Results 41 to 50 of about 105,613 (301)

Control problem for the impulse process under stochastic optimization procedure and Levy conditions

Математичні Студії, 2021
A stochastic approximation procedure and a limit generator of the original problem are constructed for a system of stochastic differential equations with Markov switching and impulse perturbation under Levy approximation conditions with control, which is
Ya. M. Chabanyuk, A. V. Nikitin, U. T. Khimka   +2 more
doaj   +1 more source

Identifying Physical Interactions in Contact‐Based Robot Manipulation for Learning from Demonstration

Advanced Robotics Research, EarlyView.
Robots can learn manipulation tasks from human demonstrations. This work proposes a versatile method to identify the physical interactions that occur in a demonstration, such as sequences of different contacts and interactions with mechanical constraints.
Alex Harm Gert‐Jan Overbeek, Herman van der Kooij, Douwe Dresscher, Mark Vlutters   +3 more
wiley   +1 more source

Modelling volatility of cryptocurrencies using Markov-Switching GARCH models [PDF]

Research in International Business and Finance, 2018
Abstract This paper aims to select the best model or set of models for modelling volatility of the four most popular cryptocurrencies, i.e. Bitcoin, Ethereum, Ripple and Litecoin. More than 1000 GARCH models are fitted to the log returns of the exchange rates of each of these cryptocurrencies to estimate a one-step ahead prediction of Value-at-Risk ...
Guglielmo Maria Caporale, Timur Zekokh
openaire   +4 more sources

RIG‐I Mediated Neuron‐Specific IFN Type 1 Signaling in FUS‐ALS Induces Neurodegeneration and Offers New Biomarker‐Driven Individualized Treatment Options for (FUS‐)ALS

Advanced Science, EarlyView.
Using iPSC‐derived motoneurons and postmortem tissue from FUS‐ALS patients, it is demonstrated that increased mitochondrial transcription leads to elevated cytosolic double‐stranded RNA (dsRNA) levels. This aberrant accumulation activates a RIG‐I–dependent innate immune response leading to neurodegeneration, which is amenable for FDA‐ and EMA‐approved ...
Marcel Naumann, Theresa M. Wierschin, Stefanie Kretschmer, Banaja P. Dash, Aaron Held, Andrea Salzinger, Kevin Peikert, Anže Karlek, Hannes Glaß, Dajana Großmann, René Günther, Susanne Petri, Annekathrin Rödiger, David Brenner, Francisco Pan‐Montojo, Eleonora Aronica, Markus Kipp, Vitaly Zimyanin, Jared Sterneckert, Torsten Grehl, Noah D. Seebacher, Tobias M. Böckers, Alberto Catanese, Brian J. Wainger, Patrick Oeckl, Min Ae Lee‐Kirsch, Andreas Hermann   +26 more
wiley   +1 more source

Theory and inference for a Markov switching GARCH model [PDF]

We develop a Markov-switching GARCH model (MS-GARCH) wherein the conditional mean and variance switch in time from one GARCH process to another. The switching is governed by a hidden Markov chain. We provide sufficient conditions for geometric ergodicity
BAUWENS, Luc, PREMINGER, Arie, ROMBOUTS, Jeroen V.K.   +2 more
core   +6 more sources

Robust Reinforcement Learning Control Framework for a Quadrotor Unmanned Aerial Vehicle Using Critic Neural Network

Advanced Intelligent Systems, Volume 7, Issue 3, March 2025.
Quadrotor unmanned aerial vehicle control is critical to maintain flight safety and efficiency, especially when facing external disturbances and model uncertainties. This article presents a robust reinforcement learning control scheme to deal with these challenges.
Yu Cai, Yefeng Yang, Tao Huang, Boyang Li   +3 more
wiley   +1 more source

PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING [PDF]

International Journal of Theoretical and Applied Finance, 2015
We consider a stochastic-factor financial model wherein the asset price and the stochastic-factor processes depend on an observable Markov chain and exhibit an affine structure. We are faced with a finite investment horizon and derive optimal dynamic investment strategies that maximize the investor's expected utility from terminal wealth.
MARCOS ESCOBAR, DANIELA NEYKOVA, RUDI ZAGST   +2 more
openaire   +4 more sources

Multiobjective Environmental Cleanup with Autonomous Surface Vehicle Fleets Using Multitask Multiagent Deep Reinforcement Learning

Advanced Intelligent Systems, EarlyView.
This study presents a multitask strategy for plastic cleanup with autonomous surface vehicles, combining exploration and cleaning phases. A two‐headed Deep Q‐Network shared by all agents is traineded via multiobjective reinforcement learning, producing a Pareto front of trade‐offs.
Dame Seck, Samuel Yanes, Manuel Perales, Daniel Gutiérrez, Sergio Toral   +4 more
wiley   +1 more source

Moments of Markov-Switching Models [PDF]

Tatra Mountains Mathematical Publications, 2014
Abstract In this paper we have focused on the class of regime-switching time series models with regimes determined by unobservable variables, concretely Markov-switching models. We have derived 2nd central moment of the MSW models for two cases-state-independent and state-dependent ...
openaire   +1 more source

Feature Disentangling and Combination Implemented by Spin–Orbit Torque Magnetic Tunnel Junctions

Advanced Intelligent Systems, EarlyView.
Spin–orbit torque magnetic tunnel junctions (SOT‐MTJs) enable efficient feature disentangling and integration in image data. A proposed algorithm leverages SOT‐MTJs as true random number generators to disentangle and recombine features in real time, with experimental validation on emoji and facial datasets.
Xiaohan Li, Yingqian Xu, Caihua Wan, Ran Zhang, Meike Hindenberg, Raik Hoffmann, Shiqiang Liu, Tianyi Zhang, Shilong Xiong, Dehao Kong, Jihao Xia, Fangshuo Gao, Zhuyang Nie, Thomas Kämpfe, Guoqiang Yu, Xiufeng Han   +15 more
wiley   +1 more source