Results 91 to 100 of about 85,942 (221)

Adaptive Estimation for Weakly Dependent Functional Times Series

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro   +2 more
wiley   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

open access: yesMathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph KĂŒhn
wiley   +1 more source

Hawking's Singularity Theorem for Lipschitz Lorentzian Metrics. [PDF]

open access: yesCommun Math Phys
Calisti M   +4 more
europepmc   +1 more source

Bi‐level stochastic programming for optimal modular construction yard deployment based on Benders decomposition

open access: yesComputer-Aided Civil and Infrastructure Engineering, EarlyView.
Abstract To promote wider adoption of modular construction (MC), many governments in high‐density regions are planning to establish module storage yards (MSYs) to support local contractors in achieving just‐in‐time module supply chain. Given the limited availability of developable land and government budgets, an optimal MSY deployment plan is urgently ...
Huiwen Wang   +4 more
wiley   +1 more source

Data‐driven distributionally robust optimization of railway alignments in earthquake‐prone regions considering active fault zone risks

open access: yesComputer-Aided Civil and Infrastructure Engineering, EarlyView.
Abstract Railway alignment design in earthquake‐prone regions faces many challenges, among which an active fault zone threat is a dominant factor. However, slight attention has been devoted in this field to the complex fault zone risks affecting alignment optimization (AO). To this end, the first‐known AO model that estimates active fault zone risks is
Taoran Song   +6 more
wiley   +1 more source

Bayesian population‐based assessment of ascertainment bias in flea‐borne typhus surveillance in California, 2011–2019

open access: yesMedical and Veterinary Entomology, EarlyView.
Although flea‐borne typhus is historically associated with poorer living conditions, FBT surveillance reporting is associated with greater socioeconomic advantage at the population level. FBT surveillance may be biased towards socioeconomic advantage in its ascertainment of surveillance data.
Kyle Yomogida   +16 more
wiley   +1 more source

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