Results 111 to 120 of about 59,230 (210)

Operator-Valued Twisted Araki-Woods Algebras. [PDF]

Commun Math Phys
Kumar RR, Wirth M.
europepmc   +1 more source

Glymphatic dysfunction couples with cortical excitation–inhibition imbalance in epilepsy: Evidence from Rasmussen encephalitis

Epilepsia, EarlyView.
Cong Fu et al. demonstrate that glymphatic system dysfunction is linked to enhanced inhibitory cortical activity using diffusion MRI and EEG. These findings highlight a mechanistic link between perivascular fluid dynamics and neuronal activity, suggesting a role for glymphatic function in maintaining cortical stability in epilepsy.
Cong Fu, Yujiao Yang, Pan Gong, Kun Lv, Yilin Liu, Chongyang Tang, Xiongfei Wang, Lixin Cai, Qingzhu Liu, Yuwu Jiang, Taoyun Ji, Guoming Luan   +11 more
wiley   +1 more source

Commutative avatars of representations of semisimple Lie groups. [PDF]

Proc Natl Acad Sci U S A
Hausel T.
europepmc   +1 more source

A Multivariate Mixed‐Effects Regression Framework for Ground Motion Modeling: Integrating Parametric and Machine Learning Approaches

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Multivariate ground motion models (GMMs) that capture the correlation between different intensity measures (IMs) are essential for seismic risk assessment. Conventional GMMs are often developed using a two‐stage approach, where separate univariate models with predefined functional forms are fitted first, and correlation is addressed in a ...
Sayed Mohammad Sajad Hussaini, Shaghayegh Karimzadeh, Paulo B. Lourenço   +2 more
wiley   +1 more source

Splitting unramified Brauer classes by abelian torsors and the period-index problem. [PDF]

Math Ann
Huybrechts D, Mattei D.
europepmc   +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Boson-Fermion Algebraic Mapping in Second Quantization. [PDF]

Entropy (Basel)
Lingua F, Peñafiel DM, Ravera L, Salgado S.   +3 more
europepmc   +1 more source

An exceptional G(2) extension of the Standard Model from the correspondence with Cayley-Dickson algebras automorphism groups. [PDF]

Sci Rep, 2021
Masi N.
europepmc   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Quadratic Motion Polynomials with Irregular Factorizations. [PDF]

Adv Appl Clifford Algebr
Thimm DA, Li Z, Schröcker HP, Siegele J.   +3 more
europepmc   +1 more source