Results 181 to 190 of about 49,660 (224)

Sequential Outlier Detection in Nonstationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
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, David Itkin, Johannes Muhle‐Karbe, Peter Schmidt   +3 more
wiley   +1 more source

Macroscopic Market Making Games

Mathematical Finance, EarlyView.
ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley   +1 more source

Perpetual Futures Pricing

Mathematical Finance, EarlyView.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer, Julien Hugonnier, Urban Jermann   +2 more
wiley   +1 more source

A geophysical investigation of the Roter Kamm impact crater, Namibia

Meteoritics &Planetary Science, EarlyView.
Abstract The Roter Kamm impact crater is located in the southern Namib Desert. The crater has a diameter of 2.5 km and belongs to the category of simple, bowl‐shaped impact craters, with an elevated rim of fractured target rock. The crater's interior is completely buried beneath sediments, preventing extensive surface investigations of the bedrock ...
Hannah Nienhaus, Pritam Yogeshwar, Wiebke Mörbe, Bülent Tezkan, Yajun Liu, Bufelo Lushetile, Martin Melles   +6 more
wiley   +1 more source

Long‐term stability of conventional non‐regenerative periodontal treatment for furcation defects

Periodontology 2000, EarlyView.
Abstract Background Furcation involvement (FI) in multi‐rooted teeth poses significant challenges in periodontal therapy due to complex anatomy and difficulty in achieving effective maintenance. FI is associated with increased periodontal destruction, especially in sites with narrow furcation entrances and deep root concavities.
Guo‐Hao Lin, April Martinez, Vincent Li, Eric Lee, Kang‐Wei Tu, Richard Kao, Hom‐Lay Wang   +6 more
wiley   +1 more source

Robust Adaptive Model Predictive Control for Tracking in Interconnected Systems via Distributed Optimization

International Journal of Robust and Nonlinear Control, Volume 36, Issue 5, Page 2907-2926, 25 March 2026.
ABSTRACT This study presents a novel Distributed Robust Adaptive Model Predictive Control (DRAMPC) for tracking in multi‐agent systems. The framework is designed to work with dynamically coupled subsystems and limited communication, which is restricted to local neighborhoods.
Fabio Faliero, Elisa Capello, Andrea Iannelli   +2 more
wiley   +1 more source

On Bounds for Norms of Reparameterized ReLU Artificial Neural Network Parameters: Sums of Fractional Powers of the Lipschitz Norm Control the Network Parameter Vector

Mathematical Methods in the Applied Sciences, Volume 49, Issue 4, Page 2135-2160, 15 March 2026.
ABSTRACT It is an elementary fact in the scientific literature that the Lipschitz norm of the realization function of a feedforward fully connected rectified linear unit (ReLU) artificial neural network (ANN) can, up to a multiplicative constant, be bounded from above by sums of powers of the norm of the ANN parameter vector.
Arnulf Jentzen, Timo Kröger
wiley   +1 more source

Dual Variational Problems and Action Principles for Chen–Lee and Hopf–Langford Systems

Mathematical Methods in the Applied Sciences, Volume 49, Issue 4, Page 2456-2462, 15 March 2026.
ABSTRACT We describe the construction of dual variational principles and action functionals for nonlinear dynamical systems using a methodology based on the dual Lagrange multiplier formalism and a convex optimization approach, to derive families of dual actions that correspond to the given nonlinear ordinary differential system.
A. Ghose‐Choudhury, Partha Guha
wiley   +1 more source