Results 31 to 40 of about 2,346 (122)
The big impact of small change: Fresh estimates of English wheat market integration, 1693–1893
The Economic History Review, EarlyView.Abstract Using existing and new price data sets, we provide the first estimates of market integration across England over the entire 200 years of the industrial revolution. We document a significant, though not huge, integration improvement for markets furthest from London. Full integration was achieved by the 1830s. Our price data sets vary in quality
Liam Brunt, Edmund Cannon
wiley +1 more source
Fatigue &Fracture of Engineering Materials &Structures, EarlyView.ABSTRACT This paper investigates the fatigue behavior of additively manufactured TiAl6V4 by comparing two specimen geometries with different highly stressed volumes. A fracture mechanical approach based on the El‐Haddad–Smith–Topper model is combined with defect analysis through X‐ray computed tomography.
Sebastian Mansky +2 more
wiley +1 more source
A hardware architecture for numerical instability detection based on discrete stochastic arithmetic
, 2011 Numerical validation of computed results is of great importance especially in sceintific computing. Due to the use of finite representation of real numbers, round-off errors are introduced and accumulated in arithmetic operations. Nowadays, softwares tend to run longer. This exaggerate the problem as the computed results would get severely contaminated
openaire +3 more sources
Geostandards and Geoanalytical Research, EarlyView.Key Points 7 μm spot‐diameter LA‐MC‐ICP‐MS analyses yield accurate zircon U‐Pb ages. 1013 Ω amplifier resistors improve low‐signal Pb measurements. Saturn correction protocols minimise down‐hole fractionation effects. We present a systematic evaluation of high spatial‐resolution zircon U‐Pb dating using a Thermo Scientific Neoma multi‐collector ICP‐MS ...
Cristiano Lana, John D. Clemens
wiley +1 more source
On Integral Priors for Multiple Comparison in Bayesian Model Selection
International Statistical Review, EarlyView.Summary Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing two models, modifying initial improper reference priors. We propose a generalisation of this methodology to
Diego Salmerón +2 more
wiley +1 more source
International Transactions in Operational Research, EarlyView.Abstract We study an inventory routing problem with time windows (IRPTW). A single supplier serves a set of customers to fulfill their demand throughout a planning horizon. Each customer can be visited only within designated time windows, assuming each customer provides a single delivery time window valid for all periods.
Sara Charaf +5 more
wiley +1 more source
Never, Ever Getting Started: On Prospect Theory Without Commitment
Mathematical Finance, EarlyView.ABSTRACT Prospect theory is arguably the most prominent alternative to expected utility theory. We study the investment or gambling behavior of a prospect theory decision maker who is aware of his time‐inconsistency but lacks commitment. For the empirically relevant prospect theory specifications, we obtain the extreme prediction that such a decision ...
Sebastian Ebert, Philipp Strack
wiley +1 more source
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
On the Exact Limiting Distribution of a Volatility Target Index
Mathematical Finance, EarlyView.ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley +1 more source
Journal of Forecasting, Volume 45, Issue 6, Page 2905-2941, September 2026.ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source