Results 51 to 60 of about 10,370 (163)
p-adic vertex operator algebras. [PDF]
Res Number Theory, 2023 Franc C, Mason G.
europepmc +1 more source
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
wiley +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
wiley +1 more source
An algebraic framework for structured epidemic modelling. [PDF]
Philos Trans A Math Phys Eng Sci, 2022 Libkind S +4 more
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Signed Projective Cubes, a Homomorphism Point of View
Journal of Graph Theory, EarlyView.ABSTRACT The (signed) projective cubes, as a special class of graphs closely related to the hypercubes, are on the crossroad of geometry, algebra, discrete mathematics and linear algebra. Defined as Cayley graphs on binary groups, they represent basic linear dependencies.
Meirun Chen +2 more
wiley +1 more source
Laser &Photonics Reviews, EarlyView.Introducing dynamical dephasing into the photon modes of a waveguide causes spontaneous emission to switch from conventional exponential decay to a robust power‐law behavior visible at short times. The power law arises from photon diffusion in a dynamically disordered environment, uncovering a previously unexplored, decoherence‐induced pathway to ...
Stefano Longhi
wiley +1 more source
Rigorous Electromagnetic Quasinormal‐Mode Method Made Easy for Users
Laser &Photonics Reviews, EarlyView.We present a method that combines numerical techniques with accurate approximations to enable simple and ultrafast computations of the scattered field based on quasinormal modes expansions. The method is made available in the open‐source package MANlite implemented within COMSOL.
Tong Wu, Philippe Lalanne
wiley +1 more source
Brauer and partition diagram models for phylogenetic trees and forests. [PDF]
Proc Math Phys Eng Sci, 2022 Francis A, Jarvis PD.
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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
A reconstruction theory of relational schema induction. [PDF]
PLoS Comput Biol, 2021 Phillips S.
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