Results 91 to 100 of about 23,530 (292)
Numerical Methods for Evaluating the Derivatives of Eigenvalues and Eigenvectors
, 2010 [[abstract]]The paper presents two numerical methods for computing the derivatives of eigenvalues and eigenvectors. The first is an iteration method for finding the first partial derivatives of the eigenvalues and eigenvectors of a self-adjoint system ...
Rudisill,C.S.;Yee Yeen Chu
core +1 more source
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Eigenvalue Problems for Fredholm Operators with Set-Valued Perturbations
Advanced Nonlinear Studies, 2020 By means of a suitable degree theory, we prove persistence of eigenvalues and eigenvectors for set-valued perturbations of a Fredholm linear operator.
Benevieri Pierluigi, Iannizzotto Antonio
doaj +1 more source
Journal of Applied Econometrics, EarlyView.ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley +1 more source
Partial eigenvalue assignment problem of linear control systems using orthogonality relations [PDF]
Acta Montanistica Slovaca, 2006 The partial eigenvalue assignment is the problem of reassigning a part of the open-loop spectrum of a linear system by a feedback control, leaving the rest of the spectrum invariant.
Mohamed A. Ramadan, Ehab A. El - Sayed
doaj
Hitting Times in the Binomial Random Graph
Journal of Graph Theory, EarlyView.ABSTRACT Fix k ≥ 2 $k\ge 2$, choose log n n ( k − 1 ) ∕ k ≤ p ≤ 1 − Ω ( log 4 n n ) $\frac{\mathrm{log}n}{{n}^{(k-1)\unicode{x02215}k}}\le p\le 1-{\rm{\Omega }}(\frac{{\mathrm{log}}^{4}n}{n})$, and consider G ~ G ( n , p ) $G\unicode{x0007E}G(n,p)$. For any pair of vertices v , w ∈ V ( G ) $v,w\in V(G)$, we give a simple and precise formula for the ...
Bertille Granet +2 more
wiley +1 more source
Eigenvalues and eigenvectors (MathsCasts)
, 2012 Explains graphically what it means to multiply a matrix and a vector. Then introduces eigenvectors as vectors belonging to the matrix with a special property in matrix vector multiplication.
Stephen Bedding
core
Journal of Magnetic Resonance Imaging, EarlyView.ABSTRACT Background The diffusion tensor image analysis along the perivascular space (DTI‐ALPS) index is an established term, and ongoing research aims to explore underlying mechanisms. Hypothesis DTI‐ALPS measures are influenced by subject‐specific orientational differences of the projection and association fibers. Study Type Prospective.
Dávid Bognár +9 more
wiley +1 more source
Sensitivity Analysis of Eigenvalues for PDNT Toeplitz Matrices
AxiomsThis study focuses on a class of perturbed Dirichlet–Neumann tridiagonal (PDNT) Toeplitz matrices, mainly exploring their eigenvalue sensitivity and inverse problems. By the explicit expressions for eigenvalues and eigenvectors of PDNT Toeplitz matrices,
Zhaolin Jiang +3 more
doaj +1 more source
NTECARS: A Nonthermal Equilibrium CARS Spectra Fitting Code
Journal of Raman Spectroscopy, EarlyView.We present NTECARS, an open‐source code written in Julia for the calculation and fitting of CARS spectra under nonequilibrium conditions. Rovibrational distributions can be flexibly modeled and fitted for different use cases. The code currently implements CO2$$ \mathrm{C}{\mathrm{O}}_2 $$ and N2$$ {\mathrm{N}}_2 $$ molecules and is validated under ...
Christian A. Busch, Uwe Czarnetzki
wiley +1 more source