Results 151 to 160 of about 687 (243)

Marchenko–Pastur Laws for Daniell Smoothed Periodograms

Journal of Time Series Analysis, EarlyView.
ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
wiley   +1 more source

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

A Model of Strategic Sustainable Investment

Mathematical Finance, EarlyView.
ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis, Caio César Graciani Rodrigues, Peter Tankov   +2 more
wiley   +1 more source

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach

Mathematical Finance, EarlyView.
ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami, Tor A. Myrvoll   +4 more
wiley   +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

Unveiling Disparities and Missed Opportunities in Vitamin A Supplementation Among Children Under Five in Ethiopia

Maternal &Child Nutrition, EarlyView.
Vitamin A supplementation (VAS) coverage in Ethiopia remains low (21%), with substantial inequities favoring wealthier, urban, and agrarian households, and missed opportunities to integrate VAS with health services like measles vaccination. Improving coverage, equity, and resilience requires expanding access, tailoring delivery approaches, and ...
Tsedey Moges, Meron Girma, Alemnesh Petros, Nardos Birru, Alemayehu Hussen, Meseret Woldeyohannes, Abiy Tefera, Tadesse Kebebe, Berhanu Wodajo, Getachew Tollera, Mesay Hailu, Stanley Chitekwe, Hiwot Darsene, Kidist Woldesenbet, Kaleab Baye, Masresha Tessema, Ramadhani Noor   +16 more
wiley   +1 more source

When Coproduction Meets Professionalism: Toward a Conceptual Framework for Understanding Challenges of Lay Input

Public Administration, EarlyView.
ABSTRACT Coproduction is an established element in public service provision, linked to positive outcomes such as increased service quality and quantity. Realizing these outcomes requires skills and motivation from street‐level professionals and lay actors alike.
Rikke Kolding
wiley   +1 more source

The Discrete Gaussian Expectation Maximization (Gradient) Algorithm for Differential Privacy. [PDF]

Comput Intell Neurosci, 2021
Wu W.
europepmc   +1 more source

Digital Roots or Digital Routes? Broadband Expansion and the Rural‐Urban Migration in China

Population and Development Review, EarlyView.
Abstract This study investigates how broadband internet affects rural–urban migration in China using the Universal Broadband and Telecommunication Services pilot program launched in 2015 as a quasi‐experimental setting. Analyzing China Household Finance Survey data (2013–2021) with difference‐in‐differences estimation, we find that improved internet ...
Shuang Ma, Ren Mu
wiley   +1 more source

On the generalization of Hermite-Hadamard type inequalities for E ` -convex function via fractional integrals. [PDF]

Heliyon
Talha MS, Abbas T, Li Z, Rebey A, Ahmed A, Anjum S.   +5 more
europepmc   +1 more source