Results 111 to 120 of about 122,674 (274)

Asymptotic freeness in tracial ultraproducts

Forum of Mathematics, Sigma
We prove novel asymptotic freeness results in tracial ultraproduct von Neumann algebras. In particular, we show that whenever $M = M_1 \ast M_2$ is a tracial free product von Neumann algebra and $u_1 \in \mathscr U(M_1)$ , $u_2 \in ...
Cyril Houdayer, Adrian Ioana
doaj   +1 more source

Free limits of free algebras

Journal of Pure and Applied Algebra
Consider a diagram $\cdots \to F_3 \to F_2\to F_1$ of algebraic systems, where $F_n$ denotes the free object on $n$ generators and the connecting maps send the extra generator to some distinguished trivial element. We prove that (a) if the $F_i$ are free associative algebras over a fixed field then the limit in the category of graded algebras is again ...
Chirvasitu, Alexandru, Hong, Tao
openaire   +3 more sources

A Multivariate Mixed‐Effects Regression Framework for Ground Motion Modeling: Integrating Parametric and Machine Learning Approaches

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Multivariate ground motion models (GMMs) that capture the correlation between different intensity measures (IMs) are essential for seismic risk assessment. Conventional GMMs are often developed using a two‐stage approach, where separate univariate models with predefined functional forms are fitted first, and correlation is addressed in a ...
Sayed Mohammad Sajad Hussaini, Shaghayegh Karimzadeh, Paulo B. Lourenço   +2 more
wiley   +1 more source

Efficient Numerical Framework for Geothermal Energy Production Optimization in Fracture‐Controlled Reservoirs

International Journal for Numerical Methods in Fluids, EarlyView.
We introduce an efficient open‐source numerical framework for the automated search for the placements of injection and production wells in hot fracture‐controlled reservoirs that sustainably optimize geothermal energy production. We model the reservoirs as discrete fracture networks in 3D. The fluid flow and heat transport in the reservoirs are modeled
Ondřej Pártl, Ernesto Meneses Rioseco
wiley   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

An ant colony genetic fusion routing algorithm based on soft define network

IET Networks, EarlyView., 2022
Abstract Aiming at the problem that there are many paths in data forwarding in soft define network (SDN) network, and the optimal path is difficult to find, combined with the advantages of ant colony algorithm and Genetic algorithm (GA), a routing control strategy based on the ant colony genetic fusion algorithm is proposed.
Kaixin Zhao, Yong Wei, Yang Zhang
wiley   +1 more source

Merging Intuitionistic and De Morgan Logics

Mathematics
We introduce De Morgan Heyting logic for Heyting algebras with De Morgan negation (DH-algebras). The variety DH of all DH-algebras is congruence distributive. The lattice of all subvarieties of DH is distributive.
Minghui Ma, Juntong Guo
doaj   +1 more source

Improving Implied Volatility Forecasts for American Options Using Neural Networks

Journal of Futures Markets, EarlyView.
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Signed Projective Cubes, a Homomorphism Point of View

Journal of Graph Theory, EarlyView.
ABSTRACT The (signed) projective cubes, as a special class of graphs closely related to the hypercubes, are on the crossroad of geometry, algebra, discrete mathematics and linear algebra. Defined as Cayley graphs on binary groups, they represent basic linear dependencies.
Meirun Chen, Reza Naserasr, Alessandra Sarti   +2 more
wiley   +1 more source