Results 121 to 130 of about 13,071 (304)

Physics successfully implements Lagrange multiplier optimization. [PDF]

Proc Natl Acad Sci U S A, 2020
Vadlamani SK, Xiao TP, Yablonovitch E.
europepmc   +1 more source

Omnibus Tests for Multivariate Normality of Observations and Residuals [PDF]

This paper provides omnibus tests for multivariate normality of both observations and residuals. They are derived by considering as the alternatives to the multivariate normal a class of maximum-entropy distributions studied elsewhere by the author.
Urzúa, Carlos M.
core  

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Mixed formulation for interface problems with distributed Lagrange multiplier

, 2014
We study a mixed formulation for elliptic interface problems which has been recently introduced when dealing with a test problem arising from fluid-structure interaction applications.
Gastaldi, Lucia, Ruggeri, Michele, Boffi, Daniele   +2 more
core   +2 more sources

Strict Efficiency in Vector Optimization with Nearly Convexlike Set-Valued Maps

Abstract and Applied Analysis, 2013
The concept of the well posedness for a special scalar problem is linked with strictly efficient solutions of vector optimization problem involving nearly convexlike set-valued maps.
Xiaohong Hu, Zhimiao Fang, Yunxuan Xiong
doaj   +1 more source

Lagrange multiplier problems in economics

, 2006
Bu tezde iktisatta Lagrange çarpanı problemi ve birden fazla kısıtlama olması durumunda, ana problemle duali olan problemin Lagrange çarpanları arasındaki ilişki ele alınmıştır.
Peker, Haldun Alpaslan
core  

Lagrange Multipliers in Locally Convex Spaces

Journal of Optimization Theory and Applications
We give a general Lagrange multiplier rule for mathematical programming problems in a Hausdorff locally convex space. We consider infinitely many inequality and equality constraints. Our results gives in particular a generalisation of the result of J.
Mohammed Bachir, Joël Blot
openaire   +3 more sources

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Bayesian Analysis of Spatial Probit Models in Wheat Waste Management Adoption [PDF]

International Journal of Agricultural Management and Development, 2019
The purpose of this study was to identify factors influencing the adoption of wheat waste management by wheat farmers. The method used in this study using the spatial Probit models and Bayesian model was used to estimate the model.
Ahmadreza Ommani, Azadeh Noorollah Noorivandi   +1 more
doaj  

An exact, unified distributional characterization of statistics used to test linear hypotheses in simple regression models

The Wald, likelihood ratio and Lagrange multiplier test statistics are commonly used to test linear restrictions in regression models. It is shown that for testing these restrictions in the classical regression model, the exact densities of these test ...
Parker, Thomas
core