Results 161 to 170 of about 409,693 (287)

Representations of Alternative Algebras [PDF]

Transactions of the American Mathematical Society, 1952
openaire   +2 more sources

A Multivariate Mixed‐Effects Regression Framework for Ground Motion Modeling: Integrating Parametric and Machine Learning Approaches

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Multivariate ground motion models (GMMs) that capture the correlation between different intensity measures (IMs) are essential for seismic risk assessment. Conventional GMMs are often developed using a two‐stage approach, where separate univariate models with predefined functional forms are fitted first, and correlation is addressed in a ...
Sayed Mohammad Sajad Hussaini, Shaghayegh Karimzadeh, Paulo B. Lourenço   +2 more
wiley   +1 more source

Commutative Algebra Modeling in Materials Science - A Case Study on Metal-Organic Frameworks (MOFs). [PDF]

J Chem Inf Model
Khaemba CS, Feng H, Chen D, Chen CL, Wei GW, Wei GW.   +5 more
europepmc   +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Ramifications of generalized Feller theory. [PDF]

J Evol Equ
Cuchiero C, Möllmann T, Teichmann J.
europepmc   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

The Category of Anyon Sectors for Non-Abelian Quantum Double Models. [PDF]

Commun Math Phys
Bols A, Hamdan M, Naaijkens P, Vadnerkar S.   +3 more
europepmc   +1 more source

Induced representations of 𝐶*-algebras [PDF]

Bulletin of the American Mathematical Society, 1972
openaire   +2 more sources

Improving Implied Volatility Forecasts for American Options Using Neural Networks

Journal of Futures Markets, EarlyView.
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley   +1 more source

The modulating role of sources of difficulty in interactive matchstick algebra. [PDF]

Front Psychol
Spiridonov V, Erofeeva M, Klowait N, Morozov M, Ardislamov V.   +4 more
europepmc   +1 more source