Results 61 to 70 of about 1,341,218 (213)
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Unconditional Variance Estimation Under Complex Surveys
International Statistical Review, EarlyView.Summary The unconditional framework treats the samples and the variables of interest as random variables. This is particularly suitable with analytic inference, when modelling survey data. We show that variance estimation does not involve finite population corrections and joint‐inclusion probabilities, even with large sampling fractions and under ...
Yves G. Berger
wiley +1 more source
Correction to the article “Frobenius and valuation rings”
Algebra & Number Theory, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Datta, Rankeya, Smith, Karen
openaire +2 more sources
A spectral analysis extension to DEMATEL for strategic leverage points identification
International Transactions in Operational Research, EarlyView.Abstract Efforts to intervene in complex systems often emphasize influential factors, yet system behavior is equally shaped by the relationships among them. Methods such as Decision‐Making Trial and Evaluation Laboratory (DEMATEL) map causal structures but remain descriptive and do not identify which relationships provide the greatest leverage for ...
Pavlos Delias, Kerasia Kalkitsa
wiley +1 more source
Abelian Frobenius kernels and modules over number rings [PDF]
, 1998 Some categories of groups (typically involving groups, possibly infinite, with abelian Frobenius kernels) are shown to be equivalent to categories whose objects are modules over groups and rings. The rings in question are associated with algebraic number
Brown, Ron, Harrison, David K.
core +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT Traditional graph representations are insufficient for modelling real‐world phenomena involving multi‐entity interactions, such as collaborative projects or protein complexes, necessitating the use of hypergraphs. While hypergraphs preserve the intrinsic nature of such complex relationships, existing models often overlook temporal evolution in
Xianghe Zhu, Qiwei Yao
wiley +1 more source
Frobenius extensions of QF-3 rings [PDF]
Proceedings of the American Mathematical Society, 1980 We investigate the inheritance of QF -3 property for ring extensions, mainly, for Frobenius extensions. Let A be a ring with identity. It is proved that a group ring
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Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
Linear codes over a general infinite family of rings and MacWilliams-type relations [PDF]
Discrete Mathematics Letters, 2022 Irwansyah, Djoko Suprijanto
doaj +1 more source
Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source