Results 101 to 110 of about 2,690,813 (243)

Semiological features of epilepsy seizures and paroxysmal non‐epileptic events in children: A systematic review and meta‐analysis

Developmental Medicine &Child Neurology, EarlyView.
Pediatric paroxysmal non‐epileptic events (PNEs) are frequently misdiagnosed as epilepsy. We systematically reviewed and synthesized 40 studies, including 3123 video‐EEG monitored pediatric patients. Epileptic seizures in infants (1 month–3 years) typically presented as arrest, while in children and adolescents (1 month–21 years) they manifested as ...
Tímea Lőrincz‐Molnár, Márk Viktor Hernádfői, Krisztina Szalkay, Réka Tóth, Marie Anne Engh, Péter Kiss, Miklós Garami, Péter Hegyi, András Fogarasi   +8 more
wiley   +1 more source

Life Cycle Consumption and Portfolio Choice Under Real Interest Rate Risk

Financial Management, EarlyView.
ABSTRACT We set up a life cycle model with real interest rate risk to demonstrate that real interest rates have implications for optimal household consumption and investments. Lower interest rates lead to higher optimal stock investments and lower consumption.
Marcel Fischer, Natascha Jankowski
wiley   +1 more source

Appraisal of Six Natural Mica Reference Materials for In Situ Rb‐Sr Geochronology

Geostandards and Geoanalytical Research, EarlyView.
Key Points Evaluated six natural mica reference materials for in situ LA‐ICP‐MS/MS Rb‐Sr geochronology using geochemical, microstructural and isotopic characterisation. Identified robust primary reference materials: Mount Dromedary biotite (99.37 Ma) and Mica‐Fe biotite (307.75 Ma). La Posta biotite and Högsbo muscovite are suitable secondary reference
Hugo K.H. Olierook, Bruno V. Ribeiro, Janne Liebmann, Kai Rankenburg, Fred Jourdan, Ahmad Redaa, Jarred C. Lloyd, Thomas M. Belgrano, Carlos R. Corella Santa Cruz, Yujin Jegal, Julien Mercadier, Catherine Zimmermann, Jie Yu, Andreas Zametzer, Christopher L. Kirkland, Sarah E. Gilbert, Craig D. Storey, Luc S. Doucet, Isabelle Jones, Louisa Stokes, Thomas Zack, Delia Rösel, Denis Fougerouse, Jonas Kaempf, Priyanjan Datta, Hijas Hameed, Noreen J. Evans, Malcolm P. Roberts, Juraj Farkas, Stijn Glorie, Celia Mayers, R. Adam Frew, Sarah Al Odeh, Chloe E. Roche, Massimo Chiaradia, Alicia M. Cruz‐Uribe, Alan S. Collins, Andreas Karlsson, Anusha Shantha Kumara   +38 more
wiley   +1 more source

Mixing It Up: Inflation at Risk

Journal of Money, Credit and Banking, EarlyView.
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

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

Double inequalities of Newton's quadrature rule [PDF]

, 2006
In this paper double inequalities of Newton's quadrature rule are ...
Marius Heljiu
core  

Dynamic capital allocation in general insurance

Journal of Risk and Insurance, EarlyView.
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, Daniel Bauer, George H. Zanjani   +2 more
wiley   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
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

Mathematical Finance, EarlyView.
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

The Optimal Mean–Variance Selling Problem With Finite Horizon

Mathematical Finance, EarlyView.
ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson, Jesper Lund Pedersen, Goran Peskir   +2 more
wiley   +1 more source