Results 91 to 100 of about 123,227 (279)

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

Spectral-Spatial Ensemble Low-Rank Domain Adaptation for Hyperspectral Image Classification

IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing
Domain adaptation has been proven effective for addressing cross-domain hyperspectral image (HSI) classification, especially when the target domain has no labeled samples.
Xue Zhang, Guoguo Yang, Hongjun Su, Yiping Chen, Zhaohui Xue, Qian Du   +5 more
doaj   +1 more source

How (not) to Cage an Electron: The Perfluoro Cage Effect as an Extrinsic Molecular Property

Helvetica Chimica Acta, EarlyView.
A rigorous definition within Kohn–Sham density functional theory is presented for the notion of an caged electron inside perfluorinated fullerenes as radical anions. ABSTRACT The notion of a (molecular) electron cage was coined for the unique hosting capacity of perfluorocubane, suggesting the “encapsulation of an electron” within the highly symmetric ...
Andreas Riedmiller, Christian Mück‐Lichtenfeld, Johannes Neugebauer   +2 more
wiley   +1 more source

Independent Subspace Analysis of the Sea Surface Temperature Variability: Non-Gaussian Sources and Sensitivity to Sampling and Dimensionality

Complexity, 2017
We propose an expansion of multivariate time-series data into maximally independent source subspaces. The search is made among rotations of prewhitened data which maximize non-Gaussianity of candidate sources.
Carlos A. L. Pires, Abdel Hannachi
doaj   +1 more source

Cardiac MR Fingerprinting at 0.55T Using a Deep Image Prior for Joint T1, T2, and M0 Mapping

Journal of Magnetic Resonance Imaging, EarlyView.
ABSTRACT Background 0.55T systems offer unique advantages and may support expanded access to cardiac MRI. Purpose To assess the feasibility of 0.55T cardiac MR Fingerprinting (MRF), leveraging a deep image prior reconstruction to mitigate noise. Study Type Phantom and prospective in vivo assessment.
Zhongnan Liu, Zexuan Liu, Imran Rashid, Mauricio Stanzione Galizia, Christopher Scoma, William Truesdell, Prachi Agarwal, Nicole Seiberlich, Liyue Shen, Jesse Hamilton   +9 more
wiley   +1 more source

Analytic solution of nonlinear fractional Burgers-type equation by invariant subspace method

, 2013
In this paper we study the analytic solutions of Burgers-type nonlinear fractional equations by means of the Invariant Subspace Method. We first study a class of nonlinear equations directly related to the time-fractional Burgers equation. Some generalizations linked to the forced time-fractional Burgers equations and variable-coefficient diffusion are
ARTALE HARRIS, PIETRO, GARRA, ROBERTO
openaire   +3 more sources

Frozen Differential Scattering in Reconfigurable Complex Media

Laser &Photonics Reviews, EarlyView.
A localized perturbation universally results in a rank‐one update of the scattering matrix of any complex medium. The resulting differential output wavefront is “frozen”: its spatial pattern is fixed (agnostic to the input wavefront). Experiments with a programmable‐metasurface‐parametrized wireless link validate frozen differential scattering and ...
Philipp del Hougne
wiley   +1 more source

Optical Skyrmions with Tunable or Reconfigurable Topology Using Spin‐Decoupled Metaoptics

Laser &Photonics Reviews, EarlyView.
The work introduces advanced optical elements capable of generating and dynamically reconfiguring complex light patterns known as optical skyrmions. By precisely shaping light polarization at the nanoscale, a single engineered metasurface can generate and manipulate robust and tunable polarization textures in an efficient and scalable way.
Andrea Vogliardi, Daniele Bonaldo, Simone Dal Zilio, Vittorio Apolloni, Filippo Romanato, Gianluca Ruffato   +5 more
wiley   +1 more source

Lie symmetry Analysis and Explicit Exact Dolutions of the Time Fractional Drinfeld-Sokolov-Wilson (DSW) System

پژوهش‌های ریاضی, 2018
In this study coupled system of nonlinear time fractional Drinfeld-Sokolov-Wilson equations, which describes the propagation of anomalous shallow water waves is investigated. The Lie symmetry analysis is performed on the model.
Hadi Roohani Ghehsareh, Ahmad Majlesi, Ali Zaghian   +2 more
doaj  

Approximation of Dirac operators with δ‐shell potentials in the norm resolvent sense, II: Quantitative results

Mathematische Nachrichten, EarlyView.
Abstract This paper is devoted to the approximation of two‐ and three‐dimensional Dirac operators HV∼δΣ$H_{\widetilde{V} \delta _\Sigma }$ with combinations of electrostatic and Lorentz scalar δ$\delta$‐shell interactions in the norm resolvent sense. Relying on results from Behrndt, Holzmann, and Stelzer‐Landauer [Math. Nachr.
Jussi Behrndt, Markus Holzmann, Christian Stelzer‐Landauer   +2 more
wiley   +1 more source