Results 191 to 200 of about 252,932 (279)

An approach to the QHE in 3D electron systems. [PDF]

Sci Rep
Hidalgo MA.
europepmc   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

Highly Efficient Conductivity Modulation via Stacked Multi-Gate Graphene Ambipolar Transistors. [PDF]

Nanomaterials (Basel)
Nie C, Zhang H, Zhang X, Sun F, Liu J, Wei X.   +5 more
europepmc   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +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

Chiral hinge-surface transport across dimensions in three-dimensional magneto-optical topological materials. [PDF]

Sci Adv
Lai HS, Zhou YC, Sun ZQ, He C, Chen YF.
europepmc   +1 more source

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

Mathematical Finance, EarlyView.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici, Gianluca Fusai, Anna Maria Gambaro, Daniele Marazzina   +3 more
wiley   +1 more source

Spatial depth for data in metric spaces

Scandinavian Journal of Statistics, EarlyView.
Abstract We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution, allowing quantifying their centrality/outlyingness.
Joni Virta
wiley   +1 more source

Transport evidence of current-induced nematic Dirac valleys in a parity-time-symmetric antiferromagnet. [PDF]

Nat Commun
Sakai H, Miyamoto Y, Kimata M, Watanabe H, Yanase Y, Ochi M, Kondo M, Murakawa H, Hanasaki N.   +8 more
europepmc   +1 more source

Far-field phonon coupling in valley metamaterial circuits. [PDF]

Nat Commun
Huang Y, Yuan W, Guo Z, Wang Q, Zhang Y, Zhou Y, Pan Y, Zhou J, Wright OB, Zhong Z, Zhao J.   +10 more
europepmc   +1 more source