Results 141 to 150 of about 71,879 (309)
AIMS MathematicsIn 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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Evaluating Allocations of Opportunities
International Economic Review, EarlyView.ABSTRACT This paper provides a robust criterion for comparing lists of probability distributions—interpreted as allocations of opportunities—faced by different social groups. We axiomatically argue in favor of comparing those lists of probability distributions on the basis of a uniform—among groups—valuation of their expected utility.
Francesco Andreoli +3 more
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Markov Determinantal Point Process for Dynamic Random Sets
Journal of Time Series Analysis, EarlyView.ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
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Journal of Time Series Analysis, EarlyView.ABSTRACT Harmonizable processes are a class of nonstationary time series, that are characterized by their dependence between different frequencies of a time series. The covariance between two frequencies is the dual frequency spectral density, an object analogous to the spectral density function.
Pramita Bagchi +3 more
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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 +3 more
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Partial Observability of Implied Volatility Matrices: Identification and Covolatilities Filtering
Mathematical 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
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Zeros of orthogonal polynomials in certain discrete Sobolev spaces
, 1996 Sangsoo Han +2 more
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Discrete orthogonal polynomials and difference equations of several variables [PDF]
, 2006 Plamen Iliev, Yuan Xu
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Recent advancements in artificial intelligence‐powered cancer prediction from oral microbiome
Periodontology 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
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 +2 more
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