Results 231 to 240 of about 8,798 (302)

Recent Improvements to the NWChem COSMO Module. [PDF]

open access: yesJ Chem Theory Comput
Soares RP, Mejía-Rodriguez D, Aprà E.
europepmc   +1 more source

The Core‐Periphery Model Under Additively Separable Preferences

open access: yesJournal of Regional Science, Volume 65, Issue 2, Page 378-402, March 2025.
ABSTRACT This paper reexamines Krugman's core‐periphery model by substituting his constant elasticity of substitution (CES) utility with a general additively separable utility that comprehensively captures the pro‐competitive effect while preserving the income effect.
Congcong Wang, Dao‐Zhi Zeng, Xiwei Zhu
wiley   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

Penalized Convex Estimation in Dynamic Location Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

An Empirical Analysis of Institutional Coevolution in the European Union

open access: yesKyklos, EarlyView.
ABSTRACT Institutional effectiveness is widely considered an important factor for the success of the European integration process. The article investigates how the coevolution of formal and informal institutions influenced economic performance within the European Union from 1980 to 2019.
Sara Casagrande, Bruno Dallago
wiley   +1 more source

Double BFV Quantisation of 3D Gravity. [PDF]

open access: yesCommun Math Phys
Canepa G, Schiavina M.
europepmc   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

open access: yesMathematical 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

The Optimal Mean–Variance Selling Problem With Finite Horizon

open access: yesMathematical 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   +2 more
wiley   +1 more source

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