Results 161 to 170 of about 1,778 (223)

Rational Expectations Fools' Bubbles

open access: yesInternational Economic Review, EarlyView.
ABSTRACT We develop a rational, Walrasian model of speculative bubbles inspired by the Kindleberger–Minsky view, which describes bubbles as wave‐like market processes. Touched off by an initial shock, price booms are initially self‐reinforcing but become self‐destructive later when prices surpass fundamental value.
Luis Araujo, Antonio Doblas‐Madrid
wiley   +1 more source

A Comparative Review of Specification Tests for Diffusion Models

open access: yesInternational 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

Medical Knowledge Integration Into Reinforcement Learning Algorithms for Dynamic Treatment Regimes

open access: yesInternational Statistical Review, EarlyView.
Summary The goal of precision medicine is to provide individualised treatment at each stage of chronic diseases, a concept formalised by dynamic treatment regimes (DTR). These regimes adapt treatment strategies based on decision rules learned from clinical data to enhance therapeutic effectiveness.
Sophia Yazzourh   +3 more
wiley   +1 more source

On Spatial Point Processes With Composition‐Valued Marks

open access: yesInternational Statistical Review, EarlyView.
Summary Methods for marked spatial point processes with scalar marks have seen extensive development in recent years. While the impressive progress in data collection and storage capacities has yielded an immense increase in spatial point process data with highly challenging non‐scalar marks, methods for their analysis are not equally well developed ...
Matthias Eckardt   +2 more
wiley   +1 more source

The degenerome-a novel streamline-wise approach for white matter integrity in neurodegeneration. [PDF]

open access: yesNPJ Parkinsons Dis
Hosp JA   +10 more
europepmc   +1 more source

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

open access: yesInternational Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri   +3 more
wiley   +1 more source

Home - About - Disclaimer - Privacy