Results 51 to 60 of about 20,506 (156)

Medical Knowledge Integration Into Reinforcement Learning Algorithms for Dynamic Treatment Regimes

International Statistical Review, EarlyView.
Summary The goal of precision medicine is to provide individualised treatment at each stage of chronic diseases, a concept formalised by dynamic treatment regimes (DTR). These regimes adapt treatment strategies based on decision rules learned from clinical data to enhance therapeutic effectiveness.
Sophia Yazzourh, Nicolas Savy, Philippe Saint‐Pierre, Michael R. Kosorok   +3 more
wiley   +1 more source

Demographic Dynamics and International Trade: Stylized Facts and Theoretical Insights

Journal of Economic Surveys, EarlyView.
ABSTRACT Demographic change within a country has economic repercussions for other countries through international transactions. Ongoing shifts in population size and age structure across countries have important implications for international trade, operating through changes in market size, consumption preferences, and labor supply.
Kumuthini Sivathas
wiley   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Effective When Distinctive: The Role of Phonetic Similarity in Nested Dependency Learning Across Preschool Years

Language Learning, EarlyView.
Abstract Parallel tracking of distant relations between speech elements, so‐called nonadjacent dependencies (NADs), is crucial in language development but computationally demanding and acquired only in late preschool years. As processing of single NADs is facilitated when dependent elements are perceptually similar, we investigated how phonetic ...
Dimitra‐Maria Kandia, Angela D. Friederici, Jutta L. Mueller, Claudia Männel   +3 more
wiley   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

Equilibrium Reward for Liquidity Providers in Automated Market Makers

Mathematical Finance, EarlyView.
ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha, Philippe Bergault, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

Is A Little Learning Dangerous?

Noûs, EarlyView.
ABSTRACT I argue that a little learning is often dangerous even for ideal reasoners who are operating in extremely simple scenarios and know all the relevant facts about how the evidence is generated. More precisely, I show that, on many plausible ways of assigning value to a credence in a hypothesis H, ideal Bayesians should sometimes expect other ...
Bernhard Salow
wiley   +1 more source

The Mathematical History Behind the Granger–Johansen Representation Theorem

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley   +1 more source

Least Trimmed Squares: Cointegration and Outliers

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley   +1 more source