The multiplicity of cyclic coverings of a singularity of an algebraic variety [PDF]
Toya Kumagai, Tomohiro Okuma
openalex +1 more source
Limit Orders and Knightian Uncertainty
International Economic Review, EarlyView.ABSTRACT A wide variety of financial instruments allows risk‐averse traders to reduce their exposure to risk. This raises the question of what financial instruments allow ambiguity‐averse traders to reduce their exposure to ambiguity. We show in this paper that price‐contingent orders, such as limit orders, are sufficient: In a two‐period trading model,
Michael Greinecker, Christoph Kuzmics
wiley +1 more source
Algebraic formulas for first-passage times of Markov processes in the linear framework. [PDF]
Bull Math BiolNam KM, Gunawardena J.
europepmc +1 more source
Variance Matrix Priors for Dirichlet Process Mixture Models With Gaussian Kernels
International Statistical Review, EarlyView.Summary Bayesian mixture modelling is widely used for density estimation and clustering. The Dirichlet process mixture model (DPMM) is the most popular Bayesian non‐parametric mixture modelling approach. In this manuscript, we study the choice of prior for the variance or precision matrix when Gaussian kernels are adopted.
Wei Jing +2 more
wiley +1 more source
Chaotic analysis, hopf bifurcation and collision of optical periodic solitons in (2+1)-dimensional degenerated Biswas-Milovic equation with Kerr law of nonlinearity. [PDF]
Sci RepAl-Sawalha MM, Noor S, Shah R, Yasmin H.
europepmc +1 more source
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Soliton dynamics and stability in resonant nonlinear Schrödinger systems with cubic quintic effects via enhanced modified extended tanh function method. [PDF]
Sci RepTarek A, Ahmed HM, Badra N, Samir I.
europepmc +1 more source
Medical Knowledge Integration Into Reinforcement Learning Algorithms for Dynamic Treatment Regimes
International Statistical Review, EarlyView.Summary The goal of precision medicine is to provide individualised treatment at each stage of chronic diseases, a concept formalised by dynamic treatment regimes (DTR). These regimes adapt treatment strategies based on decision rules learned from clinical data to enhance therapeutic effectiveness.
Sophia Yazzourh +3 more
wiley +1 more source