Results 231 to 240 of about 174,528 (270)
Optimal Liquidation With Signals: The General Propagator Case
ABSTRACT We consider a class of optimal liquidation problems where the agent's transactions create transient price impact driven by a Volterra‐type propagator along with temporary price impact. We formulate these problems as maximization of a revenue‐risk functionals, where the agent also exploits available information on a progressively measurable ...
Eduardo Abi Jaber, Eyal Neuman
wiley +1 more source
Strict localization of eigenvectors and eigenvalues
Łukasz Struski, Jacek Tabor
openalex +2 more sources
Detection of Alzheimer's Disease using Explainable Machine Learning and Mathematical Models. [PDF]
Mahapatra K, Selvakumar R.
europepmc +1 more source
Partial Observability of Implied Volatility Matrices: Identification and Covolatilities Filtering
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
On extended eigenvalues and extended eigenvectors of truncated shift
Hasan Alkanjo
openalex +2 more sources
ABSTRACT Salmonids have a remarkable ability to form sympatric morphs after postglacial colonisation of freshwater lakes. These morphs often differ in morphology, feeding and spawning behaviour. Here, we explored the genetic basis of morph differentiation in Arctic charr (n = 283) by first establishing a high‐quality reference genome and then using ...
Khrystyna Kurta+31 more
wiley +1 more source
Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model
ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley +1 more source
Global and local identifiability analysis of a nonlinear biphasic constitutive model in confined compression. [PDF]
Peloquin JM, Elliott DM.
europepmc +1 more source
This study developed an automated distal radius fracture classification system based on statistical shape model (SSM) feature extraction and neural network classification. The method first extracts point cloud data from CT images, then extracts fracture features through registration, downsampling, and PCA dimensionality reduction, before inputting them
Xing‐bo Cai+12 more
wiley +1 more source
Kinetically Consistent Coarse Graining Using Kernel-Based Extended Dynamic Mode Decomposition. [PDF]
Nateghi V, Nüske F.
europepmc +1 more source