Page 4 PSG Request for Datamining Abstract Parkinson’s disease (PD) has many paradoxes. For example, although smoking is highly associated with cancer and cardiovascular disease, smoking is associated with a much lower risk of PD (which itself is associated with a lower occurrence of cardiovascular disease). Whereas the apolipoprotein E ε4 allele is associated with higher risk of Alzheimer’s di...

1School of Psychological Sciences and Health, University of Strathclyde, Glasgow G13 1PP, UK 2School of Computing, University of Dundee, Dundee DD1 4HN, UK 3Bukit Batok West Ave 5, #11-440, Singapore 650385. ∗Corresponding author: Email: [email protected] †The authors of this paper would like to dedicate this research publication to their co-author, Alex Carmichael, who sadly lost his ba...

This paper relates predictable gains from positions in fed funds futures contracts to violations of the expectations hypothesis of the term structure of interest rates. Although evidence for predictable gains from positions in short-horizon contracts is mixed, we find that gains in longer-horizon contracts can be well described using Markov switching models, with predictability associated with ...

We survey some new progress on the pricing models driven by fractional Brownian motion or mixed fractional Brownian motion. In particular, we give results on arbitrage opportunities, hedging, and option pricing in these models. We summarize some recent results on fractional Black & Scholes pricing model with transaction costs. We end the paper by giving some approximation results and indicating...