Results 81 to 90 of about 28,270 (263)
"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
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
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
core
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
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution [PDF]
Bayesian analysis of a stochastic volatility model with a generalized hyperbolic (GH) skew Student's t-error distribution is described where we first consider an asymmetric heavy-tailness as well as leverage effects. An efficient Markov chain Monte Carlo
Jouchi Nakajima, Yasuhiro Omori
core +2 more sources
Consensus Formation and Change are Enhanced by Neutrality
Advanced Science, EarlyView.Neutral agents are shown to enhance both the formation and overturning of consensus in collective decision‐making. A general mathematical model and experiments with locusts and humans reveal that neutrality enables robust consensus via simple interactions and accelerates consensus change by reducing effective population size.
Andrei Sontag +3 more
wiley +1 more source
On the Strong Approximation of Pure Jump Processes [PDF]
This paper constructs strong discrete time approximations for pure jump processes that can be described by stochastic differential equations. Strong approximations based on jump-adapted time discretizations, which produce no discretization bias, are ...
Nicola Bruti-Liberati, Eckhard Platen
core
Advanced Science, EarlyView.A comprehensive meta‐analysis of expression quantitative trait loci (eQTLs) across five diverse tomato populations reveals a high‐resolution atlas of transcriptional regulation and uncovers conserved and population‐specific regulatory architectures underlying fruit nutritional quality traits, including flavonoids, sugars, organic acids, carotenoids ...
Jiantao Zhao +14 more
wiley +1 more source
Advanced Science, EarlyView.The hyperactivation of PI3K/AKT signaling in PTEN wild‐type triple‐negative breast cancer represents a clinical paradox. We delineate a novel post‐translational regulatory axis wherein the oncogene TSPYL5 competitively antagonizes the deubiquitinase USP10.
Jiaying Shi +8 more
wiley +1 more source
Fractional derivatives of Colombeau generalized stochastic processes defined on R+
, 2011 We consider Caputo and Riemann-Liouville fractional derivatives of a Colombeau generalized stochastic process G defined on R+. We give proper definitions and prove that both are Colombeau generalized stochastic processes themselves.
Danijela Rajter-Ciric
core +1 more source