Results 161 to 170 of about 63,354 (312)
CoRRThis paper introduces the Neural-Brownian Motion (NBM), a new class of stochastic processes for modeling dynamics under learned uncertainty. The NBM is defined axiomatically by replacing the classical martingale property with respect to linear expectation with one relative to a non-linear Neural Expectation Operator, $\varepsilon^θ$, generated by a ...
openaire +2 more sources
Energy Science &Engineering, EarlyView.ABSTRACT The solar photovoltaic (PV) installations, which are essential for renewable energy systems, are vulnerable to partial shading, resulting in considerable power losses and operational inefficiencies. The dynamic reconfiguration of PV arrays has become an effective strategy to mitigate these effects by adaptively modifying the array topology to ...
Manoharan Premkumar +3 more
wiley +1 more source
Brownian Motion Simulation for Estimating Chloride Diffusivity of Cement Paste. [PDF]
Materials (Basel), 2023 Zhang C, Li X, Chen F, Wang X, Zheng J.
europepmc +1 more source
Analysis of Complex Brownian Functionals
, 2012 [[abstract]]A theory of generalized functions based on the complex Brownian motion Z(t) established on the probability space. Using the representation of the complex Brownian motion and employing the technique of white noise calculus initiated by Hida ...
顏廣杰, Yen, Kuang-Ghieh
core
Journal of Forecasting, EarlyView.ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
Planar aggregation and the coalescing Brownian flow. [PDF]
, 2008 We study a scaling limit associated to a model of planar aggregation. The model is obtained by composing certain independent random conformal maps. The evolution of harmonic measure on the boundary of the cluster is shown to converge to the coalescing ...
Norris, James, Turner, Amanda
core
Head &Neck, EarlyView.ABSTRACT Background Tumor cells adapt to hypoxia by releasing hiTDExs enriched with bioactive molecules that modulate endothelial behavior and promote tumor progression. This study aimed to characterize how hypoxia‐induced HNSCC exosomes reshape the endothelial secretome and contribute to metastatic potential.
Ozel Capik +6 more
wiley +1 more source
Quantifying Brownian motion in the presence of simple shear flow with particle diffusometry. [PDF]
Exp Fluids, 2023 Lee DH +4 more
europepmc +1 more source
Alternative Price Dynamics and Valuation of Flexible Strategies
International Journal of Finance &Economics, EarlyView.ABSTRACT In this article, we study the optimal operational strategy of production projects. We investigate different underlying price models and determine the optimal barriers of transition to suspension, recovery, or irreversible abandonment of productive activity.
Cristina Bertolosi +2 more
wiley +1 more source
Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories
International Journal of Finance &Economics, EarlyView.ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley +1 more source