Results 211 to 220 of about 1,227,664 (287)

A Comprehensive View on the Molecular Mechanism of the Diels-Alder Reaction Between 2,3-Dimethylbutadiene and E-2-Phenyl-1-Nitroethene: CDFT/ELF, ¹⁴C Kinetic Isotope Effects, Electron Density Transfers, Reaction Profiles and BET Analyses. [PDF]

Int J Mol Sci
Woliński P, Łącka W, Jasiński R.
europepmc   +1 more source

Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)

Journal of Time Series Analysis, EarlyView.
ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley   +1 more source

A Two-Level Preconditioner for the CASSCF Linear-Response Equations. [PDF]

J Phys Chem A
Helmich-Paris B.
europepmc   +1 more source

Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren, Alexander Back, Timo Teräsvirta   +2 more
wiley   +1 more source

Convex Hartree-Fock theory for modeling ground state conical intersections. [PDF]

Commun Chem
Rossi F, Koch H.
europepmc   +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

Adaptive Importance Sampling Estimation of an Open Economy Model With Fiscal Policy

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We propose and estimate an open economy general equilibrium model that includes international trade between Canada and the United States. We estimate our model using a new adaptive methodology based on the mixture of student's t$$ t $$ by Importance Sampling weighted Expectation–Maximisation (MitISEM).
Stefano Grassi, Marco Lorusso, Francesco Ravazzolo   +2 more
wiley   +1 more source

Optimization Scheme for Hybrid RIS-Assisted ISAC System for Controllable Communication and Sensing. [PDF]

Sensors (Basel)
Deng Z, Li B, Wang H.
europepmc   +1 more source

Kalman Filter Learning, Bounded Rationality and Informational Consistency

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We develop a behavioural New Keynesian model with rational (RE) and boundedly rational (BR) agents. The latter are anticipated utility learners and use simple heuristic rules to forecast aggregate variables exogenous to their micro‐environment.
Szabolcs Deák, Paul Levine, Joseph Pearlman, Bo Yang   +3 more
wiley   +1 more source

Multi-physics modeling for ion homeostasis in multi-compartment plant cells using an energy function. [PDF]

PLoS Comput Biol
Mestdagh G, De Angeli A, Godin C.
europepmc   +1 more source