Parabolic PDEs with Dynamic Data under a Bounded Slope Condition. [PDF]
Arch Ration Mech AnalBögelein V, Duzaar F, Treu G.
europepmc +1 more source
Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
UAV Aeromagnetic Path Planning in Complex Terrain Based on a Q-Learning-Assisted Multi-Strategy Starfish Optimization Algorithm. [PDF]
Biomimetics (Basel)Yuan S, Li Z, Zhang J.
europepmc +1 more source
Least Trimmed Squares: Cointegration and Outliers
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley +1 more source
Optimization of Moving Cone Liner Dynamics and Health Status Prediction for Cone Crushers. [PDF]
Sensors (Basel)Li M, Fu R, Wu D, Zhao L.
europepmc +1 more source
Assessing the Effectiveness of Workers' Selection Exams: The Case of the Bank of Italy
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT High‐stakes exams can be used to rank and select candidates for job openings, and the ability of those selected hinges on the design of the exam. I propose a method to model candidates' performance to assess how effective the exam is at selecting high‐ability candidates.
Santiago Pereda‐Fernández
wiley +1 more source
Extended Divergence-Measure Fields, the Gauss-Green Formula and Cauchy Fluxes. [PDF]
Arch Ration Mech AnalChen GG, Irving C, Torres M.
europepmc +1 more source
Repelled Point Processes With Application to Numerical Integration
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
wiley +1 more source
A Criterion for Categories on Which Every Grothendieck Topology is Rigid. [PDF]
Appl Categ StructMarquès J.
europepmc +1 more source
Sparse Minimum Redundancy Maximum Relevance for Feature Selection
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We propose a feature screening method that integrates both feature–feature and feature–target relationships. Inactive features are identified via a penalized minimum Redundancy Maximum Relevance (mRMR) procedure, which is the continuous version of the classical mRMR penalized by a non‐convex regularizer, and where the parameters estimated as ...
Peter Naylor +3 more
wiley +1 more source