Results 51 to 60 of about 3,605 (210)
A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting
Journal of Forecasting, EarlyView.ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley +1 more source
Human Resource Management, EarlyView.ABSTRACT HR faces a conundrum over how to organize hybrid working patterns given the pros and cons associated with conducting work across multiple domains. Many organizations are currently seeking to clarify and often increase the requirements for employee presence at employer premises, meaning studies are needed to better understand how HR should look
Michael E. Clinton +3 more
wiley +1 more source
Time Integrators for Molecular Dynamics
Entropy, 2013 This paper invites the reader to learn more about time integrators for Molecular Dynamics simulation through a simple MATLAB implementation. An overview of methods is provided from an algorithmic viewpoint that emphasizes long-time stability and finite ...
Nawaf Bou-Rabee
doaj +1 more source
Scaling turbulence drives the general circulation
Quarterly Journal of the Royal Meteorological Society, EarlyView.The NOAA Gulfstream SP4, which deployed the GPS dropsondes over the NE Pacific Ocean as part of the Winter Storms Project during the January–March periods of 2004, 2005 and 2006. Abstract Statistical multifractal analysis of airborne and dropsonde observations is used to show that persistence of velocity after molecular collisions breaks the continuous
Adrian F. Tuck
wiley +1 more source
Molecular Friction Trumps Viscosity in Angstrofluidic Transport
Small, EarlyView.Single‐file transport through sub‐1 nm graphene nanopore and carbon nanotube is investigated using molecular dynamics and ergodic trajectory sampling. The study shows that confinement geometry and wall‐fluid interaction strength govern molecular mobility, allowing atomistic motion to be translated into a continuum‐based resistance coefficient for ...
Jaber Al Hossain +4 more
wiley +1 more source
Ergodicity Breaking in Area-Restricted Search of Avian Predators
Physical Review X, 2022 Quantifying and comparing patterns of dynamical ecological systems requires averaging over measurable quantities. For example, to infer variation in movement and behavior, metrics such as step length and velocity are averaged over large ensembles.
Ohad Vilk +6 more
doaj +1 more source
Ergodicity breaking and localization [PDF]
Physical Review E, 2016 We study the joint action of the non-Poisson renewal events (NPR) yielding Continuous Time Random Walk (CTRW) with index alpha < 1 and two different generators of Hurst coefficient H not equal to 0.5, one generating fractional Brownian motion (FBM) and another scaled Brownian motion (SBM). We discuss the ergodicity breaking emerging from these joint
Geneston, Elvis L. +4 more
openaire +4 more sources
Zeitschrift für anorganische und allgemeine Chemie, EarlyView.In this study, we have investigated possible predicted polymorphs of magnesium oxide (MgO) with respect to their thermodynamic and kinetic stability, as well as their electronic properties, focusing on the possibility of tuning the band gap of the material.
D. Zagorac +4 more
wiley +1 more source
An Ergodic Theorem on Ergodic Transport
, 2015 Here we present an ergodic theorem which adapts a Theorem by J. Elton to the classical thermodynamical formalism and to ergodic transport. First, we discuss how Elton's theorem can be used to characterise Gibbs measures for expanding maps. Such characterisation will be done by constructing a stochastic process, defined by a iterated function system ...
Mohr, Joana, Souza, Rafael Rigão
openaire +2 more sources
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Generalizability theory (G‐theory) defines a statistical framework for assessing measurement reliability by decomposing observed variance into meaningful components attributable to persons, facets, and error. Classic G‐theory assumes homoscedastic residual variances across measurement conditions, an assumption that is often violated in ...
Philippe Rast, Peter E. Clayson
wiley +1 more source