Results 51 to 60 of about 171 (167)
Tangent Blow‐Ups for Processing Non‐Manifold Geometry
Abstract Many geometry processing pipelines implicitly assume their input data is a manifold, or is sampled from one, with a unique tangent plane at every point. Geometric data, however, routinely contains sharp features like edges, corners, self‐intersections, branching junctions, and other singularities, rendering standard methods ill‐defined at ...
Alice Petrov +3 more
wiley +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +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
The fundamental theorem of asset pricing with and without transaction costs
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
ABSTRACT In VECMs (or CVARs), the weak exogeneity of some of the variables (for the long‐run parameters) is related to the equilibrium adjustment dynamics. This has sometimes led to the statistical concept of weak exogeneity being given a causal interpretation.
Emanuele Lopetuso, Michael P. Clements
wiley +1 more source
ABSTRACT This article contributes to the history of material culture and intellectual biography by definitively identifying the Paduan scholar Matteo Macigni (ca. 1510–1582) as the author of the annotations found in a 1535 copy of Albrecht Dürer’s Institutionum geometricarum currently preserved in Vicenza.
Laura Moretti
wiley +1 more source
The Additive Logic of Epistemic Reasons: An Axiomatic Account
ABSTRACT The article argues for a system of axioms that is meant to capture the logic of normative reasons for belief. The system concerns a primitive direct‐reason relation, a defined doxastic‐reason relation, and a primitive function for the revision of rational belief by reasons.
Hannes Leitgeb
wiley +1 more source
How to Match Cognitive Model Predictions With EEG Data
Abstract Reliably identifying relevant brain areas implicated by the simulated activity from cognitive models is still an unsolved problem for cognitive modeling, particularly when matching model output with human electroencephalography (EEG) data. We propose a new method involving postprocessing of ACT‐R module activity and clustered EEG component ...
Kai Preuss +3 more
wiley +1 more source
Tariff Transmission Across US Customs Districts: Product‐Level Evidence From Successive Trade Shocks
ABSTRACT This paper asks how US tariffs on Chinese imports reshape trade across the nation's customs districts, and whether a district's earlier reliance on China shapes how deeply its imports fall. We build a monthly panel of HS6‐level US imports from eleven source countries arriving through eight customs districts between January 2017 and December ...
Wenhao Yao, Shimiao Su, Yunan Yao
wiley +1 more source
The Long Shadow of Karl Weierstraß Over the Calculus of Variations
ABSTRACT At first glance, it appears that the contents of Karl Weierstraß's (1815–1897) lecture courses on the calculus of variations were made available to the public only in the seventh volume of his Mathematische Werke, and thus not until 30 years after his death.
Peter Ullrich
wiley +1 more source

