of predictability can be larger for population than underlying fluctuations. Here, we present general mechanism leading to this increase in predictability. We considered colored fluctuation acting on close equilibrium. In framework,...

This paper provides empirical evidence on predictable time variations in out-of-sample bond return predictability. Bond predictability is associated with periods of high (low) economic activity (uncertainty), which implies that violations the expectations hypothesis are state dependent and linked to features business cycle. These dependencies predictability, established by introducing a new mul...