The solution of linear differential systems by quadratures.
Truesdell, C., Bernstein, B.
openaire +2 more sources
The Decentralization of Liquor Policies in Texas During the Post‐Prohibition Era
ABSTRACT We examine the decentralization of liquor policies in Texas during the Post‐Prohibition era using newly collected historical legislative roll call data. By combining these data with local referendum vote shares, we analyze both legislators' and constituents' preferences on liquor policy.
Andrew Arnold, Holger Sieg
wiley +1 more source
In-Plane Vibration Analysis of Rectangular Plates with Elastically Restrained Boundaries Using Differential Quadrature Method of Variational Weak Form. [PDF]
Wang X, Zhou W, Yi S, Li S.
europepmc +1 more source
Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler +3 more
wiley +1 more source
Free vibration characteristics of trapezoidal nanoplate rested on viscoelastic substrate with arbitrary boundary conditions using differential quadrature method. [PDF]
Abdellahi R +5 more
europepmc +1 more source
Solution of helmholtz-type equations by differential quadrature method
This thesis presents the Differential Quadrature Method (DQM) for solving Helmholtz, modified Helmholtz and Helmholtz eigenvalue-eigenvector equations.
GÜLAY KURUŞ
core
Mixing It Up: Inflation at Risk
Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley +1 more source
Dynamic capital allocation in general insurance
Abstract This paper provides a model for allocating capital to different insurance lines with varying development periods for a value‐maximizing insurance company. In our model, the company makes capitalization and exposure decisions considering its capital level and its relevant loss history.
Qiheng Guo +2 more
wiley +1 more source
Density‐Valued ARMA Models by Spline Mixtures
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source

