Results 81 to 90 of about 61,320 (225)
Finite dimensional Markovian realizations for stochastic volatility forward rate models [PDF]
We consider forward rate rate models of HJM type, as well as more general infinite dimensional SDEs, where the volatility/diffusion term is stochastic in the sense of being driven by a separate hidden Markov process.
Björk, Tomas +2 more
core
Rotating Fluorescent Nanodiamond Assemblies With Focused Laguerre–Gaussian Beams
Advanced Optical Materials, EarlyView.Self‐assembled fluorescent nanodiamond clusters are optically trapped and driven into controlled two‐dimensional rotation with Laguerre–Gaussian beams. With localized optical excitation, optically detected magnetic resonance spectra are collected at defined points along the orbit in a uniform external magnetic field.
Adam Stewart +5 more
wiley +1 more source
Stochastic Stability in Monotone Economies [PDF]
This paper presents new order-theoretic conditions for global stability of monotone Markov processes with possibly non-compact state spaces. Our main result shows that a Markov process induced by a continuous and increasing transition law is globally ...
Takashi Kamihigashi, John Stachurski
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Deterministic Integration of Quantum Emitters and Optical Cavities in a Van Der Waals Crystal
Advanced Optical Materials, EarlyView.The work demonstrates fabrication of Circular Bragg Grating (CBG) cavities with embedded emitters in hBN. The cavities are fabricated around a pre‐characterised quantum emitter. The integrated platform enables light matter interaction and access to brighter emitters and spins in hBN.
James Liddle‐Wesolowski +8 more
wiley +1 more source
A general framework for statistical inference on discrete event systems. [PDF]
We present a framework for statistical analysis of discrete event systems which combines tools such as simulation of marked point processes, likelihood methods, kernel density estimation and stochastic approximation to enable statistical analysis of the ...
Koning, A.J., Nicolai, R.P.
core +1 more source
Advanced Robotics Research, EarlyView.Robots can learn manipulation tasks from human demonstrations. This work proposes a versatile method to identify the physical interactions that occur in a demonstration, such as sequences of different contacts and interactions with mechanical constraints.
Alex Harm Gert‐Jan Overbeek +3 more
wiley +1 more source
Bootstrap Unit Root Tests [PDF]
We consider the bootstrap unit root tests based on finite order autoregressive integrated models driven by iid innovations, with or without deterministic time trends.
Park, Joon
core
Advanced Robotics Research, EarlyView.Automated poultry processing lines still rely on humans to lift slippery, easily bruised carcasses onto a shackle conveyor. Deformability, anatomical variance, and hygiene rules make conventional suction and scripted motions unreliable. We present ChicGrasp, an end‐to‐end hardware‐software co‐designed imitation learning framework, to offer a ...
Amirreza Davar +8 more
wiley +1 more source
Advanced Robotics Research, EarlyView.DRIVE‐SAFE evaluates learning‐based, black‐box autonomous driving policies against evolving temporal safety requirements using Signal Temporal Logic robustness metrics. It aggregates distributional robustness measures with domain‐informed weights to guide iterative retraining.
Kristy Sakano +3 more
wiley +1 more source
Given the importance of return volatility on a number of practical financial management decisions, the efforts to provide good real- time estimates and forecasts of current and future volatility have been extensive.
Torben G. Andersen, Luca Benzoni
core