Results 21 to 30 of about 1,868 (172)

T‐800: An 800 Hz Data Glove for Precise Hand Gesture Tracking

SmartBot, EarlyView.
Hand motion capture provides critical insights into human dexterity and facilitates advancements in robotic manipulation, yet existing systems are limited by a trade‐off between temporal resolution and visual occlusion. Here, the authors present T‐800, a high‐bandwidth data glove achieving synchronized full‐hand motion capturing at 800 Hz.
Haoyang Luo, Zihang Zhao, Leiyao Cui, Saiyao Zhang, Liu Yang, Zhi Han, Xiyuan Tang, Yixin Zhu   +7 more
wiley   +1 more source

Modeling the Thermal Properties of Hydrogen‐Based Direct Reduced Iron Using Computational Thermodynamics and Machine Learning

steel research international, EarlyView.
Hydrogen‐based direct reduced iron (H‐DRI) melts differently from scrap and carbon‐bearing DRI. This work combines differential scanning calorimetry experiments, FactSage thermodynamics, and simple composition‐based regression to predict solidus, liquidus, heat capacity, and enthalpy for H‐DRI.
Ankur Agnihotri, Petri Sulasalmi, Pasquale Cavaliere, Ville‐Valtteri Visuri   +3 more
wiley   +1 more source

Renormalization techniques for inflation systems and some of their applications

Acta Crystallographica Section A, EarlyView.
In this work, renormalization methods for quantities related to the diffraction of inflation systems are surveyed.Exact renormalization techniques are important and powerful, particularly for inflation‐generated systems. We review recent results in this direction.
Michael Baake, Franz Gähler, Anna Klick, Neil Mañibo, Jan Mazáč   +4 more
wiley   +1 more source

Quantitative Metrics for Edge Bundling of Network Visualizations

Computer Graphics Forum, EarlyView.
Abstract Edge bundling is widely used for reducing visual clutter in large 2D network and trajectory visualizations. Various edge bundling methods have been proposed, each producing qualitatively distinct outputs for the same data; however, few quantitative metrics exist for systematic evaluation. In this paper, we propose a set of quantitative metrics
M. Wallinger, J. Miller, A. Maftei, S. G. Kobourov   +3 more
wiley   +1 more source

Survey on Visualization of Information Diffusion over Networks

Computer Graphics Forum, EarlyView.
Abstract Information Diffusion (ID) describes how a value (e.g., a pathogen, a rumor, a packet) spreads through an underlying “medium” network of elements (e.g., a social or computer network). Understanding the information diffusion process is essential to predicting trends, controlling misinformation, and enhancing decision‐making as well as ...
T. Baumgartl, M. Sondag, V. Filipov, M. Tuscher, S. Rajendran, S. Miksch, D. Archambault, A. Arleo, T. von Landesberger   +8 more
wiley   +1 more source

Fast Nodal Hessian Computation for Peridynamic Fracture Simulation

Computer Graphics Forum, EarlyView.
A fast, exact nodal Hessian computation for Non‐Ordinary State‐Based Peridynamics is introduced through analytical simplification and a warp‐centric GPU strategy. The method accelerates preconditioned solvers and Vertex Block Descent, enabling interactive fracture simulation with physical accuracy.
Yuxiong Qin, Qingfu Zhang, Zhongkai Zhang   +2 more
wiley   +1 more source

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

International Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri, Bernardo Nipoti, Emilio Porcu, Philip White   +3 more
wiley   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

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