Results 121 to 130 of about 559 (266)
Density‐Valued ARMA Models by Spline Mixtures
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source
Nonlinear approximations in tomography, quadrature construction, and multivariate reductions
, 2012 This thesis consists of contributions to three topics: algorithms for computing generalized Gaussian quadratures, tomographic imaging algorithms, and reduction algorithms. Our approach is based on using non-linear approximations of functions.
Reynolds, Matthew Jason
core +1 more source
A Nodal Immersed Finite Element-Finite Difference Method. [PDF]
J Comput Phys, 2023 Wells D +3 more
europepmc +1 more source
On the computation of symmetric Szegő-type quadrature formulas
, 2010 By z = exp(iθ) and x = cos θ, one may relate x ∈ I=(-1,1], with θ ∈ (-π,π] and a point z on the complex unit circle T. Hence there is a connection between the integrals of 2π-periodic functions, integrals of functions over I and over T.
Bultheel, Adhemar +3 more
core
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
The Optimal Mean–Variance Selling Problem With Finite Horizon
Mathematical Finance, EarlyView.ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson +2 more
wiley +1 more source
Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
Mathematical Finance, EarlyView.ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović +4 more
wiley +1 more source
Plant, Cell &Environment, EarlyView.ABSTRACT Salinity combined with waterlogging is a major abiotic stress that severely limits crop growth and yield. We investigated species‐specific adaptations to salinity under constant waterlogging conditions in the wild halophytic barleys Hordeum marinum and H. glaucum, compared with the cultivated H. vulgare.
Stanislav Isayenkov +10 more
wiley +1 more source
Renaissance Studies, EarlyView.ABSTRACT This article contributes to the history of material culture and intellectual biography by definitively identifying the Paduan scholar Matteo Macigni (ca. 1510–1582) as the author of the annotations found in a 1535 copy of Albrecht Dürer’s Institutionum geometricarum currently preserved in Vicenza.
Laura Moretti
wiley +1 more source
The Role of Averages in CV-QKD over Fast Fading Channels. [PDF]
Entropy (Basel)Castillo-Celeita M, Schiavon M.
europepmc +1 more source