Results 61 to 70 of about 12,886 (197)

Real‐Time Conformal Maps and Parameterizations

Computer Graphics Forum, EarlyView.
Abstract We present a simple algorithm to conformally map between two simple and bounded planar domains based on the concept of harmonic measure, which is a conformal invariant. With suitable preprocessing, the algorithm is fast enough to compute all possible conformal maps (having three real degrees of freedom) between the two domains in real time in
Q. Chang, C. Gotsman, K. Hormann
wiley   +1 more source

Espil short proof of generalized Cauchy's residue theorem

, 2019
Shortly we can derive the Cauchy's residue tbeorem (its general form) just by integration of a Taylor Series "without" making any radius go to zero,even without the limit circumference idea take place. The Espil's theorem it's a short proof of the Cauchy's generalized residue theorem.
openaire   +1 more source

Derivation of Feynman Propagator Using Cauchy's Residue Theorem of a Dirac Delta Driven Wave Equation.

, 2020
Abstract The Green’s Function of a Dirac Driven Wave Equation was obtained after applying Cauchy’s Residue Theorem to a contour integral. Solutions were obtained for initial conditions t < 0 and t > 0 by Fourier transforming the Green’s function, obtaining preferred spatial variables of the Fourier transform, and inverse Fourier transforming back
openaire   +1 more source

Closed‐Form Optimal Investment Under Generalized GARCH Models

European Financial Management, EarlyView.
ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel, Tobias Lausser, Rudi Zagst   +2 more
wiley   +1 more source

Identification and Estimation of Large Network Games with Private Link Information

International Economic Review, EarlyView.
ABSTRACT We study the identification and estimation of large network games in which individuals choose continuous actions while holding private information about their links and payoffs. Extending the framework of Galeotti et al., we build a tractable empirical model of such network games and show that the parameters in individual payoffs are ...
Hülya Eraslan, Xun Tang
wiley   +1 more source

A Tutorial on Conducting and Interpreting a Bayesian Independent T‐Test Using Open‐Source Software

Journal of Advanced Nursing, EarlyView.
ABSTRACT Aim To demonstrate a worked‐out example of a Bayesian independent t‐test using open‐source software, simulated data, a hypothetical nurse education intervention and a randomised controlled study design. This tutorial explains relevant Bayesian concepts and highlights literature that provides statistically principled justifications for ...
Helen Evelyn Malone, Imelda Coyne
wiley   +1 more source

Taylor expansion and the Cauchy Residue Theorem for finite-density QCD [PDF]

, 2018
We present an update on our efforts to determine the Taylor coefficients of the µ/T expansion of the pressure for finite-density QCD. Here, we explore alternatives based on the Cauchy Residue Theorem, which allows us to use a discretized contour to determine the desired spectral moments occurring in the Taylor expansion of QCD at zero chemical ...
Forcrand, Philippe de, Jäger, Benjamin
openaire  

Validation of machine learning based scenario generators

Journal of Risk and Insurance, EarlyView.
Abstract Machine learning (ML) methods are becoming increasingly important for designing economic scenario generators for internal models. Validating data‐driven models requires different methods than validating classical, theory‐based models. We discuss two novel aspects of such validation: first, checking the multivariate distribution of risk factors,
Gero Junike, Solveig Flaig, Ralf Werner
wiley   +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

Tensor Changepoint Detection and Eigenbootstrap

Journal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta, Barbora Peštová, Martin Romaňák   +2 more
wiley   +1 more source