Results 231 to 240 of about 134,266 (306)

Spatio-temporal evolution and convergence patterns of E-commerce development in China: Regional disparities and policy implications. [PDF]

PLoS One
Wu Y, Wang H, Wang H, Guo D, Li Y, Zhang H, Shan T.   +6 more
europepmc   +1 more source

Detecting Multiple Change Points in Linear Models With Heteroscedasticity

Journal of Time Series Analysis, EarlyView.
ABSTRACT The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM) processes of model residuals are established when the model errors are weakly dependent and non‐stationary ...
Lajos Horváth, Gregory Rice, Yuqian Zhao   +2 more
wiley   +1 more source

On the second gradient nonlinear spectral constitutive modelling of viscoelastic composites reinforced with stiff fibers. [PDF]

Sci Rep
Shariff MHBM.
europepmc   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Equilibrium-Based Finite Element Analysis of the Reissner-Mindlin Plate Bending Problem. [PDF]

Materials (Basel)
Więckowski Z, Świątkiewicz P.
europepmc   +1 more source

The Optimal Mean–Variance Selling Problem With Finite Horizon

Mathematical Finance, EarlyView.
ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson, Jesper Lund Pedersen, Goran Peskir   +2 more
wiley   +1 more source

Electromechanical Characteristics Analysis of Magnetic Shield on Superconducting Magnetic Levitation Train. [PDF]

Micromachines (Basel)
Hu M, Zhang L, Tao R, Wang P.
europepmc   +1 more source

Information‐Theoretic Approach to Financial Market Modeling

Mathematical Finance, EarlyView.
ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley   +1 more source

A generalization of Gauss principle to the space spanned by arbitrary-order derivative of acceleration and its application to nonholonomic mechanics. [PDF]

Sci Rep
Zhang Y.
europepmc   +1 more source

Pension Systems (Un)sustainability and Fiscal Constraints: A Comparative Analysis

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Using an overlapping generations model, two new indicators of public pension system sustainability are proposed: the pension space, which measures the capacity to pay for pension expenditures out of labour taxation, and the pension space exhaustion probability reflecting demographic uncertainties.
Burkhard Heer, Vito Polito, Michael R. Wickens   +2 more
wiley   +1 more source