Results 141 to 150 of about 47,300 (274)
Study on fracture parameter calibration and failure characteristics of rock with hole and crack
Deep Underground Science and Engineering, EarlyView.The SIF and plastic zone equations for a single hole and crack have been derived. The model's failure state leads to the identification of four types of cracks. The plastic zone increases with increased brittleness and decreased crack length. Abstract Cracks within the surrounding rock of roadways significantly affect their stability and failure ...
Shaochi Peng, Wensong Wang
wiley +1 more source
p-adic vertex operator algebras. [PDF]
Res Number Theory, 2023 Franc C, Mason G.
europepmc +1 more source
Epilepsia, EarlyView.Cong Fu et al. demonstrate that glymphatic system dysfunction is linked to enhanced inhibitory cortical activity using diffusion MRI and EEG. These findings highlight a mechanistic link between perivascular fluid dynamics and neuronal activity, suggesting a role for glymphatic function in maintaining cortical stability in epilepsy.
Cong Fu +11 more
wiley +1 more source
Earthquake Engineering &Structural Dynamics, EarlyView.ABSTRACT Multivariate ground motion models (GMMs) that capture the correlation between different intensity measures (IMs) are essential for seismic risk assessment. Conventional GMMs are often developed using a two‐stage approach, where separate univariate models with predefined functional forms are fitted first, and correlation is addressed in a ...
Sayed Mohammad Sajad Hussaini +2 more
wiley +1 more source
Automatic differentiation of uncertainties: an interval computational differentiation for first and higher derivatives with implementation. [PDF]
PeerJ Comput Sci, 2023 Dawood H, Megahed N.
europepmc +1 more source
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
International Journal of Robust and Nonlinear Control, EarlyView., 2023 Abstract We propose a hierarchical energy management scheme for aggregating Distributed Energy Resources (DERs) for grid flexibility services. To prevent a direct participation of numerous prosumers in the wholesale electricity market, aggregators, as self‐interest agents in our scheme, incentivize prosumers to provide flexibility. We firstly model the
Xiupeng Chen +3 more
wiley +1 more source
Improving Implied Volatility Forecasts for American Options Using Neural Networks
Journal of Futures Markets, EarlyView.ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley +1 more source
Doing Algebra over an Associative Algebra
, 2017 Finished draft of work primarily done during the summer of ...
openaire +2 more sources