101 formulaic alphas
Z Kakushadze - Wilmott, 2016 - Wiley Online Library
… The returns R are strongly correlated with the volatility V and, as in Kakushadze and …
Consistent with Kakushadze and Tulchinsky (2016), we have no statistically significant dependence …
Consistent with Kakushadze and Tulchinsky (2016), we have no statistically significant dependence …
String expansion as large N expansion of gauge theories
M Bershadsky, Z Kakushadze, C Vafa - Nuclear Physics B, 1998 - Elsevier
We consider string perturbative expansion in the presence of D-branes imbedded in
orbifolded space-time. In the regime where the string coupling is weak and α′ → 0, the string …
orbifolded space-time. In the regime where the string coupling is weak and α′ → 0, the string …
Mean-reversion and optimization
Z Kakushadze - Journal of Asset Management, 2015 - Springer
… Let us mention that (46) generally is farther away than (16) (assuming are based on a
weighted regression with z i =1/σ i 2 ) from the optimized solution we discuss in the next section. …
weighted regression with z i =1/σ i 2 ) from the optimized solution we discuss in the next section. …
Brane world
Z Kakushadze, SHH Tye - Nuclear Physics B, 1999 - Elsevier
… at energies below/z) can be integrated out. For simplicity, in the following we will set/z = 1.
The quantum constraint follows from the F-flatness condition for the field A and reads …
The quantum constraint follows from the F-flatness condition for the field A and reads …
Large N gauge theories from orientifolds
Z Kakushadze - Physical Review D, 1998 - APS
We consider four-dimensional N= 1 supersymmetric gauge theories obtained via orientifolds
of type IIB on Abelian C 3/Γ orbifolds. We construct all such theories that have a well-…
of type IIB on Abelian C 3/Γ orbifolds. We construct all such theories that have a well-…
[HTML][HTML] Estimating cost savings from early cancer diagnosis
Z Kakushadze, R Raghubanshi, W Yu - Data, 2017 - mdpi.com
We estimate treatment cost-savings from early cancer diagnosis. For breast, lung, prostate
and colorectal cancers and melanoma, which account for more than 50% of new incidences …
and colorectal cancers and melanoma, which account for more than 50% of new incidences …
A review of three-family grand unified string models
Z Kakushadze, G Shiu, SH Henry Tye… - … Journal of Modern …, 1998 - World Scientific
We review the construction and classification of three-family grand unified models within the
framework of asymmetric orbifolds in perturbative heterotic superstring. We give a detailed …
framework of asymmetric orbifolds in perturbative heterotic superstring. We give a detailed …
[HTML][HTML] * K-means and cluster models for cancer signatures
Z Kakushadze, W Yu - Biomolecular detection and quantification, 2017 - Elsevier
… So, following [9], [8], we set 31 (6) K = Round ( eRank ( Ψ ) ) Here eRank(Z) is the effective …
Z. It is defined as(7)(8)(9) eRank ( Z ) = exp ( H ) where λ (a) are the L positive eigenvalues of Z…
Z. It is defined as(7)(8)(9) eRank ( Z ) = exp ( H ) where λ (a) are the L positive eigenvalues of Z…
Aspects of N= 1 type I-heterotic duality in four dimensions
Z Kakushadze - Nuclear Physics B, 1998 - Elsevier
In this paper we discuss some aspects of N = 1 type I-heterotic string duality in four dimensions.
We consider a particular example of a (weak-weak) dual pair where on the type I side …
We consider a particular example of a (weak-weak) dual pair where on the type I side …
Gauge theories from orientifolds and large-N limit
Z Kakushadze - Nuclear Physics B, 1998 - Elsevier
Extending the recent work by M. Bershadsky, Z. Kakushadze and C. Vafa (hep-th/9803076),
we consider string perturbative expansion in the presence of D-branes and orientifold …
we consider string perturbative expansion in the presence of D-branes and orientifold …