Results 71 to 80 of about 746,026 (201)
Longevity, Health, and Housing Risk Management in Retirement
The Journal of Finance, EarlyView.ABSTRACT Annuities, long‐term care insurance, and reverse mortgages remain puzzlingly unpopular to manage post‐retirement longevity, health, and housing price risks. We use a flexible life‐cycle model structurally estimated with a unique stated‐preference survey experiment of Canadian households to understand why. Key factors include high risk aversion,
PIERRE‐CARL MICHAUD, PASCAL ST‐AMOUR
wiley +1 more source
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 +4 more
wiley +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
On random Fourier-Hermite transform associated with stochastic process [PDF]
, 2022 Liu and Liu in 2007 introduced the Fourier - Hermite transform $\sum a_{n}\lambda_{n}^{R}\psi_{n}(t)$ which is a random Fourier - Hermite series with random variables $\lambda_{n}^{R}$ choosen randomly from the unit circle of $\mathbb{C}$, where $\psi_{n}
Mangaraj, Bharatee, Sahoo, Sabita
core +1 more source
Hermite–Gauss wavelets: synthesis of discrete forms and investigation of properties
Научно-технический вестник информационных технологий, механики и оптикиConsidered new results of studies of eigenvectors and vector functions of discrete and continuous Fourier transforms. It is known that such eigenvectors are products of the Gauss function on Hermite polynomials, a name is proposed for the functions ...
A. Yu. Grishentsev +2 more
doaj +1 more source
Hermite transform for distribution and Boehmian space
Boletim da Sociedade Paranaense de Matemática, 2022 Hermite transform involves weigth function and Hermite polynomial as its kernel is discussed. The Hermite transform and its basic properties are extended to the distribution spaces and to the space of integrable ...
openaire +3 more sources
Restoration Ecology, EarlyView.Abstract Introduction Tidal wetland restoration is widely used to recover ecosystem function in modified estuaries, yet uncertainty remains about how quickly wildlife communities respond. Early trajectories are central to evaluating restoration success, guiding adaptive management, and building ecosystem resilience in engineered landscapes. Marsh birds
Jason Riggio +6 more
wiley +1 more source
Image correlation with Hermite transform
, 2017 El estudio de las correlaciones entre imágenes ha generado múltiples filtros de correlación y diferentes metodologías para solucionar los problemas de identificación de imágenes.
JOSE ALFREDO CASTRO VALDEZ
core
FOURIER IMAGE METHODS FOR EVOLUTION EQUATIONS OF DEEP-WATER WAVES
TASK Quarterly, 2019 The velocity potential of the fluid satisfies the Laplace equation with nonlocal boundary conditions on a free surface. This differential problem is transformed to an evolution equation in Fourier variables.
JAN JANKOWSKI, HENRYK LESZCZYŃSKI
doaj +1 more source
Hilbert Transform Pairs of Wavelets
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT The orthogonal projection of a real orthonormal wavelet basis onto the Hardy space—consisting of functions whose Fourier transform is supported only on the positive real axis—yields a Parseval frame of wavelets. Motivated by practical considerations, Kingsbury proposed the use of two real scaling functions from multiresolution analyses (MRAs ...
Moritz Proell
wiley +1 more source