Results 111 to 120 of about 28,270 (263)

Linear-Quadratic Jump-Diffusion Modeling with Application to Stochastic Volatility [PDF]

We aim at accommodating the existing affine jump-diffusion and quadratic models under the same roof, namely the linear-quadratic jump-diffusion (LQJD) class.
Peng Cheng, Olivier Scaillet
core  

Precipitation‐Modulated Harmonic Architectures Enable Superior Strength–Ductility Synergy from Cryogenic to Elevated Temperatures in Nanostructured Alloys

Advanced Science, EarlyView.
Precipitation‐modulated recrystallization enables a programmable bimodal harmonic architecture in a high‐entropy alloy, delivering 1–2 GPa yield strength with >10% ductility from −196 °C to 700 °C. The resulting broad‐temperature robustness arises from the synergy of dual‐mode nanoprecipitation, harmonic core–shell topology, and temperature‐adaptive ...
Wei Li, Liangyin Xiong, Mengchao Niu, Junhua Luan, Wei Wang, Zengbao Jiao   +5 more
wiley   +1 more source

Stochastic volatility with leverage: fast likelihood inference [PDF]

Kim, Shephard and Chib (1998) provided a Bayesian analysis of stochastic volatility models based on a very fast and reliable Markov chain Monte Carlo (MCMC) algorithm.
Jouchi Nakajima, Neil Shephard, Siddhartha Chib, Yasuhiro Omori   +3 more
core   +2 more sources

A Pincherle-Type Convergence Theorem for Generalized Continued Fractions in Banach Algebras

Journal of Applied Mathematics
This contribution is dedicated to the interdependence of higher order linear difference equations and generalized continued fractions in Banach algebras.
Hendrik Baumann, Thomas Hanschke
doaj   +1 more source

Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing

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
core  

PARAMETRIC ESTIMATION OF DIFFUSION PROCESSES SAMPLED AT FIRST EXIT TIME [PDF]

This paper introduces a family of recursively defined estimators of the parameters of a diffusion process. We use ideas of stochastic algorithms for the construction of the estimators.
Jaime A. Londoño
core  

Ultra‐Wide‐Field Noninvasive Imaging Through Scattering Media Via Physics‐Guided Deep Learning

Advanced Science, EarlyView.
We propose a physics‐guided adaptive dual‐domain learning method for ultra‐wide‐field noninvasive imaging through scattering media, namely UNI‐Net. Our method not only reduces the requirement for real experimental data by an order of magnitude but also enables clear imaging of complex scenes with an ultra‐large field of view, which is 164 times the OME
Lintao Peng, Mingwei He, Jeff Zhu, Sujit K. Sahoo, Liheng Bian, Cuong Dang   +5 more
wiley   +1 more source

Assessing the suitability of the Langevin equation for analyzing measured data through downsampling

Journal of Physics: Complexity
The measured time series from complex systems are renowned for their complex stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions.
Pyei Phyo Lin, Matthias Wächter, Joachim Peinke, M Reza Rahimi Tabar   +3 more
doaj   +1 more source

Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes. [PDF]

Continuous non-Gaussian stationary processes of the OU-type are becoming increasingly popular given their flexibility in modelling stylized features of financial series such as asymmetry, heavy tails and jumps.
Emanuele Taufer
core  

Revisiting Target‐Aware de novo Molecular Generation with TarPass: Between Rational Design and Texas Sharpshooter

Advanced Science, EarlyView.
TarPass provides a rigorous benchmark for target‐aware de novo molecular generation by jointly evaluating protein‐ligand interactions, molecular plausibility, and drug‐likeness on 18 well‐studied targets. Results show that current models often fail to consistently surpass random baseline in target‐specific enrichment, while post hoc multi‐tier virtual ...
Rui Qin, Zijie Chen, Yurong Li, Meijing Fang, Longji Shen, Yilong Su, Odin Zhang, Qinghan Wang, Qun Su, Jike Wang, Tingjun Hou, Yu Kang   +11 more
wiley   +1 more source