Results 211 to 220 of about 1,535,797 (279)

Maximum independent set in multiplex social networks and its application to influence maximization. [PDF]

Sci Rep
Daliri Khomami MM, Rezvanian A, Meybodi MR.   +2 more
europepmc   +1 more source

The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube

Journal of Economic Surveys, EarlyView.
ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng, Salman Huseynov, Diomides Mavroyiannis   +2 more
wiley   +1 more source

Supervised and Unsupervised Learning with Numerical Computation for the Wolfram Cellular Automata. [PDF]

Entropy (Basel)
Tuo K, Deng S, Yang Y, Wang Y, Wang Q, Li W, Zhang W.   +6 more
europepmc   +1 more source

On Selection of Cross‐Section Averages in Non‐Stationary Environments

Journal of Time Series Analysis, EarlyView.
ABSTRACT Information criteria (ICs) have been widely used in factor models to estimate an unknown number of latent factors. It has recently been shown that ICs perform well in Common Correlated Effects (CCE) and related settings when selecting a set of cross‐section averages (CAs) sufficient for the factor space under stationary factors.
Jan Ditzen, Ovidijus Stauskas
wiley   +1 more source

Missing value replacement in strings and applications. [PDF]

Data Min Knowl Discov
Bernardini G, Liu C, Loukides G, Marchetti-Spaccamela A, Pissis SP, Stougie L, Sweering M.   +6 more
europepmc   +1 more source

Sequential Outlier Detection in Nonstationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Exploring wave propagation dynamics in heterogeneous excitable media: effects of intermittent cellular inactivation. [PDF]

Front Physiol
Biton Y, Braunstein D, Smolik E, Rabinovitch R, Rabinovitch A.   +4 more
europepmc   +1 more source

Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)

Journal of Time Series Analysis, EarlyView.
ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley   +1 more source

From RNA design to delivery: Computational strategies for functional RNA therapeutics. [PDF]

Bioact Mater
Wang Y, Tong S, Wang X, Jin X, Tan D, Lu Y.   +5 more
europepmc   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source