Brain complexity represents uncertainty in sequence learning and corroborates habituation deficit in Parkinson disease patients. [PDF]
Beni MHH +3 more
europepmc +1 more source
Convergence and ergodicity for conditional distributions: theory and applications
Cynthia Zang Facer Clark
openalex +1 more source
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
Design of e-commerce product price prediction model based on generative adversarial network with adaptive weight adjustment. [PDF]
Abudureheman A, Zhao Y, Nilupaer A.
europepmc +1 more source
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Scalar-on-Function Mode Estimation Using Entropy and Ergodic Properties of Functional Time Series Data. [PDF]
Alamari MB +4 more
europepmc +1 more source
Asymptotic properties of cross‐classified sampling designs
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley +1 more source
Text-to-image generation with enhanced GANs: Bridging semantic gaps using RNN and CNN. [PDF]
Ramzan S +5 more
europepmc +1 more source
DRD-GAN: A Novel Distributed Conditional Wasserstein Deep Convolutional Relativistic Discriminator GAN with Improved Convergence [PDF]
Arunava Roy, Dipankar Dasgupta
openalex +1 more source
Asymptotic independence in more than two dimensions and its implications on risk management
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley +1 more source

