Results 121 to 130 of about 9,695 (338)

An adaptive Lagrange multiplier determination method for rate-distortion optimisation in hybrid video codecs [PDF]

, 2015
Fan Zhang, David R. Bull
openalex   +1 more source

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

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  

Uma nova metodologia para construção de funções de penalização para algoritmos de lagrangeano aumentado [PDF]

, 2001
Tese (doutorado) - Universidade Federal de Santa Catarina, Centro Tecnológico. Programa de Pós-Graduação em Engenharia de ProduçãoPropomos uma nova metodologia para construção de funções de penalização para algoritmos de lagrangeano aumentado aplicados a
Matioli, Luiz Carlos
core  

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

New Drain Spacing Formulas Using the Variational Iteration Method

Irrigation and Drainage, EarlyView.
ABSTRACT In this study, the drain spacing is computed using the variational iteration method (VIM) to the linearized Boussinesq equation. By applying at most two iterations of the VIM method under three different initial condition scenarios, three equations for drain spacing calculation were derived. These equations predict values of drain spacing that
George Kargas, Leonidas Mindrinos, Paraskevi Londra   +2 more
wiley   +1 more source

Cut finite element method for divergence-free approximation of incompressible flow : A Lagrange multiplier approach [PDF]

In this note, we design a cut finite element method for a low order divergence-free element applied to a boundary value problem subject to Stokes' equations.
Burman, E.,, Hansbo, Peter,, Larson, M.,
core   +2 more sources

Iterative Integro-Differential Techniques Based on Green’s Function for Two-Point Boundary-Value Problems of Ordinary Differential Equations

Axioms
Several iterative integro-differential formulations for two-point, second- and third-order, nonlinear, boundary-value problems of ordinary differential equations based on Green’s functions and the method of variation of parameters are presented.
Juan I. Ramos
doaj   +1 more source

The Effect of the Interaction Between Price and Time Preference on Cigarette Consumption

International Studies of Economics, EarlyView.
ABSTRACT The primary focus of this essay is to obtain new estimates of the price sensitivity of cigarette consumption and related outcomes using the 1979 cohort of the National Longitudinal Survey of Youth (NLSY79). This work expands on the existing literature on the topic by taking into account measures of time preference in the NLSY79 to examine ...
Yan Song
wiley   +1 more source

Development of an optimization method for a heat source and a chart for operational design using a genetic algorithm and Lagrange multiplier

Japan Architectural Review, 2018
Various optimization methods for heat sources and operational designs have been studied to reduce energy consumption in the building sector. Some problems, however, remain to be improved.
Shintaro Ikeda, Tatsuo Nagai
doaj   +1 more source