Results 221 to 230 of about 78,871 (265)

The two dragons of cognition: recursive condensation for predictive processing. [PDF]

Front Comput Neurosci
Li X.
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

Research on the Directional Measurement Method of Three-Dimensional Electric Field Intensity Components of the Atmosphere Based on the Geographic Coordinate System in the Airborne Model. [PDF]

Sensors (Basel)
Zhao W, Li Z, Zhang H.
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

Insulator detection in transmission line based on Log AdaBoost. [PDF]

Sci Rep
Lin M, Chen H, Luo H.
europepmc   +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

Replica exchange enhanced adaptively weighted stochastic gradient Langevin dynamics for Bayesian sampling and optimization. [PDF]

Sci Rep
Wu Z, Gong W, Yu Z, Zhu L, Yang L.
europepmc   +1 more source

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

Deep Q-Managed: a new framework for multi-objective deep reinforcement learning. [PDF]

Front Artif Intell
Menezes R, Freire de Oliveira TH, de Souza Medeiros LP, Dória Neto AD.   +3 more
europepmc   +1 more source