Results 171 to 180 of about 4,143 (285)

Does the application of Jensen's integral inequality and LMIs confirm exponential stability in delayed systems with gapped gamma distribution through augmented Lyapunov function? [PDF]

Heliyon
Rashid SM.
europepmc   +1 more source

Whole-organism responses to constant temperatures do not predict responses to variable temperatures in the ecosystem engineer Mytilus trossulus. [PDF]

Proc Biol Sci, 2021
Marshall KE, Anderson KM, Brown NEM, Dytnerski JK, Flynn KL, Bernhardt JR, Konecny CA, Gurney-Smith H, Harley CDG.   +8 more
europepmc   +1 more source

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
wiley   +1 more source

Fractal perspective of superquadratic functions with generalized probability estimations. [PDF]

PLoS One
Butt SI, Khan D, Seol Y.
europepmc   +1 more source

Home Safe Home: Safety Gains Through Telework During the Covid‐19 Pandemic

LABOUR, EarlyView.
ABSTRACT This paper exploits exogenous shifts in work organisation during the Covid‐19 pandemic to study the implications of hybrid and remote work arrangements on occupational safety. Combining accident registers and household survey microdata from Hungary, we are able to address potential selection and reporting bias, and reliably identify the ...
Bálint Menyhért, Szilárd Erhart
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

Perpetual Futures Pricing

Mathematical Finance, EarlyView.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer, Julien Hugonnier, Urban Jermann   +2 more
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

On the Monotonicity of Relative Entropy: A Comparative Study of Petz's and Uhlmann's Approaches. [PDF]

Entropy (Basel)
Matheus S, Bottacin F, Provenzi E.
europepmc   +1 more source

Interpolations of Jensen's inequality

Tamkang journal of mathematics, 2003
Weighted and unweighted interpolations of general order are given for Jensen's integral inequality.
openaire