Results 51 to 60 of about 2,656 (185)

What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?

Commodities
In this study, we investigate the ability of three higher-order risk-neutral return cumulants to predict short maturity (weekly) returns of oil futures. Our data includes weekly West Texas Crude Oil futures options that expire in 7 days (7DTE).
Gurdip Bakshi, Xiaohui Gao, Zhaowei Zhang   +2 more
doaj   +1 more source

Automatic Modulation Recognition Using Compressive Cyclic Features

Algorithms, 2017
Higher-order cyclic cumulants (CCs) have been widely adopted for automatic modulation recognition (AMR) in cognitive radio. However, the CC-based AMR suffers greatly from the requirement of high-rate sampling.
Lijin Xie, Qun Wan
doaj   +1 more source

Higher-order mean-field theory of chiral waveguide QED

SciPost Physics Core, 2023
Waveguide QED with cold atoms provides a potent platform for the study of non-equilibrium, many-body, and open-system quantum dynamics. Even with weak coupling and strong photon loss, the collective enhancement of light-atom interactions leads to strong ...
Kasper J. Kusmierek, Sahand Mahmoodian, Martin Cordier, Jakob Hinney, Arno Rauschenbeutel, Max Schemmer, Philipp Schneeweiss, Jürgen Volz, Klemens Hammerer
doaj   +1 more source

Human In Vivo Validation of Frequency‐Dependent QTI

Magnetic Resonance in Medicine, EarlyView.
ABSTRACT Purpose The aim of this work is to investigate if q‐space trajectory imaging (QTI) waveforms can be designed to probe QTI metrics at a single centroid frequency under realistic experimental conditions for in vivo human brain imaging. Methods Realistic diffusion encoding waveforms based on double‐rotation gradient waveform and magic‐angle ...
Svenja Niesen, Marten Veldmann, Ali Ajouz, Tony Stöcker   +3 more
wiley   +1 more source

NA61/SHINE results on multiplicity and net-charge fluctuations at CERN SPS energies [PDF]

EPJ Web of Conferences
This contribution presents final results on the energy dependence of multiplicity and net-electric charge fluctuations in Ar+Sc interactions collected by the NA61/SHINE experiment.
Maćkowiak-Pawłowska Maja
doaj   +1 more source

Higher order pion interferometry. Moments and cumulants

Physics Letters B, 1993
Abstract Pion interferometry can be viewed as intermittency analysis in terms of momentum transfer of like-sign particles. By putting the common practice of event mixing on a sound footing and extending its use, we provide the tools to eliminate the combinatoric background contained in the usual correlation functions. Information on true higher order
H.C. Eggers, P. Lipa, P. Carruthers, B. Buschbeck   +3 more
openaire   +1 more source

Thermosensitive Nanostructured Coacervates Developed by Mixing ABA‐ and AB‐Block Copolymers and Their Unique Sustained Release of Nano‐Micelles in a Regulated Manner

Small, EarlyView.
Polyion complex micelles composed of blends of ABA and AB block copolymers can form coacervates with a hexagonally packed cylinder nanostructure after heating. The resulting coacervates can release the micelles under physiological conditions in a zero‐order kinetics, possessing cargo proteins.
Takumi Egashira, Hiroshi Kamizawa, Yujiro Hamada, Wataru Fushimoto, Hiroshi Y. Yoshikawa, Yuji Higaki, Atsushi Takahara, Takeshi Mori, Yoshiki Katayama, Akihiro Kishimura   +9 more
wiley   +1 more source

Mode identification of low‐frequency oscillations in power systems based on fourth‐order mixed mean cumulant and improved TLS‐ESPRIT algorithm

IET Generation, Transmission & Distribution, 2017
Wide area monitoring systems (WAMS) provide effective support for online identification of low‐frequency oscillations in power systems. The WAMS signal is sensitive to the surrounding environment, and it contains Gaussian white noise.
Tao Jin, Siyi Liu, Rodolfo C.C. Flesch
doaj   +1 more source

Higher order net-baryon number cumulants and baryon-strangeness correlations: Comparing QCD results on the pseudo-critical line with RHIC-BES II results on the freeze-out line [PDF]

EPJ Web of Conferences
We present lattice QCD results for ratios of net-baryon number cumulants along the pseudo-critical line and compare them with STAR measurements from the RHIC BES-II program.
Goswami Jishnu, Karsch Frithjof
doaj   +1 more source

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

International Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler, Denis Belomestny, Simos George Meintanis, Emanuele Taufer   +3 more
wiley   +1 more source