Results 131 to 140 of about 5,030,646 (292)
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Multiple Chains Markov Switching Vector Autoregression
Journal of Time Series Analysis, EarlyView.ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley +1 more source
Tackling nonlinear price impact with linear strategies
Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann +3 more
wiley +1 more source
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
Scandinavian 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
Angewandte Chemie, Volume 138, Issue 17, 20 April 2026.This study explores the origins of life by linking prebiotic chemistry, the emergence of information‐carrying molecules such as RNA and proteins, and philosophical questions about consciousness. The study emphasizes the role of molecular evolution in the Central Dogma and provides insights into the chemical origins of biology and the basis of life's ...
Harald Schwalbe +5 more
wiley +2 more sources
Efficient Deconvolution in Populational Inverse Problems
International Journal for Numerical Methods in Engineering, Volume 127, Issue 9, 15 May 2026.ABSTRACT This work is focused on the inversion task of inferring the distribution over parameters of interest, leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by the increasing availability of data, but a major roadblock is blind deconvolution, arising when the observational noise ...
Arnaud Vadeboncoeur +2 more
wiley +1 more source
Chemical Engineering &Technology, Volume 49, Issue 5, May 2026.This study compares positron emission particle tracking (PEPT), magnetic particle tracking (MPT), and DEM–SPH simulations to analyze grinding media dynamics in a horizontal stirred mill. It highlights the strengths of PEPT's precision, MPT's cost‐effectiveness, and DEM–SPH's versatility, offering insights into tracking and simulation methodologies ...
Sherry Bremner +5 more
wiley +1 more source
Regional Adjustments to NGA‐West2 Ground‐Motion Models for Turkey
Earthquake Engineering &Structural Dynamics, Volume 55, Issue 6, Page 1313-1332, May 2026.ABSTRACT This paper presents a ground‐motion model updating (GMMU) framework to adjust NGA‐West2 models for predicting a set of intensity measures in Turkey, including peak ground acceleration (PGA), peak ground velocity (PGV), and pseudo‐spectral acceleration (PSA) at periods ranging from 0.01 to 10 s. The GMMU framework integrates bias identification
Mao‐Xin Wang, Gang Wang
wiley +1 more source
Earthquake Spectra, Volume 42, Issue 2, May 2026.We develop the ground‐motion characterization (GMC) for the 2025 U.S. National Seismic Hazard Model for Puerto Rico and the U.S. Virgin Islands (NSHM‐PRVI) for earthquakes in active crustal, subduction interface, and subduction intraslab regimes. Using ground‐motion models (GMMs) from the Next‐Generation Attenuation (NGA)‐West2 and NGA‐Subduction ...
Morgan P. Moschetti +9 more
wiley +1 more source
Water Resources Research, Volume 62, Issue 5, May 2026.Abstract Irrigation plays a critical role in stabilizing agricultural productivity under increasing climatic variability. However, the intensification of droughts and extreme weather events is revealing the vulnerability of irrigation systems, particularly due to mismatches between peak water needs and natural water availability.
D. D. Chiarelli +3 more
wiley +1 more source