Invariant properties for Wronskian type determinants of classical and classical discrete orthogonal polynomials under an involution of sets of positive integers [PDF]
Guillermo P. Curbera, Antonio J. Durán
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Measure‐valued processes for energy markets
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
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Spectral quantization of discrete random walks on half-line, and orthogonal polynomials on the unit circle [PDF]
Adam Doliwa, Artur Siemaszko
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Partial Observability of Implied Volatility Matrices: Identification and Covolatilities Filtering
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
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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
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Orthogonal polynomials on the unit circle, $q$-Gamma weights, and\n discrete Painlev\\'e equations [PDF]
Philippe Biane
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Ladder operators and a second--order difference equation for general discrete Sobolev orthogonal polynomials [PDF]
Galina Filipuk +2 more
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Recent advancements in artificial intelligence‐powered cancer prediction from oral microbiome
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
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Plank theorems and their applications: A survey
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
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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
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