Results 171 to 180 of about 40,388 (276)
Nonparametric Detection of a Time‐Varying Mean
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley +1 more source
OpenAM-SimCCX: An Open-Source Framework for Thermo-Mechanical Analysis of Additive Manufacturing with CalculiX. [PDF]
Materials (Basel)Romero-Hdz J +3 more
europepmc +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
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
Optimal Choice of the Regularization Parameter for Direct Identification of Polymers Relaxation Time and Frequency Spectra. [PDF]
Polymers (Basel)Stankiewicz A, Bojanowska M.
europepmc +1 more source
A geophysical investigation of the Roter Kamm impact crater, Namibia
Meteoritics &Planetary Science, EarlyView.Abstract The Roter Kamm impact crater is located in the southern Namib Desert. The crater has a diameter of 2.5 km and belongs to the category of simple, bowl‐shaped impact craters, with an elevated rim of fractured target rock. The crater's interior is completely buried beneath sediments, preventing extensive surface investigations of the bedrock ...
Hannah Nienhaus +6 more
wiley +1 more source
Some conjectures concerning Gauss sums.
Journal für die reine und angewandte Mathematik (Crelles Journal), 1978 openaire +1 more source
New Phytologist, EarlyView.Summary In plants, multiple cell types contribute to immunity, but what division of labor exists among cell types when immunity is activated? We compared, at single‐cell resolution, the response of Arabidopsis thaliana leaf cells during pattern‐triggered and effector‐triggered immunity (PTI/ETI), sampled at 3 and 5 h after infection with Pseudomonas ...
Shanshan Wang +5 more
wiley +1 more source
Fitting Copulas with Maximal Entropy. [PDF]
Entropy (Basel)Bubák M, Navara M.
europepmc +1 more source
Structure mirroring function: What's the ‘matter’ with the funny current?
The Journal of Physiology, EarlyView.Abstract figure legend The ‘funny’ (If) current of cardiac pacemaker cells has been first identified in the late 1970s as a major mechanism in the generation and control of cardiac pacemaking. Decades of studies have since described the properties of the funny current and of its molecular components, HCN channels, in the heart and brain, providing the ...
Andrea Saponaro, Dario DiFrancesco
wiley +1 more source