Results 41 to 50 of about 68,126 (238)

A semi-Markov model for price returns

, 2011
We study the high frequency price dynamics of traded stocks by a model of returns using a semi-Markov approach. More precisely we assume that the intraday return are described by a discrete time homogeneous semi-Markov process and the overnight returns ...
D'Amico, Guglielmo, Petroni, Filippo
core   +1 more source

HLA genotype testing for carbamazepine, oxcarbazepine and eslicarbazepine: A guideline developed by the UK Centre of Excellence in Regulatory Science and Innovation in Pharmacogenomics (CERSI‐PGx)

British Journal of Clinical Pharmacology, EarlyView.
Carbamazepine is licensed in the United Kingdom for the treatment of epilepsy, bipolar disorder and trigeminal neuralgia. The related compounds oxcarbazepine and eslicarbazepine are licensed for the treatment of epilepsy. These drugs can cause immune‐mediated hypersensitivity reactions, which typically affect the skin, and can be of variable severity ...
Lucy Galloway, Cinzia Dello Russo, Nicholas Bass, Elvira Bramon, Helen Cross, Natalie Curley, Sarah Curran, Helen Davies, Jana De Villiers, William Evans, Bernhard Frank, Alice Groves, Judith Hayward, Jon Higham, Dyfrig A. Hughes, Shwe Sin Kyaw, Anthony G. Marson, Ailsa McLellan, Seth Mensah, Francis O'Neill, Jane Sargison, Sanjay M. Sisodiya, Jill Swan, Joanna M. Zakrewska, Munir Pirmohamed   +24 more
wiley   +1 more source

Explicit Model Checking of Very Large MDP using Partitioning and Secondary Storage

, 2016
The applicability of model checking is hindered by the state space explosion problem in combination with limited amounts of main memory. To extend its reach, the large available capacities of secondary storage such as hard disks can be exploited.
A Aggarwal, A Bell, A Hartmanns, C Baier, DD Deavours, EM Clarke, G Norman, GD Penna, H Hermanns, HC Bohnenkamp, J Barnat, L Alfaro de, M Hammer, M Kwiatkowska, M Kwiatkowska, M Timmer, ML Puterman, MZ Kwiatkowska, MZ Kwiatkowska, MZ Kwiatkowska, R Alur, R Mehmood, S Edelkamp, S Edelkamp, S Evangelista, T Bao, U Stern, V Forejt, WJ Stewart   +28 more
core   +1 more source

Prioritizing Feasible and Impactful Actions to Enable Secure AI Development and Use in Biology

Biotechnology and Bioengineering, EarlyView.
ABSTRACT As artificial intelligence continues to enhance biological innovation, the potential for misuse must be addressed to fully unlock the potential societal benefits. While significant work has been done to evaluate general‐purpose AI and specialized biological design tools (BDTs) for biothreat creation risks, actionable steps to mitigate the risk
Josh Dettman, Emily Lathrop, Aurelia Attal‐Juncqua, Matthew Nicotra, Allison Berke   +4 more
wiley   +1 more source

Stochastic Online Shortest Path Routing: The Value of Feedback

, 2017
This paper studies online shortest path routing over multi-hop networks. Link costs or delays are time-varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown.
Combes, Richard, Johansson, Mikael, Proutiere, Alexandre, Talebi, M. Sadegh, Zou, Zhenhua   +4 more
core   +3 more sources

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source

Abstractions of Stochastic Hybrid Systems [PDF]

, 2008
In this paper we define a stochastic bisimulation concept for a very general class of stochastic hybrid systems, which subsumes most classes of stochastic hybrid systems.
Bujorianu, L.M., Bujorianu, M.C., Lygeros, J.   +2 more
core   +3 more sources

Reweighting Scheme for the Calculation of Grand‐Canonical Expectation Values in Quantum Monte Carlo Simulations With a Fermion Sign Problem

Contributions to Plasma Physics, EarlyView.
ABSTRACT Ab initio path integral Monte Carlo (PIMC) simulations constitute the gold standard for the estimation of a broad range of equilibrium properties of a host of interacting quantum many‐body systems spanning a broad range of conditions from ultracold atoms to warm dense quantum plasmas.
Paul Hamann, Jan Vorberger, Tobias Dornheim   +2 more
wiley   +1 more source

Habitat complexity and prey composition shape an apex predator's habitat use across contrasting landscapes

Ecography, EarlyView.
The spatial ecology of stalk‐and‐ambush predators like the Eurasian lynx Lynx lynx depends on prey availability and environmental features, yet the relative roles of these factors remain unclear at large spatial scales. In this study, we analysed lynx habitat use across central and southern Finland using snow‐track data from the Wildlife Triangle ...
Francesca Malcangi, Caio Graco‐Roza, Andreas Lindén, Janne Sundell, John Loehr   +4 more
wiley   +1 more source

Maximal Average-Reward Policies for Semi-Markov Decision Processes With Arbitrary State and Action Space

The Annals of Mathematical Statistics, 1971
We consider the problem of maximizing the long-run average (also the long-run average expected) reward per unit time in a semi-Markov decision processes with arbitrary state and action space. Our main result states that we need only consider the set of stationary policies in that for each $\varepsilon > 0$ there is a stationary policy which is ...
openaire   +2 more sources