[PDF][PDF] Optimal execution of portfolio transactions

R Almgren, N Chriss - Journal of Risk, 2001 - quantitativebrokers.com
… We divide T into N intervals of length = T=N, and define the discrete times tk = k , for k = 0;:::;…
+ ((n , n)= ), while in the second period it is + ((n + n)= ). We pay these costs on n , n and n + n

[BOOK][B] Representation theory and complex geometry

N Chriss, V Ginzburg - 1997 - Springer
This classic monograph provides an overview of modern advances in representation theory
from a geometric standpoint. A geometrically-oriented treatment of the subject is very timely …

[PDF][PDF] Tumor stem cells derived from glioblastomas cultured in bFGF and EGF more closely mirror the phenotype and genotype of primary tumors than do serum …

…, NM Donin, S Pastorino, BW Purow, N Christopher… - Cancer cell, 2006 - cell.com
The concept of tumor stem cells (TSCs) provides a new paradigm for understanding tumor
biology, although it remains unclear whether TSCs will prove to be a more robust model than …

Optimal portfolios from ordering information

R Almgren, N Chriss - Forecasting Expected Returns in the Financial …, 2007 - Elsevier
… We start with an investor who possesses a list of n stocks with expected return r = r1 rn and
covariance matrix V. We assume that the investor does not know r but has m distinct beliefs …

Neural networks for triggering

…, M Campbell, F Bedeschi, N Chriss… - … on Nuclear Science, 1990 - ieeexplore.ieee.org
Two types of neural network beauty trigger architecture, based on identification of electrons
in jets and recognition of secondary vertices, have been simulated in the environment of the …

Optimal liquidation

R Almgren, NA Chriss - Available at SSRN 53501, 1997 - papers.ssrn.com
… We divide T into N intervals of length τ, and define the discrete times tk = kτ, for k = 0,… n
shares that we sell depresses the price per share by γn, regardless of the time we take to sell the n

[PDF][PDF] Market risk for volatility and variance swaps

N Chriss, W Morokoff - Risk, 1999 - quantlabs.net
… where R is the realized volatility over the life of the swap and N is the swap notional. The
realized volatility is defined by the writer of the swap contract in agreement with the counterparty…

Development and Evaluation of High-Density SNP Arrays for the Eastern Oyster Crassostrea virginica

…, J Small, K Verbyla, H Zhao, J Haggard, N Chriss… - Marine …, 2023 - Springer
… To assess the efficacy of the pathogen probes, we analyzed two plates of samples (n = 192)
from the 566K array in which the positive pathogen controls were located. Probes for all 13 …

[PDF][PDF] On the Iwahori-Hecke algebra of a p-adic group

N Chriss, K Khuri-Makdisi - International Mathematics Research …, 1998 - sites.aub.edu.lb
… This is a triple (G, I,N) satisfying the following properties: (1) T0 = I ∩ N is a normal subgroup
of N. (2) There exists a Coxeter group W generated by a set of simple reflections S, a group …

[CITATION][C] Black-Scholes and beyond: option pricing models

N Chriss - (No Title), 1997 - cir.nii.ac.jp
Chriss, Neil … Chriss