The impact of the exponential Kernel's bandwidth parameter on learning algorithms. [PDF]
Sci RepAlmahdawi MA.
europepmc +1 more source
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
wiley +1 more source
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
Mathematical Finance, EarlyView.ABSTRACT In this article, we show how to analyze the covariation of bond prices nonparametrically and robustly, staying consistent with a general no‐arbitrage setting. This is, in particular, motivated by the problem of identifying the number of statistically relevant factors in the bond market under minimal conditions.
Dennis Schroers
wiley +1 more source
An approximate method for determination of eigenvalues and eigenvectors of self-adjoint operators [PDF]
, 1981 Josef Kolomý
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Electromagnetic dynamic stability analysis of power electronics-dominated systems using eigenstructure-preserved LTP Theory. [PDF]
Nat CommunHu J +11 more
europepmc +1 more source
On determination of eigenvalues and eigenvectors of selfadjoint operators [PDF]
, 1981 Josef Kolomý
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Identifying the Degree of Gene Reuse During Repeated Adaptation
Molecular Ecology, EarlyView.ABSTRACT The degree or extent of gene reuse during repeated adaptation offers key insights into the genomic constraints on evolution. Although many studies have identified signs of genomic repeatability, a thorough synthesis of methods for detecting gene reuse and estimating its extent is missing. In this review, we first propose a simple framework for
Samridhi Chaturvedi +2 more
wiley +1 more source
Research on the Consensus Convergence Rate of Multi-Agent Systems Based on Hermitian Kirchhoff Index Measurement. [PDF]
Entropy (Basel)Deng H, Wu T.
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Explicit construction of the eigenvectors and eigenvalues of the graph Laplacian on the Cayley tree [PDF]
, 2019 Ayşe Erzan, Aslı Tuncer
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