Results 71 to 80 of about 6,894 (157)
Journal of Advanced Nursing, EarlyView.ABSTRACT Aims The study focused on nurses' familiarity with, beliefs about, and attitudes towards artificial intelligence, aiming to identify configurations of necessary and sufficient conditions associated with strong intentions to use artificial intelligence‐based health technologies in their clinical practice. Design Cross‐sectional survey conducted
Louis Raymond +3 more
wiley +1 more source
Asymptotic Symmetries in the BV-BFV Formalism. [PDF]
Commun Math Phys, 2021 Rejzner K, Schiavina M.
europepmc +1 more source
What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles
Journal of Economic Surveys, EarlyView.ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann +1 more
wiley +1 more source
Differential Invariants of Measurements, and Their Relation to Central Moments. [PDF]
Entropy (Basel), 2020 Schneider E.
europepmc +1 more source
Journal of Sleep Research, EarlyView.ABSTRACT Lucid dreaming, defined as the experience of becoming aware of dreaming while dreaming, offers a unique window into a state of consciousness characterised by a blending of the sensory vividness of REM sleep with the self‐awareness of wakefulness. While past functional imaging has shed light on the neural activity supporting lucid dreaming, the
Nicola De Pisapia +4 more
wiley +1 more source
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM‐type statistics attain the minimax optimal rates for localizing the change point.
Annika Hüselitz, Housen Li, Axel Munk
wiley +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Macroscopic Market Making Games
Mathematical Finance, EarlyView.ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source