Results 261 to 270 of about 1,126,383 (361)

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley   +1 more source

Adaptive dynamics of diverging fitness optima. [PDF]

open access: yesJ Math Biol
Duong MH, Spill F, Van Rensburg B.
europepmc   +1 more source

A Markov approach to credit rating migration conditional on economic states

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source

Ordinal pattern-based change point detection. [PDF]

open access: yesTest (Madr)
Betken A, Micali G, Schmidt-Hieber J.
europepmc   +1 more source

Bayesian clustering of multivariate extremes

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

Agent‐Based Computational Modeling of the Stochastic Dynamic Behavior of Actin Filaments Recapitulates the Homeostatic Cortical Array in Plant Epidermal Cells

open access: yesCytoskeleton, EarlyView.
ABSTRACT The homeostatic cortical actin array in plant cells plays important roles in fundamental processes, including intracellular transport, secretion, cell expansion, and cytoplasmic streaming. In response to diverse chemical and mechanical signals, the cortical array can remodel within minutes to assume new configurations or altered filament ...
June Hyung Kim   +4 more
wiley   +1 more source

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