Results 181 to 190 of about 528,533 (276)

Analyzing the spatial motion of a rigid body subjected to constant body-fixed torques and gyrostatic moment. [PDF]

Sci Rep
Amer TS, El-Kafly HF, Elneklawy AH, Galal AA.   +3 more
europepmc   +1 more source

CBDC as Imperfect Substitute to Bank Deposits: A Macroeconomic Perspective

Journal of Money, Credit and Banking, EarlyView.
Abstract The impact of Central Bank Digital Currency (CBDC) is analyzed in a closed‐economy model with monopolistic competition in banking and where CBDC is an imperfect substitute with bank deposits. The design of CBDC is characterized by its interest rate, its substitutability with bank deposits, and its relative liquidity.
PHILIPPE BACCHETTA, ELENA PERAZZI
wiley   +1 more source

HMM-PMM: A Parallel Hidden Markov Model-Based Map-Matching Framework for Large-Scale Trajectory Data. [PDF]

Ann N Y Acad Sci
Cong R, Li B, Niu Z, Cai Z, Cao W.
europepmc   +1 more source

Taylor Rule Deviations Across Horizons: A Practical Tool for Monetary Policy

Journal of Money, Credit and Banking, EarlyView.
Abstract We propose “Taylor rule yields” across horizons for the United States. Applying the standard Taylor rule to expected paths of inflation and the output gap, we construct a sequence of short‐term rates under neutral monetary policy stances, whose average defines the Taylor rule yield at each horizon.
MASAZUMI HATTORI, TOMOHIDE MINEYAMA, JOUCHI NAKAJIMA   +2 more
wiley   +1 more source

Policy Biases in a Model with Labor‐Market Frictions

Journal of Money, Credit and Banking, EarlyView.
Abstract We develop a model with labor‐market matching frictions that is subject to a range of shocks, including shocks to matching efficiency and bargaining power, and use the model to examine how monetary policy should respond to such shocks. We show that optimal monetary policy responds effectively to these shocks, producing economic outcomes that ...
RICHARD DENNIS, TATIANA KIRSANOVA
wiley   +1 more source

Split-Aperture Xolography - Linear Volumetric Photoactivation with Short Axial Dimension and Low out of Focus Excitation. [PDF]

Adv Sci (Weinh)
Regehly M, Hecht S.
europepmc   +1 more source

The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube

Journal of Economic Surveys, EarlyView.
ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng, Salman Huseynov, Diomides Mavroyiannis   +2 more
wiley   +1 more source

Optimal and typical L 2 discrepancy of 2-dimensional lattices. [PDF]

Ann Mat Pura Appl
Borda B.
europepmc   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Development and comparative analysis of machine learning algorithms for predictive atmospheric corrosion modeling. [PDF]

Open Res Eur
Perales Fernández JM, López Abelairas M, Sánchez-Ramos A, Otero-Gonzalez L.   +3 more
europepmc   +1 more source