Results 231 to 240 of about 13,362,899 (320)

Tensor Changepoint Detection and Eigenbootstrap

Journal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta, Barbora Peštová, Martin Romaňák   +2 more
wiley   +1 more source

Post-Lie algebra structures for perfect Lie algebras. [PDF]

Commun Algebra
Burde D, Dekimpe K, Monadjem M.
europepmc   +1 more source

Functional Vašiček Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source

Constructing Dynamical Symmetries for Quantum Computing: Applications to Coherent Dynamics in Coupled Quantum Dots. [PDF]

Nanomaterials (Basel)
Hamilton JR, Levine RD, Remacle F.
europepmc   +1 more source

Effective When Distinctive: The Role of Phonetic Similarity in Nested Dependency Learning Across Preschool Years

Language Learning, EarlyView.
Abstract Parallel tracking of distant relations between speech elements, so‐called nonadjacent dependencies (NADs), is crucial in language development but computationally demanding and acquired only in late preschool years. As processing of single NADs is facilitated when dependent elements are perceptually similar, we investigated how phonetic ...
Dimitra‐Maria Kandia, Angela D. Friederici, Jutta L. Mueller, Claudia Männel   +3 more
wiley   +1 more source

On the hypercomplex numbers and normed division algebras in all dimensions: A unified multiplication. [PDF]

PLoS One
Singh P, Gupta A, Joshi SD.
europepmc   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Constructing Number Field Isomorphisms from *-Isomorphisms of Certain Crossed Product C*-Algebras. [PDF]

Commun Math Phys
Bruce C, Takeishi T.
europepmc   +1 more source

Macroscopic Market Making Games

Mathematical Finance, EarlyView.
ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley   +1 more source

A Complex Structure for Two-Typed Tangent Spaces. [PDF]

Entropy (Basel)
Naudts J.
europepmc   +1 more source