Results 181 to 190 of about 1,819 (238)

Penalized Convex Estimation in Dynamic Location Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

open access: yesMathematical 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

Network-Based Epidemic Control Through Optimal Travel and Quarantine Management. [PDF]

open access: yesIEEE Trans Control Netw Syst
Talaei M   +4 more
europepmc   +1 more source

Economic Growth Vulnerability Across Euro Area Countries

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We analyse growth vulnerability in the four largest Euro Area (EA) economies, measured as a lower quantile of the growth distribution conditional on EA‐wide and country‐specific macroeconomic/financial factors. Growth densities are obtained under a normal activity scenario and under stressed conditions.
Claudio Lissona, Esther Ruiz
wiley   +1 more source

Weaponizing Kinship: A Demographic Analysis of Bereavement in the Colombian Conflict

open access: yesPopulation and Development Review, EarlyView.
Abstract The ongoing Colombian armed conflict has produced widespread homicides and enforced disappearances, as armed actors used violence to terrorize communities and consolidate power. Family bereavement—one of the most pervasive and enduring consequences of this violence—remains critically understudied from a quantitative perspective.
Enrique Acosta   +3 more
wiley   +1 more source

Applied nucleation promotes recovery of New Zealand raised bog vegetation toward a reference community

open access: yesRestoration Ecology, EarlyView.
Abstract Introduction Applied nucleation aims to restore degraded ecosystems efficiently by establishing vegetation patches that increase in biodiversity and extent through natural dispersal and facilitation. Although widely tested in terrestrial ecosystems, its long‐term outcomes in wetlands remain poorly understood, particularly how restored ...
Warwick J. Allen   +8 more
wiley   +1 more source

Solution of optimal power flow with wind power uncertainty using hybridized self-adaptive differential evolution. [PDF]

open access: yesSci Rep
Pulluri H   +9 more
europepmc   +1 more source

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects

open access: yesScandinavian Journal of Statistics, EarlyView.
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios   +2 more
wiley   +1 more source

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