Results 101 to 110 of about 6,349,849 (305)
"Multivariate stochastic volatility" [PDF]
We provide a detailed summary of the large and vibrant emerging literature that deals with the multivariate modeling of conditional volatility of financial time series within the framework of stochastic volatility.
Manabu Asai +2 more
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A Journey in the World of Stochastic Processes
, 2018 This paper presents a survey of research results obtained by the authorand his collaborators in the areas of limit theorems for Markov-type processes andrandomly stopped stochastic processes, renewal theory and ergodic theorems forperturbed stochastic ...
Silvestrov, Dmitrii,, Dmitrii Silvestrov
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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
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing [PDF]
In this paper, we establish some new central limit theorems for generalized U-statistics of dependent processes under some mild conditions. Such central limit theorems complement existing existing results available from both the econometrics literature ...
Gao, Jiti, Hong, Yongmiao
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Integrable stochastic processes associated with the D2 algebra
Nuclear Physics BWe introduce an integrable stochastic process associated with the D2 quantum group, which can be decomposed into two symmetric simple exclusion processes.
Guang-Liang Li +4 more
doaj +1 more source
LLM‐Integrated Human–Robot Interaction System for Microrobots
Advanced Robotics Research, EarlyView.This paper proposes an LLM‐based control framework for guiding microrobots using human natural language. This framework can convert the natural human speech into safe and executable command sets for reliable navigation in complex environments. The experimental results show high accuracy and robustness in task performance, demonstrating the potential of
Bairong Zhu, Amar Salehi, Tingting Yu
wiley +1 more source
Non mean reverting affine processes for stochastic mortality. [PDF]
In this paper we use doubly stochastic processes (or Cox processes) in order to model the random evolution of mortality of an individual. These processes have been widely used in the credit risk literature in modelling default arrival, and in this ...
Elisa Luciano, Elena Vigna
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Physical Review ResearchThis paper introduces a comprehensive extension of the path-integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, the Itô diffusive process is generalized by incorporating a multiplicative noise term [η(t)] that ...
F. S. Abril-Bermúdez +3 more
doaj +1 more source
Mutual Adaptation and Influence: Review of Latent Dynamics Models in Human–Robot Interaction
Advanced Robotics Research, EarlyView.Robots are becoming better teammates by learning hidden patterns in how people act. This review covers how state‐of‐the‐art approaches leverage these patterns to help robots not only react but also anticipate and guide cooperation. Here, we synthesize a unifying framework for these approaches, classify and review existing works, and highlight key ...
Mason O. Smith +4 more
wiley +1 more source
Wide sense one-dependent processes with embedded Harris chains and their applications in inventory management [PDF]
In this paper we consider stochastic processes with an embedded Harris chain. The embedded Harris chain describes the dependence structure of the stochastic process.
Bazsa, E.M., Iseger, P. den
core