Results 131 to 140 of about 73,008 (249)

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

Journal of Time Series Analysis, EarlyView.
ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli, Marco Lippi, Tommaso Proietti   +2 more
wiley   +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

Endogenous Distress Contagion in a Dynamic Interbank Model: How Possible Future Losses May Spell Doom Today

Mathematical Finance, EarlyView.
ABSTRACT We introduce a dynamic and stochastic interbank model with an endogenous notion of distress contagion, arising from rational worries about future defaults and ensuing losses. This entails a mark‐to‐market valuation adjustment for interbank claims, leading to a forward‐backward approach to the equilibrium dynamics whereby future default ...
Zachary Feinstein, Andreas Søjmark
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Inference on the Attractor Space via Functional Approximation

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper discusses semiparametric inference on hypotheses on the cointegration and the attractor spaces for I(1)$$ I(1) $$ linear processes with moderately large cross‐sectional dimension. The approach is based on sample canonical correlations and functional approximation of Brownian motions, and it can be applied both to the whole system ...
Massimo Franchi, Paolo Paruolo
wiley   +1 more source

A discretized Fourier orthogonal expansion in orthogonal polynomials on a cylinder

Journal of Approximation Theory, 2010
We study the convergence of a discretized Fourier orthogonal expansion in orthogonal polynomials on $B^2 \times [-1,1]$, where $B^2$ is the closed unit disk in $\RR^2$. The discretized expansion uses a finite set of Radon projections and provides an algorithm for reconstructing three dimensional images in computed tomography.
openaire   +3 more sources

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

The 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, Anna Busatto, Jake A. Bergquist, Wilson W. Good, Brian Zenger, Gernot Plank, Akil Narayan, Karli Gillette, Rob S. MacLeod   +8 more
wiley   +1 more source

Two-Variable Wilson Polynomials and the Generic Superintegrable System on the 3-Sphere

Symmetry, Integrability and Geometry: Methods and Applications, 2011
We show that the symmetry operators for the quantum superintegrable system on the 3-sphere with generic 4-parameter potential form a closed quadratic algebra with 6 linearly independent generators that closes at order 6 (as differential operators ...
Ernie G. Kalnins, Willard Miller Jr., Sarah Post   +2 more
doaj   +1 more source

Insights into biomass accumulation and challenges in grain yield prediction of elite breeding materials using UAV‐based vegetation indices in soft red winter wheat

The Plant Phenome Journal, Volume 9, Issue 1, December 2026.
Abstract High‐throughput phenotyping (HTP) techniques have brought new opportunities to understand and evaluate key traits in plant breeding programs. Combining multiple measures through time and random regression models permits a more comprehensive understanding of the genetic and environmental effects on trait expression over time. This study aims to
Felipe Sabadin, Amelia Loeb, Francis Reith, Alexis Perry, Sunilda Frias, Demetrius Ragland, Limei Liu, Wynse Brooks, Ranjita Thapa, Julie Hansen, Christopher Pierce, Virginia M. Moore, Gina Brown‐Guedira, Ian Ray, Michael A. Gore, Kelly Robbins, Nicholas Santantonio   +16 more
wiley   +1 more source

Nonlinear Model Order Reduction on Polynomial Manifolds for Computational Homogenisation Problems

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.
ABSTRACT Model order reduction (MOR) techniques utilising nonlinear approximation spaces can search for solutions to computational homogenisation problems on low‐dimensional approximation spaces. In combination with hyperreduction techniques, this allows for computations on representative volume elements (RVEs) to be accelerated by multiple orders of ...
Erik Faust, Lisa Scheunemann
wiley   +1 more source