Results 211 to 220 of about 101,104 (278)

From gateway to value ladder—The curious case of online mutual aid in China

Journal of Risk and Insurance, EarlyView.
Abstract This study examines how InsurTech‐enabled information provision, specifically the disclosure of claimant information previously unavailable in conventional insurance, influences individuals' insurance uptake. We leverage Mutual Aid (MA) platforms as a natural context to examine how socially framed loss information, peer influence, and salience
Ze Chen, Runhuan Feng, Miao Guo, Tianyang Wang   +3 more
wiley   +1 more source

Sampled-data control under time-varying delays: a robust approach for high-renewable smart grids. [PDF]

Sci Rep
Hassan M.
europepmc   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

Journal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

Optimized deep learning for Indian Classical Dance Classification a novel application based on a refined version of chameleon swarm algorithm. [PDF]

Sci Rep
Zhu D, Sun J, Lu Y, Bastani C.
europepmc   +1 more source

Bernoulli Numbers and Polynomials [PDF]

, 2011
openaire   +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

Multiple Changepoint Detection for Non‐Gaussian Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios.
Robert Lund, Thomas J. Fisher, Norou Diawara, Michael Wehner   +3 more
wiley   +1 more source

Double reinforcement learning for cluster synchronization of Boolean control networks under denial of service attacks. [PDF]

PLoS One
Deng W, Huang C, Shuai Q.
europepmc   +1 more source

mixFOCuS: A Communication‐Efficient Online Changepoint Detection Method in Distributed System for Mixed‐Type Data

Journal of Time Series Analysis, EarlyView.
ABSTRACT With the advent of the Internet of Things, it is increasingly common to have large networks of sensors, where each sensor may collect different types of data, has limited local computing resources and the ability to transmit data to a central cloud. Detecting events that trigger changes in sensor data properties is a key concern.
Ziyang Yang, Idris A. Eckley, Paul Fearnhead   +2 more
wiley   +1 more source