Results 171 to 180 of about 610,690 (303)

What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles

Journal of Economic Surveys, EarlyView.
ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann, Anja Janischewski   +1 more
wiley   +1 more source

Twist Fields in Many-Body Physics. [PDF]

Entropy (Basel)
Doyon B.
europepmc   +1 more source

A linear algebra approach to OLAP

Formal Aspects of Computing, 2014
H. D. Macedo, J. Oliveira
semanticscholar   +1 more source

Subtle Discrimination

The Journal of Finance, EarlyView.
ABSTRACT We introduce the concept of subtle discrimination—biased acts that cannot be objectively ascertained as discriminatory. When candidates compete for promotions by investing in skills, firms' subtle biases induce discriminated candidates to overinvest when promotions are low‐stakes (to distinguish themselves from favored candidates) but ...
ELENA S. PIKULINA, DANIEL FERREIRA
wiley   +1 more source

Matrix Quantum Mechanics and Entanglement Entropy: A Review. [PDF]

Entropy (Basel)
Fliss JR, Frenkel A.
europepmc   +1 more source

Lucid Dreaming Frequency Associated With Grey–White Matter Networks: An Exploratory Multimodal MRI Study

Journal of Sleep Research, EarlyView.
ABSTRACT Lucid dreaming, defined as the experience of becoming aware of dreaming while dreaming, offers a unique window into a state of consciousness characterised by a blending of the sensory vividness of REM sleep with the self‐awareness of wakefulness. While past functional imaging has shed light on the neural activity supporting lucid dreaming, the
Nicola De Pisapia, Erdem Taskiran, Stefano Mastino, Gabriele Penazzi, Alessandro Grecucci   +4 more
wiley   +1 more source

The generic Markov cohomological Hall algebra is not spherically generated. [PDF]

R Soc Open Sci
Davison B.
europepmc   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

Algebraic Approach to Maximum Likelihood Factor Analysis. [PDF]

Psychometrika
Fukasaku R, Hirose K, Kabata Y, Teramoto K.   +3 more
europepmc   +1 more source

Functional Vašiček Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source