Robust Estimation and Inference for Time‐Varying Unconditional Volatility
Journal of Time Series Analysis, Volume 47, Issue 6, Page 1139-1152, November 2026.ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee +2 more
wiley +1 more source
Curvature-guided anisotropic noise injection for robust multimodal data processing in neuroscience and perception science. [PDF]
Front NeurosciWu Y, Liu H.
europepmc +1 more source
The topology of 3-dimensional Hessian manifolds
We investigate the global topology of 3-dimensional Hessian manifolds. We prove that any compact, orientable 3-dimensional Hessian manifold is either a Hantzsche-Wendt manifold or admits the structure of a Kähler mapping torus. We analyze the parity of Betti numbers for compact, orientable 3-dimensional Hessian manifolds, with special focus on those of
openaire +2 more sources
Optimal Fisheries Management Using Transferable Shares of a Convex Tax
Natural Resource Modeling, Volume 39, Issue 4, November 2026.ABSTRACT In this paper, we propose a fishery control scheme that happens to be first best in the context of a Gordon‐Schaefer model with asymmetric information about effort/harvesting costs. It is widely acknowledged that in the absence of regulations, competition between vessels leads to a competitive game wherein the outcome is inefficient.
Helge Berglann +2 more
wiley +1 more source
Siphon Calculus and Lyapunov Functions for Generalized Lotka-Volterra Systems: A Reaction Networks Perspective. [PDF]
Entropy (Basel)Avram F.
europepmc +1 more source
On the conformal‐biharmonic stability of the identity map of Einstein manifolds
Bulletin of the London Mathematical Society, Volume 58, Issue 11, November 2026.Abstract The identity map of an Einstein manifold is a critical point of both the classical energy functional and the conformal‐bienergy functional. In this paper, we investigate the conformal‐biharmonic stability of the identity map of compact Einstein manifolds of dimension at least four and with nonnegative scalar curvature, and we compare it with ...
Volker Branding +2 more
wiley +1 more source
Thermodynamics à la Souriau on Kähler Non-Compact Symmetric Spaces for Cartan Neural Networks. [PDF]
Entropy (Basel)Fré PG, Sorin AS, Trigiante M.
europepmc +1 more source
Quantitative maximal L2$L^2$‐regularity for viscous Hamilton–Jacobi PDEs in 2D and Mean Field Games
Bulletin of the London Mathematical Society, Volume 58, Issue 11, November 2026.Abstract We discuss quantitative Calderón–Zygmund estimates in W2,2$W^{2,2}$ for 2D viscous Hamilton–Jacobi equations with natural growth in the gradient. We apply the result to obtain the existence of classical solutions for stationary second‐order mean field games systems in 2D with (defocusing) coupling behaving like mα$m^\alpha$ for any α>0$\alpha >
Alessandro Goffi
wiley +1 more source
Economic Entropy and Sectoral Dynamics: A Thermodynamic Approach to Market Analysis. [PDF]
Entropy (Basel)Rojas Castillo WA +3 more
europepmc +1 more source
Journal of Computational Chemistry, Volume 47, Issue 28, October 30, 2026.Polyoxometalate thermochemistry is often limited by the high cost of DFT vibrational frequency calculations. POMs‐GibbsNet uses molecular structure, electronic, and QTAIM descriptors to predict thermal Gibbs free‐energy corrections without calculating the Hessian.
Jordi Buils, Carles Bo, David Balcells
wiley +1 more source