Results 41 to 50 of about 6,946 (173)
Earthquake Engineering &Structural Dynamics, EarlyView.ABSTRACT Multivariate ground motion models (GMMs) that capture the correlation between different intensity measures (IMs) are essential for seismic risk assessment. Conventional GMMs are often developed using a two‐stage approach, where separate univariate models with predefined functional forms are fitted first, and correlation is addressed in a ...
Sayed Mohammad Sajad Hussaini +2 more
wiley +1 more source
Derivations and KMS-Symmetric Quantum Markov Semigroups. [PDF]
Commun Math Phys, 2023 Vernooij M, Wirth M.
europepmc +1 more source
International Journal for Numerical Methods in Fluids, EarlyView.We introduce an efficient open‐source numerical framework for the automated search for the placements of injection and production wells in hot fracture‐controlled reservoirs that sustainably optimize geothermal energy production. We model the reservoirs as discrete fracture networks in 3D. The fluid flow and heat transport in the reservoirs are modeled
Ondřej Pártl, Ernesto Meneses Rioseco
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The Looijenga-Lunts-Verbitsky Algebra and Verbitsky's Theorem. [PDF]
Milan J Math, 2022 Bottini A.
europepmc +1 more source
Coherent Forecasting of Realized Volatility
Journal of Forecasting, EarlyView.ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
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Improving Implied Volatility Forecasts for American Options Using Neural Networks
Journal of Futures Markets, EarlyView.ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
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Deformations of Lie brackets: cohomological aspects
, 1999 We introduce a new cohomology for Lie algebroids, and prove that it provides a differential graded Lie algebra which ``controls'' deformations of the structure bracket of the algebroid.
Crainic, M., Moerdijk, I.
core +1 more source
Journal of Applied Econometrics, EarlyView.ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
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Mathematical Methods in the Applied Sciences, EarlyView.We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés +2 more
wiley +1 more source
Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6912-6917, April 2025.ABSTRACT Nowadays, a substantial portion of investigations concerning the symmetry analysis of differential equations predominantly adhere to a framework comprising the following key procedures: (i) the derivation of symmetries, (ii) the determination of an optimal system, (iii) the utilization of these symmetries to construct invariants or ...
A. Paliathanasis +2 more
wiley +1 more source