English
Related papers

Related papers: Valuing Pharmaceutical Drug Innovations

200 papers

Drug shortages occur frequently and are often caused by supply chain disruptions. For improvements to occur, it is necessary to be able to estimate the vulnerability of pharmaceutical supply chains. In this work, we present the first model…

Optimization and Control · Mathematics 2022-04-26 Emily L. Tucker , Mark S. Daskin

This paper proposes data mining techniques to model the return on investment from various types of promotional spending to market a drug and then uses the model to draw conclusions on how the pharmaceutical industry might go about…

Statistics Theory · Mathematics 2014-04-01 Dominique Haughton , Guangying Hua , Danny Jin , John Lin , Qizhi Wei , Changan Zhang

In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite…

Statistical Mechanics · Physics 2025-12-30 Jiri Hoogland , Dimitri Neumann

We consider the pricing of derivatives written on the discretely sampled realized variance of an underlying security. In the literature, the realized variance is usually approximated by its continuous-time limit, the quadratic variation of…

Pricing of Securities · Quantitative Finance 2010-11-24 Martin Keller-Ressel , Johannes Muhle-Karbe

We introduce a criterion how to price derivatives in incomplete markets, based on the theory of growth optimal strategy in repeated multiplicative games. We present reasons why these growth-optimal strategies should be particularly relevant…

Statistical Mechanics · Physics 2009-10-31 Erik Aurell , Roberto Baviera , Ola Hammarlid , Maurizio Serva , Angelo Vulpiani

Developing new drugs for target diseases is a time-consuming and expensive task, drug repurposing has become a popular topic in the drug development field. As much health claim data become available, many studies have been conducted on the…

Machine Learning · Computer Science 2023-02-22 Yaobin Ling , Pulakesh Upadhyaya , Luyao Chen , Xiaoqian Jiang , Yejin Kim

We give an upper bound on the resources required for valuable quantum advantage in pricing derivatives. To do so, we give the first complete resource estimates for useful quantum derivative pricing, using autocallable and Target Accrual…

Drug repositioning (DR) refers to identification of novel indications for the approved drugs. The requirement of huge investment of time as well as money and risk of failure in clinical trials have led to surge in interest in drug…

Computation and Language · Computer Science 2017-05-23 Sahil Manchanda , Ashish Anand

There are several steps to confirming the safety and efficacy of a new medicine. A sequence of trials, each with its own objectives, is usually required. Quantitative risk metrics can be useful for informing decisions about whether a…

Drug discovery requires a tremendous amount of time and cost. Computational drug-target interaction prediction, a significant part of this process, can reduce these requirements by narrowing the search space for wet lab experiments. In this…

Biomolecules · Quantitative Biology 2025-05-27 Mohammad Molaee , Nasrollah Moghadam Charkari , Foad Ghaderi

Clinical trials constitute a critical yet exceptionally challenging and costly stage of drug development (\$2.6B per drug), where protocols are encoded as complex natural language documents, motivating the use of AI systems beyond manual…

Artificial Intelligence · Computer Science 2026-04-06 Sixue Xing , Kerui Wu , Xuanye Xia , Meng Jiang , Jintai Chen , Tianfan Fu

The European Medicines Agency has in recent years allowed licensing of new pharmaceuticals at an earlier stage in the clinical trial process. When trial evidence is obtained at an early stage, the events of interest, such as disease…

Drug development is a wide scientific field that faces many challenges these days. Among them are extremely high development costs, long development times, as well as a low number of new drugs that are approved each year. To solve these…

Biomolecules · Quantitative Biology 2022-11-08 Christoph Gorgulla

This research paper addresses the critical challenge of accurately valuing post-revenue drug assets in the biotechnology and pharmaceutical sectors, a key factor influencing a wide range of strategic operations and investment decisions.…

Pricing of Securities · Quantitative Finance 2023-12-06 Yongzhuo Chen , Yixuan Liang , Yiran Liu , Brian Hobbs , Michael Kane

Artificial intelligence (AI) has been transforming the practice of drug discovery in the past decade. Various AI techniques have been used in a wide range of applications, such as virtual screening and drug design. In this survey, we first…

Machine Learning · Computer Science 2021-11-03 Jianyuan Deng , Zhibo Yang , Iwao Ojima , Dimitris Samaras , Fusheng Wang

Machine learning, particularly graph learning, is gaining increasing recognition for its transformative impact across various fields. One such promising application is in the realm of molecule design and discovery, notably within the…

Machine Learning · Computer Science 2024-01-10 Nianzu Yang , Huaijin Wu , Kaipeng Zeng , Yang Li , Junchi Yan

When a new treatment is considered for use, whether a pharmaceutical drug or a search engine ranking algorithm, a typical question that arises is, will its performance exceed that of the current treatment? The conventional way to answer…

Machine Learning · Computer Science 2016-10-27 Nir Rosenfeld , Yishay Mansour , Elad Yom-Tov

Introduction: Artificial intelligence (AI) is exhibiting tremendous potential to reduce the massive costs and long timescales of drug discovery. There are however important challenges currently limiting the impact and scope of AI models.…

Other Quantitative Biology · Quantitative Biology 2024-09-25 Ghita Ghislat , Saiveth Hernandez-Hernandez , Chayanit Piyawajanusorn , Pedro J. Ballester

Drug research and development are embracing translational research for its potential to increase the number of drugs successfully brought to clinical applications. Using the publicly available PubMed database, we sought to describe the…

Digital Libraries · Computer Science 2023-07-19 Xin Li , Xuli Tang

When designing and evaluating an experiment or observational study, it is useful to have a realistic hypothesis regarding the average treatment effect. We present an approach to conceptualizing this average by first considering a…

Methodology · Statistics 2026-04-10 Andrew Gelman , Amy Krefman , Lauren Kennedy , Jessica Hullman