A Weighted Survival Regression Framework for Incorporating External Prediction Information. [PDF]
Ghosh D.
europepmc +1 more source
Testing for Contagion in International Financial Markets: To See More, Go Higher
ABSTRACT Traditional measures of financial contagion rely on correlation shifts, overlooking higher moments such as skewness and kurtosis. We examine contagion during two major financial crises, incorporating lower‐ and higher‐moment measures. We analyze stock market returns from 22 major markets at different frequencies, offering a global perspective ...
Simeon Coleman, Vitor Leone
wiley +1 more source
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels. [PDF]
Genest C, Ouimet F.
europepmc +1 more source
Key Points Six new Ca‐Mg‐Fe carbonate reference materials are available to the global geochemical community for calibrating oxygen and carbon isotope ratios by SIMS. Significant compositional matrix effects were observed in the dolomite‐ankerite and magnesite‐siderite series during SIMS analysis. Compositional matrix effects correlate with Fe variation.
Maria Rosa Scicchitano +10 more
wiley +1 more source
Spatiotemporal Heterogeneity Learning: Generalized SpatioTemporal Semi-Varying Coefficient Models With Structure Identification. [PDF]
Gu Z, Li X, Wang G, Wang L.
europepmc +1 more source
Network Games With Triadic Interactions
ABSTRACT We propose a model for network‐mediated interactions incorporating higher‐order relationships such as triadic interactions. The marginal utility of an individual's action depends explicitly on endogenous actions of multiple units. Conditions ensuring a unique Nash equilibrium are derived using a variational inequality approach. We estimate the
Wei Shi, Chunchao Wang, Pei Yu
wiley +1 more source
Bayesian inference in nonlinear growth models and hypothesis testing of sexual dimorphism in Black Utrerana chickens. [PDF]
Salvador RC, Pereira AA, Fernandes TJ.
europepmc +1 more source
Pairwise Imitation and Tournament Graphs
ABSTRACT This paper investigates strategic dynamics under the behavioral rule of pairwise interact and imitate (PII), which requires minimal information and emphasizes outperforming opponents in pairwise interactions. We characterize PII using weak tournament graphs and, for a broad class of dynamics, establish a one‐shot stability result for ...
Sung‐Ha Hwang +3 more
wiley +1 more source
The Learning Rate Is Not a Constant: Sandwich-Adjusted Markov Chain Monte Carlo Simulation. [PDF]
Vrugt JA, Diks CGH.
europepmc +1 more source
Miners' Reward Elasticity and Stability of Competing Proof‐of‐Work Cryptocurrencies
ABSTRACT Proof‐of‐Work cryptocurrencies employ miners to sustain the system through algorithmic reward adjustments. We develop a stochastic model of the multicurrency mining and identify conditions for stable transaction speeds. Bitcoin's algorithm requires hash supply elasticity <$<$1 for stability, while ASERT remains stable for any elasticity and ...
Kohei Kawaguchi +2 more
wiley +1 more source

