Results 101 to 110 of about 210,506 (318)
AI‐based localization of the epileptogenic zone using intracranial EEG
Epilepsia Open, EarlyView.Abstract Artificial intelligence (AI) is rapidly transforming our lives. Machine learning (ML) enables computers to learn from data and make decisions without explicit instructions. Deep learning (DL), a subset of ML, uses multiple layers of neural networks to recognize complex patterns in large datasets through end‐to‐end learning.
Atsuro Daida +5 more
wiley +1 more source
A Schur multiplier characterization of coarse embeddability
, 2015 We give a contractive Schur multiplier characterization of locally compact groups coarsely embeddable into Hilbert spaces. Consequently, all locally compact groups whose weak Haagerup constant is 1 embed coarsely into Hilbert spaces, and hence the Baum ...
Knudby, Søren, Li, Kang
core
Reverse Inequalities for the Numerical Radius of Linear Operators in Hilbert Spaces [PDF]
, 2005 Sever S Dragomir
openalex +1 more source
International Journal for Numerical Methods in Fluids, EarlyView.We introduce an efficient open‐source numerical framework for the automated search for the placements of injection and production wells in hot fracture‐controlled reservoirs that sustainably optimize geothermal energy production. We model the reservoirs as discrete fracture networks in 3D. The fluid flow and heat transport in the reservoirs are modeled
Ondřej Pártl, Ernesto Meneses Rioseco
wiley +1 more source
Generalized multidimensional Hilbert transforms in Clifford analysis
International Journal of Mathematics and Mathematical Sciences, 2006 Two specific generalizations of the multidimensional Hilbert transform in Clifford analysis are constructed. It is shown that though in each of these generalizations some traditional properties of the Hilbert transform are inevitably lost, new bounded ...
Fred Brackx +2 more
doaj +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Functions of infinitely many variables in Hilbert space [PDF]
, 1922 William L. Hart
openalex +1 more source
Intraday Functional PCA Forecasting of Cryptocurrency Returns
Journal of Forecasting, EarlyView.ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source