Results 131 to 140 of about 83,569 (221)

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

An Explainable Markov Chain-Machine Learning Sequential-Aware Anomaly Detection Framework for Industrial IoT Systems Based on OPC UA. [PDF]

Sensors (Basel)
Ghazi Y, Tabaa M, Ennaji M, Zaz G.
europepmc   +1 more source

Linking eBird data with high spatiotemporal remote sensing products to estimate occupancy of bird populations across the island of Ireland

Ibis, EarlyView.
The vast increase in biodiversity data generated through citizen science initiatives, alongside a growing suite of remote sensing products and advanced modelling tools, has opened new avenues for rapidly, accurately and efficiently monitoring species trends to inform conservation, management and policy.
Ramiro D. Crego, Solène Gobet, John Kennedy, Brian Burke, Andrew Lynch, Dick Coombes, Sinéad Cummins, Lesley Lewis   +7 more
wiley   +1 more source

Markov Chain Wave Generative Adversarial Network for Bee Bioacoustic Signal Synthesis. [PDF]

Sensors (Basel)
Samarappuli K, Ardekani I, Mohaghegh M, Sarrafzadeh A.   +3 more
europepmc   +1 more source

When in Doubt, Tax More Progressively? Uncertainty and Progressive Income Taxation

International Economic Review, EarlyView.
ABSTRACT We study the optimal income tax problem under parameter uncertainty about household preferences and wage dynamics. We derive conditions characterizing how such uncertainty affects optimal tax policy. To quantify the effect, we estimate a life‐cycle model using US data and a Bayesian approach.
Minsu Chang, Chunzan Wu
wiley   +1 more source

Bayesian hierarchical models for multivariate mixed responses with repeated measures: A case study in arterial occlusive disease. [PDF]

PLoS One
Ebrahim EA, Cengiz MA.
europepmc   +1 more source

Miners' Reward Elasticity and Stability of Competing Proof‐of‐Work Cryptocurrencies

International Economic Review, EarlyView.
ABSTRACT Proof‐of‐Work cryptocurrencies employ miners to sustain the system through algorithmic reward adjustments. We develop a stochastic model of the multicurrency mining and identify conditions for stable transaction speeds. Bitcoin's algorithm requires hash supply elasticity <$<$1 for stability, while ASERT remains stable for any elasticity and ...
Kohei Kawaguchi, Junpei Komiyama, Shunya Noda   +2 more
wiley   +1 more source

SpaLSTF: Diffusion-based generative model with BiLSTM and XCA-Transformer for spatial transcriptomics imputation. [PDF]

PLoS Comput Biol
Yuan L, Jiang Y, Meng B, Wang Q, Wang C, Huang DS.   +5 more
europepmc   +1 more source

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

International Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri, Bernardo Nipoti, Emilio Porcu, Philip White   +3 more
wiley   +1 more source

Dynamic pricing modeling and inventory management in omnichannel retail using Quantum Decision Theory and reinforcement learning. [PDF]

PLoS One
Roosta S, Sadjadi SJ, Makui A.
europepmc   +1 more source