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EPR effect 1

accelerating genetic algorithm 1

bio-inspired 1

biomimetic 1

cancer therapy 1

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equity long–short strategy 1

hedge fund index 1

hedge funds 1

investment decision 1

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single factor-based hedge fund replication 1

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Option-like properties in the distribution of hedge fund returns

Katharina DENK, Ben DJERROUD, Luis SECO, Mohammad SHAKOURIFAR, Rudi ZAGST

Frontiers of Engineering Management 2020, Volume 7, Issue 2, Pages 275-286 doi: 10.1007/s42524-020-0095-3

Abstract: Hedge funds have recently become popular because of their low correlation with traditional investments and their ability to generate positive returns with a relatively low volatility. However, a close look at those high-performing hedge funds raises the questions on whether their performance is truly superior and whether the high management fees are justified. Incurring no alpha costs, passive hedge fund replication strategies raise the question on whether they can similarly perform by improving efficiency at reduced costs. Therefore, this study investigates two different model approaches for the equity long/short strategy, where weighted segmented linear regression models are employed and combined with two-state Markov switching models. The main finding proves a short put option structure, i.e., short equity market volatility, with the put structure present in all market states. We obtain an evidence that the hedge fund managers decrease their short-volatility profile during turbulent markets.

Keywords： hedge funds hedge fund index segmented linear regression models regime-switching models mimicking portfolios

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Engineering platelet-mimicking drug delivery vehicles

Quanyin Hu, Hunter N. Bomba, Zhen Gu

Frontiers of Chemical Science and Engineering 2017, Volume 11, Issue 4, Pages 624-632 doi: 10.1007/s11705-017-1614-6

Abstract: Recreating the specific biological features of platelets by mimicking the structure of the platelet orThis review highlights recent advancements made in the platelet-mimicking strategies.

Keywords： drug delivery platelets nanomedicine bio-inspired biomimetic

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Research on Decision Approach of Portfolios Investment Based on Accelerating Genetic Algorithm

Wang Shuo,Tang Xiaowo,Zeng Yong

Strategic Study of CAE 2002, Volume 4, Issue 9, Pages 59-62

Abstract:

It can win through traditional genetic algorithm's shortcomins by applying accelerating genetic algorithm in solving combination forecasting problems. These shortcomings include poor adapt ability in search space (i.e. optimizing variable space), large measure quantity, premature convergence, no definitude instruct rule for setting technique of control parameter, etc. The new approach does not need canonicity in forecasting error information matrix, the objective function scale may extend widely,and the forecasting precision is high.

Keywords： accelerating genetic algorithm portfolio investment decision

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Platelet membrane-based and tumor-associated platelet- targeted drug delivery systems for cancer therapy

Yinlong Zhang, Guangna Liu, Jingyan Wei, Guangjun Nie

Frontiers of Medicine 2018, Volume 12, Issue 6, Pages 667-677 doi: 10.1007/s11684-017-0583-y

Abstract: Platelets have long been known to play critical roles in hemostasis by clumping and clotting blood vessel injuries. Recent experimental evidence strongly indicates that platelets can also interact with tumor cells by direct binding or secreting cytokines. For example, platelets have been shown to protect circulating cancer cells in blood circulation and to promote tumor metastasis. In-depth understanding of the role of platelets in cancer progression and metastasis provides promising approaches for platelet biomimetic drug delivery systems and functional platelet-targeting strategies for effective cancer treatment. This review highlights recent progresses in platelet membrane-based drug delivery and unique strategies that target tumor-associated platelets for cancer therapy. The paper also discusses future development opportunities and challenges encountered for clinical translation.

Keywords： platelet-mimicking delivery systems tumor-associated platelets cancer therapy EPR effect