Results 251 to 260 of about 16,019 (311)

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

A Clarification on Quantum-Metric-Induced Nonlinear Transport. [PDF]

Adv Sci (Weinh)
Qiang XB, Liu T, Gao ZX, Lu HZ, Xie XC.
europepmc   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

A case for resonant X-ray Bragg diffraction by a collinear antiferromagnet Li₂Ni₃P₄O₁₄. [PDF]

Acta Crystallogr B Struct Sci Cryst Eng Mater
Lovesey SW.
europepmc   +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

Experimental Evidence of a Dirac Gap Opening in Carbon-Doped Topological Insulator Bi₂Se₃. [PDF]

Nanomaterials (Basel)
Liu Q, Yang X, Zhang M.
europepmc   +1 more source

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

Sci Rep
Hidalgo MA.
europepmc   +1 more source

Frequency‐dependent contraction rates for the Bayesian method to the inverse source problem

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract This paper addresses an inverse source problem for acoustic waves in a range of frequencies. Our study has two main goals. First, although the problem is severely ill‐posed with a logarithmic stability estimate, we demonstrate, through careful analysis of the forward map's singular values, that increasing the frequency range enhances stability,
Pu‐Zhao Kow, Jenn‐Nan Wang
wiley   +1 more source

Improved modelling for vibrational energies of diatomic molecules using the generalized fractional derivative. [PDF]

Sci Rep
Khokha EM, Abu-Shady M, Omugbe E, Sweed NS.   +3 more
europepmc   +1 more source