Results 141 to 150 of about 13,567 (273)

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

Steering semi-flexible molecular diffusion model for structure-based drug design with reinforcement learning. [PDF]

Sci Adv
Zhang X, Qu S, Lu F, Wang J, Tian Z, Gu S, Zhang Y, Knoll A, Gao S, Chen G, Jiang C.   +10 more
europepmc   +1 more source

Least Trimmed Squares: Cointegration and Outliers

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley   +1 more source

Analyzing the digital customer journey: a novel framework for sequential behavior modeling. [PDF]

Sci Rep
Bar-El L, Chalutz-BenGal H, Gazit S, Patalon T, Ben-Gal I.   +4 more
europepmc   +1 more source

There Is Always a Bigger Fish. Determinants of Power Perceptions in Swiss Biodiversity Policy

Policy Studies Journal, EarlyView.
ABSTRACT The Advocacy Coalition Framework (ACF) views power as crucial in policy processes, but the nature of coalition power, its determinants, and how to empirically measure it remain understudied. In this article, we use a mixed method approach and social network analysis to explore power relationships in the biodiversity policy subsystem in ...
Alix d'Agostino, Jascha Egli, Daniel Kübler   +2 more
wiley   +1 more source

Bayesian inference of a spatially dependent semi-Markovian model with application to Madagascar Covid'19 data. [PDF]

PLoS One
Raherinirina A, Tsilefa ST, Nirilanto T, Manou-Abi SM.   +3 more
europepmc   +1 more source

Combining EEG signals from the 2 members of a team to improve event identification. [PDF]

Neuroimage Rep
Fincham JM, Betts S, Anderson JR.
europepmc   +1 more source

In silico modelling of multi‐electrode arrays for enhancing cardiac drug testing on hiPSC‐CM heterogeneous tissues

The Journal of Physiology, EarlyView.
Abstract figure legend Schematic overview of the experimental and computational framework for investigating hiPSC‐CM electrophysiology with MEA systems. The MEA‐based model integrates experimental data with phenotype‐specific ionic models and tissue‐level heterogeneity.
Sofia Botti, Rolf Krause, Luca F. Pavarino   +2 more
wiley   +1 more source

Evaluating Semi-Markov Processes and Other Epidemiological Time-to-Event Models by Computing Disease Sojourn Density as Partial Differential Equations. [PDF]

Med Decis Making
Worthington J, Feletto E, He E, Wade S, de Graaff B, Nguyen ALT, George J, Canfell K, Caruana M.   +8 more
europepmc   +1 more source

SEMI-MARKOV DECISION PROCESSES WITH COUNTABLE STATE SPACE AND COMPACT ACTION SPACE

We shall be concerned with the optimization problem of semi-Markov decision processes with countable state space and compact action space. Defined is the generalized reward function associated with the semi-Markov decision processes which include the ...
安田, 正實, Yasuda, Masami
core