Results 81 to 90 of about 11,282 (244)

Minimal Kullback-Leibler Divergence for Constrained Lévy-Itô Processes [PDF]

, 2022
Sebastian Jaimungal, Silvana M. Pesenti, Leandro Sánchez-Betancourt   +2 more
openalex   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

The McMillan Theorem for Colored Branching Processes and Dimensions of Random Fractals

Entropy, 2014
For the simplest colored branching process, we prove an analog to the McMillan theorem and calculate the Hausdorff dimensions of random fractals defined in terms of the limit behavior of empirical measures generated by finite genetic lines.
Victor Bakhtin
doaj   +1 more source

The Black‐Box of ESG Scores From Rating Agencies: Do They Genuinely Reflect Sustainability Practices, or Are They Disproportionately Shaped by Financial Performance?

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the environmental, social and governance (ESG) scoring methodologies used by Bloomberg and S&P Global through the lens of Data Envelopment Analysis (DEA). It addresses a notable gap in the literature by identifying the underlying factors that shape ESG scores and providing practical insights for companies seeking to ...
Philipe Balan, Jorge Antunes, Peter Wanke, Yong Tan, Ali Meftah Gerged   +4 more
wiley   +1 more source

Fendioxypyracil, a new and systemic PPO‐inhibiting herbicide for X‐spectrum weed control

Pest Management Science, EarlyView.
This graphical abstract presents the discovery and synthesis of PPO herbicide structures with a central pyridine core, showing molecular conformations, dose–response inhibition curves for PPO1 and PPO2, and comparative weed and grass control efficacy of fendioxypyracil versus other herbicides in greenhouse and field trials.
Tobias Seiser, Aimone Porri, Philipp Johnen, Silke Zeyer, Judith Wahrheit, Michael Betz, Breght Vandenberghe, Scott Asher, Liliana Parra Rapado   +8 more
wiley   +1 more source

A structurally localized ensemble Kalman filtering approach

Quarterly Journal of the Royal Meteorological Society, EarlyView.
We derive an inherently localized ensemble Kalman filtering (EnKF) approach, avoiding the need for any auxiliary localization technique. The idea is to first use the variational Bayesian optimization to approximate the (continuous) state analysis probability density function (pdf) by a product of independent marginal pdfs corresponding to small ...
Boujemaa Ait‐El‐Fquih, Ibrahim Hoteit   +1 more
wiley   +1 more source

Classifying deviation from standard quantum behavior using Kullback Leibler divergence [PDF]

, 2023
Salman Sajad Wani, Saif Al‐Kuwari, Xiaoping Shi, Yiting Chen, Abrar Ahmed Naqash, Seemin Rubab, Mir Faizal, S. Kannan   +7 more
openalex   +1 more source

Generalized Kullback-Leibler Divergence Loss

extension of our NeurIPS paper "Decoupled Kullback-Leibler Divergence Loss".
Cui, Jiequan, Zhu, Beier, Xu, Qingshan, Tian, Zhuotao, Qi, Xiaojuan, Yu, Bei, Zhang, Hanwang, Hong, Richang   +7 more
openaire   +2 more sources

Phase I Multivariate Coefficient of Variation Control Charts for High‐Dimensional Processes

Quality and Reliability Engineering International, EarlyView.
ABSTRACT Multivariate control charts have traditionally focused on monitoring the process mean vector and/or covariance matrix. Recent studies have extended this framework to Phase II monitoring of the multivariate coefficient of variation (MCV); yet very limited work has examined MCV‐based monitoring in Phase I.
O. A. Oyegoke, K. S. Adekeye, J.‐C. Malela‐Majika   +2 more
wiley   +1 more source

Terrain Classification for Planetary Rovers Using Wireless In‐Wheel Sensor Modules and Machine Learning

Journal of Field Robotics, EarlyView.
ABSTRACT Safe and reliable mobility over different kinds of ground is important for planetary rovers on space missions. Since terrain changes might affect the mobility of the rover, energy consumption, and safety, detecting the type of ground in real‐time is vital.
Md Masrul Khan, Sultan Shaharea, Manseeb M. Mannaf, Shihab Ahemed, Fahim Islam Anik, Md Jarir Hossain, Helal An Nahiyan, Sourav Karmaker   +7 more
wiley   +1 more source