Results 151 to 160 of about 114,266 (276)

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

International Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler, Denis Belomestny, Simos George Meintanis, Emanuele Taufer   +3 more
wiley   +1 more source

A First-Principles Thermodynamic Uncertainty Relation for Shortcuts to Adiabaticity. [PDF]

Entropy (Basel)
Perna GE, Centrone F, Calzetta E.
europepmc   +1 more source

On the Gauss map of equivariant immersions in hyperbolic space

, 2020
Christian El Emam, Andrea Seppi
openalex   +1 more source

Distributional and Tail‐Dependent Perspectives in Economic Relationships: A Review of Quantile Regression Application

Journal of Economic Surveys, EarlyView.
ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar, Konstantinos A. Dimitriadis, Noman Arshed, Marco De Sisto, Hamidreza Harati   +4 more
wiley   +1 more source

A cosmic-ray loaded nascent outflow driven by a massive star cluster. [PDF]

Nat Commun
Lemoine-Goumard M, Härer L, Mohrmann L, Bernet R, Hinton J, Peron G, Reville B, Tibaldo L, Vieu T.   +8 more
europepmc   +1 more source

ON THE GAUSS MAP OF TRANSLATION SURFACES IN MINKOWSKI 3-SPACE [PDF]

, 2002
Dae Won Yoon
openalex   +1 more source

Robust Bernoulli Mixture Models for Credit Portfolio Risk

Mathematical Finance, EarlyView.
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley   +1 more source

Quadratic Euler characteristic of symmetric powers of curves. [PDF]

Manuscr Math
Bröring LF, Viergever AM.
europepmc   +1 more source

The Gauss map of Minimal graphs in the Heisenberg group [PDF]

, 2011
Christiam Figueroa
openalex   +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