Results 171 to 180 of about 3,896 (261)

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

open access: yesMathematical 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   +3 more
wiley   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

open access: yesMathematical 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

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

open access: yesMathematical 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

The failure of the Ehlers-Kundt conjecture in the impulsive case. [PDF]

open access: yesGen Relativ Gravit
Frauenberger ML   +2 more
europepmc   +1 more source

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

open access: yesTransactions 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

scMOG: A graph neural network method for regulatory relationship‐preserving single‐cell multi‐omics integration

open access: yesQuantitative Biology, Volume 14, Issue 3, September 2026.
Abstract Single‐cell multi‐omics sequencing technology provides a powerful tool for studying cellular heterogeneity. However, beyond the challenges of sparsity, heterogeneity, and dimensionality differences, a critical challenge in multi‐omics data integration lies in preserving the true regulatory relationships among molecular features.
Yucheng Lu, Xun Zhang, Hongwei Li
wiley   +1 more source

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