Results 251 to 260 of about 429,869 (330)

Functional Vašiček Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source

Maximum likelihood estimation of log-affine models using detailed-balanced reaction networks. [PDF]

J Math Biol
Henriksson O, Améndola C, Rodriguez JI, Yu PY.   +3 more
europepmc   +1 more source

Algebraic Closures in Divisible Rigid Groups [PDF]

N. S. Romanovskiĭ
openalex   +1 more source

Effective When Distinctive: The Role of Phonetic Similarity in Nested Dependency Learning Across Preschool Years

Language Learning, EarlyView.
Abstract Parallel tracking of distant relations between speech elements, so‐called nonadjacent dependencies (NADs), is crucial in language development but computationally demanding and acquired only in late preschool years. As processing of single NADs is facilitated when dependent elements are perceptually similar, we investigated how phonetic ...
Dimitra‐Maria Kandia, Angela D. Friederici, Jutta L. Mueller, Claudia Männel   +3 more
wiley   +1 more source

Framework development of continuous non-linear Diophantine fuzzy sets and its application to renewable energy source selection. [PDF]

Sci Rep
Khan A, Khan S, Rahimzai AA, Abdullah S.
europepmc   +1 more source

Kac-Moody Algebras on Soft Group Manifolds [PDF]

Rutwig Campoamor-Stursberg, Alessio Marrani, Michel Rausch de Traubenberg   +2 more
openalex   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

On Hodge polynomials for nonalgebraic complex manifolds. [PDF]

Proc Natl Acad Sci U S A
Katzarkov L, Lee KS, Lupercio E, Meersseman L.   +3 more
europepmc   +1 more source

Macroscopic Market Making Games

Mathematical Finance, EarlyView.
ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley   +1 more source

Generalized analysis of dynamic pull-in for singular magMEMS and MEMS oscillators. [PDF]

Sci Rep
Skrzypacz P, Ellis G, Pruchnik B, Putek P.   +3 more
europepmc   +1 more source