Results 171 to 180 of about 3,896 (261)
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
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
Relativistic Modeling of K- and L‑Shell Decay in Sulfur Ions across Oxidation States. [PDF]
Li Z, Wang Y, Yan R, Yuan K, Becker U.
europepmc +1 more source
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]
Frauenberger ML +2 more
europepmc +1 more source
Frequency‐dependent contraction rates for the Bayesian method to the inverse source problem
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
Effective Dynamics of Local Observables for Extended Fermi Gases in the High-Density Regime. [PDF]
Fresta L, Porta M, Schlein B.
europepmc +1 more source
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
Topological protection by local support symmetry and destructive interference. [PDF]
Rhim JW +5 more
europepmc +1 more source

