Proposition of Hyper-Chemical Exchange Saturation Transfer Subtraction Spectroscopy to Detect Very Weak and Broad Signals Hidden Under Baseline and Widen Range of Materials Accessed by Hyperpolarized <sup>129</sup>Xe NMR. [PDF]
Fujiwara H, Imai H, Kimura A.
europepmc +1 more source
Longevity, Health, and Housing Risk Management in Retirement
ABSTRACT Annuities, long‐term care insurance, and reverse mortgages remain puzzlingly unpopular to manage post‐retirement longevity, health, and housing price risks. We use a flexible life‐cycle model structurally estimated with a unique stated‐preference survey experiment of Canadian households to understand why. Key factors include high risk aversion,
PIERRE‐CARL MICHAUD, PASCAL ST‐AMOUR
wiley +1 more source
The Direct-Product Decomposition Approach for Symmetry Exploitation in Many-Body Methods in Case of Non-Abelian Point Groups. [PDF]
Hellmann M, Gauss J.
europepmc +1 more source
A Unified Approach to Estimating Production Functions: Proxy Variables and Dynamic Panel Data
ABSTRACT We propose a new approach to production function estimation that integrates the strengths of the proxy‐variable (PV) and dynamic panel data (DPD) methods. Our framework augments the set of instruments for the level equation in Blundell and Bond [8] with a Berkson‐type instrument motivated by economic theory, following Olley and Pakes [28 ...
Jose Miguel Abito +1 more
wiley +1 more source
One-Cycle Windowed-DFT Harmonic Estimation with Spectral-Interference Compensation. [PDF]
Allioua C +3 more
europepmc +1 more source
The Effect of Airbnb on Housing Prices: Evidence From the 2017 Solar Eclipse
ABSTRACT This study exploits the 2017 solar eclipse as a natural experiment to estimate the causal impact of Airbnb activity on housing prices. The eclipse created a temporary demand shock that induced a persistent increase in Airbnb supply. Using an IV/2SLS framework, we find that a 1% increase in Airbnb listings raises housing prices by 0.037%–0.043%,
Denvil Duncan, Justin Ross
wiley +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
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
ecg2o: a seamless extension of g2o for equality-constrained factor graph optimization. [PDF]
Abdelkarim A, Görges D, Voos H.
europepmc +1 more source
On the Exact Limiting Distribution of a Volatility Target Index
ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley +1 more source

