Results 211 to 220 of about 123,228 (271)

Robust Bernoulli Mixture Models for Credit Portfolio Risk

Mathematical Finance, EarlyView.
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley   +1 more source

Spaces and sequences in the hippocampus: a homological perspective. [PDF]

J Comput Neurosci
Babichev A, Vashin V, Dabaghian Y.
europepmc   +1 more source

How Are “Financial Balances” Financed? Wicksell, (Keynes) and the US Mainstream Don't Fit Today's Institutions; Kalecki, Triffin, and Minsky Got it Right

Metroeconomica, EarlyView.
ABSTRACT The paper examines the financial balances of the US economy. Government is the main borrower and households and the foreign sector the main lenders. Business net lending is minimal. The balances and their underlying transactions contradict the loanable funds theory and its “global savings glut” variation.
Michalis Nikiforos, Lance Taylor
wiley   +1 more source

Correlation based feature importance analysis for improving machine learning stability predictions in hybrid PV systems. [PDF]

Sci Rep
Swarnkar V, Ralhan S, Singh M, Parashar D, Singh M.   +4 more
europepmc   +1 more source

Contractionary Effects of Devaluation and the Balance Sheet Effect in a Macroeconomic Model With Heterogeneous Firms

Metroeconomica, EarlyView.
ABSTRACT We propose a demand‐led heterogeneous firm macroeconomic model to study the impact of an exchange rate devaluation on output and financial stability. We simulate the model and find that, in the presence of foreign debt, a devaluation can have contractionary effects.
Lucca Gustafson Rodrigues, Lílian Rolim, Laura Carvalho   +2 more
wiley   +1 more source

Exploring Limit Cycles of Differential Equations through Information Geometry Unveils the Solution to Hilbert's 16th Problem. [PDF]

Entropy (Basel)
da Silva VB, Vieira JP, Leonel ED.
europepmc   +1 more source

Least Trimmed Squares: Cointegration and Outliers

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley   +1 more source

Artificial intelligence-powered signal analysis of loop-mediated isothermal amplification (LAMP) for the screening of Kaposi sarcoma at the point of care.

Sens Diagn
Hull D, Boza J, Manning J, Chu X, Cesarman E, Semeere A, Martin J, Erickson D.   +7 more
europepmc   +1 more source

Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley   +1 more source

Bifurcation analysis of small amplitude unidirectional waves for nonlinear Schrödinger equations with fractional derivatives. [PDF]

Sci Rep
Aderyani SR, Saadati R, Abolhassanifar MS, O'Regan D.   +3 more
europepmc   +1 more source