Results 111 to 120 of about 1,097,522 (236)
Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)
Journal of Time Series Analysis, EarlyView.ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley +1 more source
Mathematical Finance, EarlyView.ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
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Characterizations of nuclearity in Fréchet spaces
Journal of Functional Analysis, 1980 AbstractWe extend the result of A. Bellow (Proc. Nat. Acad. Sci. USA73, No. 6 (1976), 1798–1799) on the characterization of finite-dimensional Banach spaces, to a characterization of nuclearity for Fréchet spaces. Those spaces are nuclear iff every Pettis-bounded and Pettis-uniformly integrable amart is mean convergent.
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Information‐Theoretic Approach to Financial Market Modeling
Mathematical Finance, EarlyView.ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley +1 more source
Risk Measure Duality Without Structure
Mathematical Finance, EarlyView.ABSTRACT We study risk measures on vector spaces of random variables which a priori have little structure, such as spaces lacking law invariance or a lattice structure. Ensuring the existence of a tractable dual representation (one which does not contain non‐sigma‐additive measures) is one of the main problems in risk measure theory, and we address it ...
Vasily Melnikov
wiley +1 more source
Separable reduction of Frechet subdifferentiability in Asplund spaces
, 2015 In the framework of Asplund spaces, we use two equivalent instruments - rich families and suitable models from logic - for performing separable reductions of various statements on Frechet subdifferentiability of functions. This way, isometrical results are actually obtained and several existed proofs are substantially simplified. Everything is based on
Cuth, Marek, Fabian, Marian
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Implicit linear difference equation in Frechet spaces
, 2017 Доказан критерий существования и единственности решения неявного линейного разностного уравнения Axn₊₁ + Bxn = gn с непрерывными операторными коэффициентами A, B, действующими в пространствах Фреше.
Пивень, А.Л. +1 more
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Computational and Systems Oncology, Volume 6, Issue 1, December 2026.ABSTRACT Rare cancers collectively represent 20%–25% of all malignancies yet yield fewer than 50 annotated whole‐slide images (WSIs) per subtype in publicly available archives, rendering supervised deep learning inapplicable. We present HierAnom‐Path, to the best of our knowledge, the first framework for zero‐shot rare cancer anomaly detection in ...
Noora Saleem Jumaah +5 more
wiley +1 more source
Strict Frechet Differentiability of the Metric Projection Operator in Hilbert Spaces [PDF]
In this paper, we prove strict Frechet differentiability of the metric projection operator onto closed balls in Hilbert spaces and onto positive cones in Euclidean spaces. We find the exact expressions for Frechet derivatives.
Li, Jinlu
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Inverse problems for semilinear elliptic PDE with a general nonlinearity a(x,u)$a(x,u)$
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract This article studies the inverse problem of recovering a nonlinearity in an elliptic equation Δu+a(x,u)=0$\Delta u + a(x,u) = 0$ from boundary measurements of solutions. Previous results based on first‐order linearization achieve this under a sign condition on ∂ua(x,u)$\partial _u a(x,u)$, and results based on higher order linearization ...
David Johansson +2 more
wiley +1 more source