Results 211 to 220 of about 90,126 (252)

The path to room-temperature superconductivity: A programmatic approach. [PDF]

Proc Natl Acad Sci U S A
Prasankumar RP, Julian M, Hutcheon M, Heil C, Deng L, Basov D, Chu CW, Comin R, Kim P, Meredig B, Pickard C, E Pickett W, Strobel T, Wolf S, Zurek E, Myhrvold N.   +15 more
europepmc   +1 more source

The influence of negative interest rates on European life insurance companies

Journal of Risk and Insurance, EarlyView.
Abstract Between 2016 and 2022, life insurers in several European countries experienced negative long‐term interest rates, which put pressure on their business models. The aim of this paper is to empirically investigate the impact of negative interest rates on the stock performance of life insurers.
Nicolaus Grochola
wiley   +1 more source

A quantum-inspired classification for random mixed states. [PDF]

Sci Rep
Sergioli G, Cuccu C, Rieger CS, Granda Arango AC, Behera BK, Era R, Giuntini R.   +6 more
europepmc   +1 more source

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

Joint Optimization of Radio and Computational Resource Allocation in Uplink NOMA-Based Remote State Estimation. [PDF]

Sensors (Basel)
Li R, Xu L.
europepmc   +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

Determining disease attributes from epidemic trajectories. [PDF]

Infect Dis Model
Rast MP, Rast LI.
europepmc   +1 more source

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

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

PAC-Bayes Guarantees for Data-Adaptive Pairwise Learning. [PDF]

Entropy (Basel)
Zhou S, Lei Y, Kabán A.
europepmc   +1 more source