Results 131 to 140 of about 3,602 (250)

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

On the Convergence of Random Differential Quadrature (RDQ) Method and Its Application in Solving Nonlinear Differential Equations in Mechanics

, 2009
Differential Quadrature (DQ) is one of the efficient derivative approximation techniques but it requires a regular domain with all the points distributed only along straight lines.
Hua Li, Simon See, Shantanu S. Mulay
core   +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

All-optical cryptography through spectral amplitude and delay encoding

Journal of Microwaves, Optoelectronics and Electromagnetic Applications
All-optical data encryption is a promising technology that could lead communication systems to an unprecedented degree of security. In this paper we use computer simulations to systematically investigate a new all-optical cryptography technique that is ...
M. L. F. Abbade, L. A. Fossaluzza Jr., C. A. Messani, G. M. Taniguti, E. A. M. Fagotto, I. E. Fonseca   +5 more
doaj   +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

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach

Mathematical Finance, EarlyView.
ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami, Tor A. Myrvoll   +4 more
wiley   +1 more source

Root Structural and Metabolic Plasticity Confers Tolerance to Salinity in Wild Barley Species Grown Under Waterlogging

Plant, Cell &Environment, EarlyView.
ABSTRACT Salinity combined with waterlogging is a major abiotic stress that severely limits crop growth and yield. We investigated species‐specific adaptations to salinity under constant waterlogging conditions in the wild halophytic barleys Hordeum marinum and H. glaucum, compared with the cultivated H. vulgare.
Stanislav Isayenkov, Ljudmilla Borisjuk, Simon Mayer, Alexander Hilo, Dominic Knoch, Tobias Meitzel, Bettina Hause, Yudelsy Antonia Tandron Moya, Hardy Rolletschek, Edgar Peiter, Volodymyr Radchuk   +10 more
wiley   +1 more source

Nonlinear Analysis of Organic Polymer Solar Cells Using Differential Quadrature Technique with Distinct and Unique Shape Function

Computer Modeling in Engineering & Sciences, 2023
Ola Ragb, Mokhtar Mohamed, Mohamed S. Matbuly, Omer Civalek   +3 more
openaire   +1 more source

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios, Mogens Bladt, Michael Sørensen   +2 more
wiley   +1 more source

Repelled Point Processes With Application to Numerical Integration

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat, Gabriel Mastrilli, Rémi Bardenet, Raphaël Lachièze‐Rey   +3 more
wiley   +1 more source