Results 131 to 140 of about 61,972 (313)

Measure‐valued processes for energy markets

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

Partial Observability of Implied Volatility Matrices: Identification and Covolatilities Filtering

open access: yesMathematical Finance, EarlyView.
ABSTRACT Whereas data on implied volatilities are available for a large number of assets, this is less frequently the case of implied covolatilities. We introduce a new approach based on static and dynamic Wishart models to solve this problem of missing data.
Christian Gouriéroux, Yang Lu
wiley   +1 more source

A Legendre spectral method based on a hybrid format and its error estimation for fourth-order eigenvalue problems

open access: yesAIMS Mathematics
In this paper, we developed and studied an efficient Legendre spectral method for fourth order eigenvalue problems with the boundary conditions of a simply supported plate.
Yuanqiang Chen, Jihui Zheng, Jing An
doaj   +1 more source

Recent advancements in artificial intelligence‐powered cancer prediction from oral microbiome

open access: yesPeriodontology 2000, EarlyView.
Abstract Oral cancer is a major global health burden, ranking sixth in prevalence, with oral squamous cell carcinoma (OSCC) being the most common type. Importantly, OSCC is often diagnosed at late stages, underscoring the need for innovative methods for early detection.
Negin Soghli   +4 more
wiley   +1 more source

Plank theorems and their applications: A survey

open access: yesBulletin of the London Mathematical Society, EarlyView.
Abstract Plank problems concern the covering of convex bodies by planks in Euclidean space and are related to famous open problems in convex geometry. In this survey, we introduce plank problems and present surprising applications of plank theorems in various areas of mathematics.
William Verreault
wiley   +1 more source

Uncertainty quantification via polynomial chaos expansion of myocardial fibre orientation and cardiac activation patterns

open access: yesThe Journal of Physiology, EarlyView.
Abstract figure legend Graphical representation of methods. We implemented three biventricular geometric models (Zenger et al., 2020) with rule‐based myocardial fibre orientations (Bayer et al., 2018). We evaluated variability in the fibre orientation via four sets of parameter distributions to determine the role of the primary and imbrication angles ...
Lindsay C. R. Tanner   +8 more
wiley   +1 more source

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