Results 191 to 200 of about 19,149 (335)

Inner derivations and weak-2-local derivations on the C$^*$-algebra $C_0(L,A)$ [PDF]

, 2016
Enrique Jordá, Antonio M. Peralta
openalex   +1 more source

Improving Implied Volatility Forecasts for American Options Using Neural Networks

Journal of Futures Markets, EarlyView.
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley   +1 more source

Hypercomplex neural networks: Exploring quaternion, octonion, and beyond in deep learning. [PDF]

MethodsX
Devadas RM, Hiremani V, Preethi, T S, R S, Gujjar P.   +5 more
europepmc   +1 more source

Algebraic representation of L-valued continuous lattices via the open filter monad [PDF]

, 2019
Wei Yao, Yueli Yue, Bin Pang
openalex   +1 more source

Gauge equivalence for complete L∞-algebras

, 2021
We introduce a notion of left homotopy for Maurer–Cartan elements in L∞‑algebras and A∞‑algebras, and show that it corresponds to gauge equivalence in the differential graded case. From this we deduce a short formula for gauge equivalence, and provide an entirely homotopical proof to Schlessinger–Stasheff’s theorem.
openaire   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Classification of prime modules of quantum affine algebras corresponding to 2-column tableaux. [PDF]

J Algebr Comb (Dordr)
Early N, Li JR.
europepmc   +1 more source

The Algebraic Lock II The Generalized Riemann Hypothesis Proof for All Dirichlet L-Functions via Character-Twisted Arithmetic Operators

Christopher Pompetzki
openalex   +1 more source

Assessment of Potential Sources of Variability on the Analytical Performance of a Circulating Tumor DNA Minimal Residual Disease Test for B‐Cell Lymphomas

Journal of Clinical Laboratory Analysis, EarlyView.
Laboratory tests must exhibit robustness to common sources of test variability, particularly for tests with the potential to inform treatment decisions. This study presents data that shows that a phased variant enrichment and detection sequencing (PhasED‐Seq)‐based circulating tumor DNA minimal residual disease (ctDNA‐MRD) test is robust, with results ...
Nina Klimova, Alanna Roff, Justine McCutcheon, Alex Aheimer, Sandra L. Close, Richard D. Hockett, Stephanie Meek, Laura Hyland   +7 more
wiley   +1 more source