Journal 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
Safe and adaptive control of non-stationary stochastic systems via Lyapunov-constrained distributional reinforcement learning. [PDF]
Sci RepKhaniki MAL, Mirzaee M, Moradi E.
europepmc +1 more source
On the Design of Terminal Ingredients in Periodic Model Predictive Path‐Following
Proceedings 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
Siphon Calculus and Lyapunov Functions for Generalized Lotka-Volterra Systems: A Reaction Networks Perspective. [PDF]
Entropy (Basel)Avram F.
europepmc +1 more source
Exact Principal Koopman Eigenfunctions of a Pendulum
Proceedings 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
Spectral Characterization of Stochastic Epidemic Variability on Regular Networks via the Kirchhoff Index. [PDF]
Entropy (Basel)Alnafisah Y, Sohaly MA.
europepmc +1 more source
Control Design Based on Generalized Lur'e Lyapunov Functions for Sampled‐Data Lur'e Systems
International Journal of Robust and Nonlinear Control, Volume 36, Issue 16, Page 7450-7463, 10 November 2026.ABSTRACT This article addresses the synthesis of stabilizing control laws for aperiodic sampled‐data Lur'e systems. Based on a hybrid system representation of the closed‐loop system and a timer‐dependent generalized Lur'e–Postnikov type Lyapunov function, stabilization conditions are obtained by separating decision variables with the application of two
Arthur Scolari Fagundes +2 more
wiley +1 more source
Complex Dynamics and Structure-Preserving Characteristics of a Three-Dimensional Discrete Cosine Memristive Map. [PDF]
Entropy (Basel)Liu Z, Duan J.
europepmc +1 more source
International Journal of Robust and Nonlinear Control, Volume 36, Issue 16, Page 7337-7351, 10 November 2026.ABSTRACT This article proposes a distributed resilient control framework to ensure consensus tracking for nonlinear heterogeneous multi‐agent systems (NHMAS) under aperiodic denial‐of‐service (DoS) attacks. First, a resilient observer is introduced to estimate the leader's state considering that not all agents have direct access to the leader's ...
Li Liu, Bing Yan, Junkang Ni, Peng Shi
wiley +1 more source
Real-time HIL validation of a lyapunov-guaranteed optimal FOPID controller for quadrotor UAV trajectory tracking. [PDF]
Sci RepElbasueny B +4 more
europepmc +1 more source