Results 121 to 130 of about 11,738 (194)
Vague congruences and quotient lattice implication algebras. [PDF]
Qin X, Liu Y, Xu Y.
europepmc +1 more source
What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles
ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann +1 more
wiley +1 more source
ABSTRACT We introduce the concept of subtle discrimination—biased acts that cannot be objectively ascertained as discriminatory. When candidates compete for promotions by investing in skills, firms' subtle biases induce discriminated candidates to overinvest when promotions are low‐stakes (to distinguish themselves from favored candidates) but ...
ELENA S. PIKULINA, DANIEL FERREIRA
wiley +1 more source
'Nobody could possibly misunderstand what a group is': a study in early twentieth-century group axiomatics. [PDF]
Hollings CD.
europepmc +1 more source
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth +2 more
wiley +1 more source
Introduction to τ-tilting theory. [PDF]
Iyama O, Reiten I.
europepmc +1 more source
ABSTRACT We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM‐type statistics attain the minimax optimal rates for localizing the change point.
Annika Hüselitz, Housen Li, Axel Munk
wiley +1 more source
Generalized bifuzzy Lie subalgebras. [PDF]
Alshehri N, Akram M.
europepmc +1 more source
Measure‐valued processes for energy markets
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source

