Results 161 to 170 of about 2,222 (257)

Parameter identification for PDEs using sparse interior data and a recurrent neural network. [PDF]

Sci Rep
Long J, Khaliq A, Furati KM.
europepmc   +1 more source

Enhancing CRISPR‐Cas12a base editing in plants with LbCas12a variants and introns

Journal of Integrative Plant Biology, EarlyView.
Intron optimization of LbCas12a‐RRV improves cytosine and adenine base editing efficiency in plants, supports multiplexed and double‐strand break‐free genome modification, and expands precise genome engineering tools for crop breeding and plant functional research. ABSTRACT Cytosine base editors (CBEs) and adenine base editors (ABEs) are powerful tools
Yanhao Cheng, Gen Li, Man Zhou, Rushil Mandlik, Doris Wang, Yiping Qi   +5 more
wiley   +1 more source

The Emergence of Turing Instability and Pattern Formation in a Nonlinear Stochastic Spatiotemporal Epidemic Model with Reinfections. [PDF]

Acta Biotheor
Singh AK, Almshekhs R, Kumar M, Ramakrishnan S.   +3 more
europepmc   +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

A new hybrid block collocation method for solving elliptic PDEs. [PDF]

Sci Rep
Rufai MA, Filippone S, Ramos H, Modanese G.   +3 more
europepmc   +1 more source

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

The finite element neural network method to simulate two dimensional partial differential equations and perform parameter identification. [PDF]

Sci Rep
Abda M, Berthet L, Hamedi M, Hibatullah D, Piollet E, Blake C, Blais B, Gosselin FP.   +7 more
europepmc   +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

Abundant different types of soliton solutions for fractional modified KdV equation using auxiliary equation method. [PDF]

Sci Rep
Hussain A, Ibrahim TF, Birkea FMO, Yahya MS, Hassaballa AA, Mukalazi H.   +5 more
europepmc   +1 more source

Random Carbon Tax Policy and Investment Into Emission Abatement Technologies

Mathematical Finance, EarlyView.
ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri, Rüdiger Frey, Verena Köck   +2 more
wiley   +1 more source