Results 111 to 120 of about 63,195 (264)
, 2001 A considerable body of recent work uses Levy processes to model and analyse financial time series. Section 2 provides a brief review of this work. The review is to a large extent based on two papers Barndorff-Nielsen and Shephard (2001a,b) where more detailed information may be found. See also Barndorff-Nielsen and Shephard (2001c,d,e).
openaire +3 more sources
Fat-Tailed Distributions and Levy Processes
, 2008 The notion that natural disasters can be controlled is, of course, farcical; history is permeated with examples of countless failed attempts at this pointless task; it is synonymous with trying to build a perpetual motion machine. Nonetheless, there are ways to reduce their impact on human communities, particularly by looking away from the normal ...
openaire +2 more sources
EU Policy‐Making in the Digital Age: Major Trends and Insights From Public Policy Research
European Policy Analysis, EarlyView.ABSTRACT Has digitalization changed policy‐making dynamics at the European Union (EU) level? To investigate this issue, this article presents a scoping review of the literature on EU digital policy‐making. While much scholarship adopts a ‘Governance’ approach, two conceptually rich strands emerge: critical approaches, and digital sovereignty.
Chloé Bérut
wiley +1 more source
Convexity of Ruin Probability and Optimal Dividend Strategies for a General Lévy Process. [PDF]
ScientificWorldJournal, 2015 Yin C, Yuen KC, Shen Y.
europepmc +1 more source
The Theory of Quantum Levy Processes
, 2004 Habilitation thesis EMAU Greifswald, 204 ...
openaire +2 more sources
An algorithm for seizure detection in rodents
Epilepsia Open, EarlyView.Abstract Objective Epilepsy animal research often relies on long‐term intracranial electroencephalographic (iEEG) recordings. Here, we describe an artificial neural network (ANN) algorithm for automatic detection of seizures. Methods The algorithm was trained on iEEG recordings of three mouse models of chronic epilepsy: (1) the pilocarpine model of ...
Lyna Kamintsky +9 more
wiley +1 more source
Energy Science &Engineering, EarlyView.Overview of the under‐study hub energy model showing the energy conversion and distribution among integrated sources and loads. ABSTRACT In this paper, a probabilistic bi‐objective energy management system (EMS) model is proposed for an energy hub (EH) equipped with renewable energy sources such as photovoltaic and wind turbine connected to the main ...
Mohammad Khoshabi +3 more
wiley +1 more source
Equine Veterinary Journal, EarlyView.Abstract Background The epidemiology of equine influenza (EI) in the United Kingdom has not been systematically described since the 2019 epidemic. Objectives To summarise UK EI surveillance (2020–2024), quantify outbreak seasonality and assess movement‐related sources. Study Design Retrospective observational analysis of national surveillance and horse
Fleur Whitlock +2 more
wiley +1 more source
Determining the background driving process of the Ornstein-Uhlenbeck model
Electronic Journal of Differential Equations, 2023 Maria C. Mariani +4 more
doaj