Results 1 to 10 of about 43 (41)

Toward a theory of Bayesian experimentation in early‐stage ventures

open access: yesStrategic Entrepreneurship Journal, EarlyView.
Abstract Research Summary The entrepreneurship literature has established the benefits of experimentation but has paid comparatively little attention to its costs. We develop a Bayesian model to illustrate the entrepreneurial choice between direct and experimental entry.
Andrea Contigiani   +2 more
wiley   +1 more source

Non‐Rigid 3D Shape Correspondences: From Foundations to Open Challenges and Opportunities

open access: yesComputer Graphics Forum, EarlyView.
Abstract Estimating correspondences between deformed shape instances is a long‐standing problem in computer graphics; numerous applications, from texture transfer to statistical modelling, rely on recovering an accurate correspondence map. Many methods have thus been proposed to tackle this challenging problem from varying perspectives, depending on ...
A. Zhuravlev   +14 more
wiley   +1 more source

Establishing Shape Correspondences: A Survey

open access: yesComputer Graphics Forum, EarlyView.
Abstract Shape correspondence between surfaces in 3D is a central problem in geometry processing, concerned with establishing meaningful relations between surfaces. While all correspondence problems share this goal, specific formulations can differ significantly: Downstream applications require certain properties that correspondences must satisfy ...
A. Heuschling, H. Meinhold, L. Kobbelt
wiley   +1 more source

Precautionary Saving against Correlation under Risk and Ambiguitya

open access: yesJournal of Money, Credit and Banking, EarlyView.
Abstract This paper considers precautionary saving against the correlation between two risky attributes (wealth and health) and investigates how the correlation affects optimal savings under multivariate preferences. The signs of higher‐order cross‐derivatives play a key role in determining the direction of precautionary saving against such correlation.
TAKAO ASANO, YUSUKE OSAKI
wiley   +1 more source

The Evolution of Portfolio Theory Under Risk & Uncertainty: From Mean–Variance to AI‐Augmented Investing

open access: yesJournal of Economic Surveys, EarlyView.
ABSTRACT This article summarizes the evolution of portfolio theory from mean–variance optimization to AI‐augmented investment systems. Rather than treating portfolio models as isolated techniques, it organizes the literature as a sequence of responses to different forms of uncertainty: variance, systematic risk, expected‐return estimation error ...
Xuan Feng, Sofia Yang
wiley   +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

open access: yesMathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

Combining phenomic and genomic selection for pea breeding improvement

open access: yesThe Plant Phenome Journal, Volume 9, Issue 1, December 2026.
Abstract Pea (Pisum sativum L.) is a strategic crop in the development of sustainable agriculture. However, the genetic gain remains limited despite advances in breeding. Genomic selection holds promise to accelerate varietal improvement, but its high implementation cost restricts its use in crops.
Anthony Klein   +15 more
wiley   +1 more source

On the Existence of Solutions of Dynamic Equations on Time Scales in Banach Spaces

open access: yesMathematical Methods in the Applied Sciences, Volume 49, Issue 13, Page 15358-15384, 15 September 2026.
ABSTRACT In this paper we address the question of solvability of dynamic equations on time scales in Banach spaces. In particular, our main theorem extends the result for classical differential equations in Banach spaces of Banaś and Goebel established in [5], to an arbitrary time scale.
Dušan Oberta
wiley   +1 more source

Taking Risks, With and Without Probabilities

open access: yesNoûs, Volume 60, Issue 3, Page 576-592, September 2026.
ABSTRACT Some hold that expected utility is too restrictive in the way it handles risk. Risk‐weighted expected utility is an alternative that allows decision‐makers to have a range of attitudes toward probabilistic risk. It holds that any attitude within this range is instrumentally rational, since these attitudes represent different, equally good ...
Lara Buchak
wiley   +1 more source

SMAA‐Based FITradeoff: An Efficient Framework for Pairwise Elicitation in Multicriteria Decision Analysis

open access: yesJournal of Multi-Criteria Decision Analysis, Volume 33, Issue 2, August 2026.
ABSTRACT The Flexible and Interactive Tradeoff Elicitation (FITradeoff) method is a Multi‐Attribute Decision‐Making (MADM) approach designed to capture the preferences of a Decision Maker (DM) while minimising cognitive effort. To reduce the frequency of interactions and optimise the preference elicitation process, this paper introduces an innovative ...
Qian Zhao   +3 more
wiley   +1 more source

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