Results 121 to 130 of about 299,212 (282)

Improving Implied Volatility Forecasts for American Options Using Neural Networks

Journal of Futures Markets, EarlyView.
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley   +1 more source

Locally conformal symplectic structures and their generalizations from the point of view of Lie algebroids

Annales Universitatis Paedagogicae Cracoviensis: Studia Mathematica, 2004
We study locally conformal symplectic structures and their generalizations from the point of view of transitive Lie algebroids. To consider l.c.s.
Roman Kadobianski, Jan Kubarski
doaj  

The Lie algebra admitted by the ternary differential system with nonlinearities of degree six

Acta et Commentationes: Ştiinţe Exacte şi ale Naturii
In this paper, the ternary differential system with nonlinearities of degree six is investigated. For this system, nine Lie operators providing a linear representation of one-parameter elementary groups are determined in the space of phase variables and
Natalia Neagu
doaj   +1 more source

A Quantization Procedure of Fields Based on Geometric Langlands Correspondence

International Journal of Mathematics and Mathematical Sciences, 2009
We expose a new procedure of quantization of fields, based on the Geometric Langlands Correspondence. Starting from fields in the target space, we first reduce them to the case of fields on one-complex-variable target space, at the same time increasing ...
Do Ngoc Diep
doaj   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Signed Projective Cubes, a Homomorphism Point of View

Journal of Graph Theory, EarlyView.
ABSTRACT The (signed) projective cubes, as a special class of graphs closely related to the hypercubes, are on the crossroad of geometry, algebra, discrete mathematics and linear algebra. Defined as Cayley graphs on binary groups, they represent basic linear dependencies.
Meirun Chen, Reza Naserasr, Alessandra Sarti   +2 more
wiley   +1 more source

Rigorous Electromagnetic Quasinormal‐Mode Method Made Easy for Users

Laser &Photonics Reviews, EarlyView.
We present a method that combines numerical techniques with accurate approximations to enable simple and ultrafast computations of the scattered field based on quasinormal modes expansions. The method is made available in the open‐source package MANlite implemented within COMSOL.
Tong Wu, Philippe Lalanne
wiley   +1 more source

Static and Dynamic Analysis of Porous Gas Bearings Lubricated With Air, Refrigerant R‐134a, Helium and Hydrogen

Lubrication Science, EarlyView.
ABSTRACT Porous gas bearings (PGBs) enable high‐speed, oil‐free operation in modern rotating machinery. This study develops a coupled thermo‐hydrodynamic (THD) model for a cylindrical porous gas bearing lubricated with four working fluids—air, R‐134a, helium and hydrogen.
S. Bechiri, B. Bouchehit, B. Bou‐Saïd
wiley   +1 more source

Gait Adaptability Training Improves Gait in Spinocerebellar Ataxia Patients

Movement Disorders Clinical Practice, EarlyView.
Abstract Background Spinocerebellar ataxia (SCA) is a rare, genetic neurodegenerative movement disorder primarily affecting the cerebellum. So far, there is no available cure for SCA. However, evidence suggests that neurorehabilitation can alleviate symptoms.
Colette J.M. Reniers, Martin E. Johansson, Karen Huisman‐Venrooij, Ivan Toni, Vivian Weerdesteyn, Bart P.C. van de Warrenburg   +5 more
wiley   +1 more source

Extending the hyper‐logistic model to the random setting: New theoretical results with real‐world applications

Mathematical Methods in the Applied Sciences, EarlyView.
We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés, Ana Navarro‐Quiles, Sorina Madalina Sferle   +2 more
wiley   +1 more source