Results 41 to 50 of about 568,612 (221)
A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting
Journal of Forecasting, EarlyView.ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley +1 more source
Modular Cauchy Kernel Corresponding to the Hecke Curve [PDF]
Arnold Mathematical Journal, 2018 In this paper we construct the modular Cauchy kernel $Ξ_N(z_1, z_2)$, i.e. the modular invariant function of two variables, $(z_1, z_2) \in \mathbb{H} \times \mathbb{H}$, with the first order pole on the curve $$D_N=\left\{(z_1, z_2) \in \mathbb{H} \times \mathbb{H}|~ z_2=γz_1, ~γ\in Γ_0(N) \right\}.$$ The function $Ξ_N(z_1, z_2)$ is used in two cases ...
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Singular integral equation with a multiplicative Cauchy kernel in the half-plane [PDF]
Opuscula Mathematica, 2008 In this paper the explicit solutions of singular integral equation with a multiplicative Cauchy kernel in the half-plane are presented.
Paweł Karczmarek
doaj
Solution of Singular Integral Equations of the First Kind with Cauchy Kernel
Communications in Advanced Mathematical Sciences, 2019 In this paper an analytic method is developed for solving Cauchy type singular integral equations of the first kind, over a finite interval. Chebyshev polynomials of the first kind, $T_n(x)$, second kind, $U_n(x)$, third kind, $V_n(x)$, and fourth kind, $
B.n. Mandal, Subhabrata Mondal
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On asymptotic properties of solutions for differential equations of neutral type
Современная математика: Фундаментальные направления, 2023 The stability of systems of linear autonomous functional differential equations of neutral type is studied. The study is based on the well-known representation of the solution in the form of an integral operator, the kernel of which is the Cauchy ...
V. V. Malygina, K. M. Chudinov
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WELL-POSEDNESS OF THE CAUCHY PROBLEM FOR p-EVOLUTION SYSTEMS OF PSEUDO-DIFFERENTIAL OPERATORS [PDF]
, 2013 We study p-evolution pseudo-differential systems of the first order with coefficients in (t,x) and real characteristics. We find sufficient conditions for the well-posedness of the Cauchy problem in H∞.
Ascanelli, Alessia, Boiti, Chiara
core +1 more source
Compact Single‐Shot Incoherent Edge Detection With a Polarization‐Multiplexed Metalens
Laser &Photonics Reviews, EarlyView.A polarization‐sensitive metalens enables single‐shot incoherent edge detection by generating two polarization‐dependent images and digitally subtracting them to realize a high‐pass optical transfer function. ABSTRACT Edge detection under incoherent illumination is highly desirable for compact vision systems but remains challenging due to the lack of ...
Weiyan Li +17 more
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A characterization of Cauchy kernels
Aequationes Mathematicae, 1990 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A Cauchy kernel for the Hermitian submonogenic system [PDF]
Mathematische Nachrichten, 2016 Hermitian monogenic functions are the null solutions of two complex Dirac type operators. The system of these complex Dirac operators is overdetermined and may be reduced to constraints for the Cauchy datum together with what we called the Hermitian submonogenic system (see [8], [9]).
Colombo, Fabrizio +2 more
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ACOT Kernel Maximum Correntropy Non-Gaussian Filter
IEEE AccessNon-Gaussian filtering methods based on entropy criteria have attracted considerable attention for the suppression of non-Gaussian noise interference. Nevertheless, several limitations persist when Gaussian and Cauchy kernel functions are integrated into
Weiting Han +3 more
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