Results 21 to 30 of about 8,837 (179)
Four decades of retinal vessel segmentation research (1982–2025) are synthesized, spanning classical image processing, machine learning, and deep learning paradigms. A meta‐analysis of 428 studies establishes a unified taxonomy and highlights performance trends, generalization capabilities, and clinical relevance.
Avinash Bansal +6 more
wiley +1 more source
Dissecting Pirtobrutinib Resistance in Mantle Cell Lymphoma Through Single‐Cell Multi‐Omics
ABSTRACT Pirtobrutinib (PBN), a non‐covalent BTK inhibitor, has been approved by the FDA for relapsed/refractory mantle cell lymphoma (MCL); however, resistance to PBN has been observed. To dissect the molecular dynamics driving PBN resistance, we performed integrative single‐cell multi‐omic profiling (scRNA‐seq, scATAC‐seq, and scDNA‐seq) on ...
Fangfang Yan +10 more
wiley +1 more source
ABSTRACT The concept of predictive maintenance in advanced manufacturing systems is crucial from the point of view of resource efficiency in the era of high competitiveness forced by energy transformation in the digital economy. Against the backdrop of sustainability and the opportunities a data cooperative offers, the combination of predictive ...
Christian Schachtner +6 more
wiley +1 more source
A hidden Markov model and reinforcement learning‐based strategy for fault‐tolerant control
Abstract This study introduces a data‐driven control strategy integrating hidden Markov models (HMM) and reinforcement learning (RL) to achieve resilient, fault‐tolerant operation against persistent disturbances in nonlinear chemical processes. Called hidden Markov model and reinforcement learning (HMMRL), this strategy is evaluated in two case studies
Tamera Leitao +2 more
wiley +1 more source
Restricted Tweedie stochastic block models
Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley +1 more source
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Schematic diagram showing the proposed approach for EV charging/discharging. ABSTRACT The number of electric vehicles (EVs) on the road is rising as a result of recent advancements in EV technology, and EVs are important to the smart grid economy. Demand response schemes involving electric vehicles have the potential to dramatically reduce the cost of ...
F. Zonuntluanga +6 more
wiley +1 more source
A deep reinforcement learning–based control architecture is proposed to coordinate heat pumps, thermal storage, renewable energy, and demand response in data center waste heat recovery systems. The agent learns optimal control actions from system states and reward feedback to achieve electrical–thermal co‐optimization under realistic operational ...
Rendong Shen +5 more
wiley +1 more source
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source

