Results 151 to 160 of about 712 (260)
A spectral analysis extension to DEMATEL for strategic leverage points identification
International Transactions in Operational Research, EarlyView.Abstract Efforts to intervene in complex systems often emphasize influential factors, yet system behavior is equally shaped by the relationships among them. Methods such as Decision‐Making Trial and Evaluation Laboratory (DEMATEL) map causal structures but remain descriptive and do not identify which relationships provide the greatest leverage for ...
Pavlos Delias, Kerasia Kalkitsa
wiley +1 more source
Jean-Marie Souriau's Symplectic Foliation Model of Sadi Carnot's Thermodynamics. [PDF]
Entropy (Basel)Barbaresco F.
europepmc +1 more source
Green Bond Paper Topics, Journal Metrics and Post‐publication Diffusion
Journal of Economic Surveys, EarlyView.ABSTRACT Green bonds are important financial instruments in sustainable finance, generating a rapidly expanding academic literature. This paper identifies the topics analyzed in green bond academic research and examines how these topics are associated with journal and post‐publication diffusion metrics. Using 1048 paper abstracts published between 2015
Paraic McGee, Tom Egan, Sheila O'Donohoe
wiley +1 more source
Howe Duality and Dynamical Weyl Group. [PDF]
Transform GroupsDalipi R, Felder G, Gurenkova A.
europepmc +1 more source
Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting
Journal of Time Series Analysis, EarlyView.ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss +2 more
wiley +1 more source
On the smooth locus of affine Schubert varieties. [PDF]
Math AnnPappas G, Zhou R.
europepmc +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Type-II neural symmetry detection with Lie theory. [PDF]
Sci RepGabel A, Quax R, Gavves E.
europepmc +1 more source
Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
Mathematical Finance, EarlyView.ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović +4 more
wiley +1 more source