Journal of Time Series Analysis, EarlyView.ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli +2 more
wiley +1 more source
Application of Local Approaches to Crack Development in Structural Materials. [PDF]
Materials (Basel)Kozák V, Vala J.
europepmc +1 more source
Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting
Journal of Time Series Analysis, EarlyView.ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss +2 more
wiley +1 more source
Varifold solutions to volume-preserving mean curvature flow: existence and weak-strong uniqueness. [PDF]
Math AnnPoiatti A.
europepmc +1 more source
Partial Time‐Varying Regression Modelling Under General Heterogeneity
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper studies a semiparametric time‐varying regression model in which a subset of regressors is associated with fixed parameters, while the remaining regressors have parameters that evolve smoothly over time. We propose a closed‐form semiparametric Frisch‐Waugh‐Lovell estimator for the fixed parameters, and a non‐parametric kernel type ...
Liudas Giraitis +3 more
wiley +1 more source
OPERA: A Unified Framework for AI-Assisted Polymer Metamaterial Design Through Operator Learning, Physics Embedding, and Normalizing-Flow Inverse Architecture. [PDF]
Polymers (Basel)Enakoutsa K, Giorgio I.
europepmc +1 more source
Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Quantum Systems at The Brink: Helium-Type Systems. [PDF]
Arch Ration Mech AnalHundertmark D, Jex M, Lange M.
europepmc +1 more source
Risk, Utility and Sensitivity to Large Losses
Mathematical Finance, EarlyView.ABSTRACT Risk and utility functionals are fundamental building blocks in economics and finance. In this paper we investigate under which conditions a risk or utility functional is sensitive to the accumulation of losses in the sense that any sufficiently large multiple of a position that exposes an agent to future losses has positive risk or negative ...
Martin Herdegen +2 more
wiley +1 more source
An extrapolation result in the variational setting: improved regularity, compactness, and applications to quasilinear systems. [PDF]
Stoch Partial Differ EquBechtel S, Veraar M.
europepmc +1 more source