Results 141 to 150 of about 7,527 (244)

Forecasting Duration in High‐Frequency Financial Data Using a Self‐Exciting Flexible Residual Point Process

open access: yesJournal of Forecasting, Volume 45, Issue 8, Page 3710-3728, December 2026.
ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley   +1 more source

An Implicit Nodal–Staggered Finite Difference Scheme for Damped Shear Beam Models Without Rotational Inertia

open access: yesMathematical Methods in the Applied Sciences, Volume 49, Issue 18, Page 18746-18766, December 2026.
ABSTRACT We develop and analyze a fully discrete finite difference approximation for a damped shear beam model with mixed boundary conditions and no rotational inertia. The absence of a second‐order time derivative in the rotational equation gives rise to an asymmetric temporal structure.
Anderson de Jesus Araújo Ramos   +3 more
wiley   +1 more source

Surrogate‐Assisted Nonlinear Model Predictive Control for a Lambda Robot

open access: yesProceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT This work presents a nonlinear model predictive control (NMPC) framework for a lambda‐shaped parallel robot that incorporates data‐driven surrogates to facilitate control design. An inverse surrogate model is used to provide an efficient initialization of the control inputs for NMPC.
Sanam Hajipour   +2 more
wiley   +1 more source

On the Design of Terminal Ingredients in Periodic Model Predictive Path‐Following

open access: yesProceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Establishing recursive feasibility and convergence for nonlinear model predictive path‐following control (MPPFC) is a non‐trivial task, particularly when following periodic reference paths. We propose a procedure for the design of terminal ingredients in MPPFC for constrained nonlinear systems.
Mohamed Abou‐Taleb   +3 more
wiley   +1 more source

Partial Observation of Linear Systems With the Mori–Zwanzig Formalism

open access: yesProceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT The Mori–Zwanzig (MZ) formalism provides a systematic framework for deriving reduced‐order model of dynamical systems when only part of the state is observed, but its practical use is often limited by the complexity of the resulting computations.
Fan Wang, Peter Benner, Jan Heiland
wiley   +1 more source

Exact Principal Koopman Eigenfunctions of a Pendulum

open access: yesProceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT The Koopman operator framework offers a rigorous approach to representing nonlinear dynamical systems through linear (or bilinear) differential equations. For deterministic, dissipative systems, it guarantees the existence of global coordinate transformations that linearize autonomous systems and bilinearize input‐affine systems. Despite these
Ulrich Römer
wiley   +1 more source

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