Results 171 to 180 of about 4,196 (286)

Natural variability can increase human walking metabolic costs and its implications to simulation-based metabolic estimation. [PDF]

J R Soc Interface
Alwan A, Srinivasan M.
europepmc   +1 more source

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

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

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

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

Comput Intell Neurosci, 2021
Wu W.
europepmc   +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

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

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

Interpolations of Jensen's inequality

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