Results 191 to 200 of about 424,995 (268)

A generalized atomic system of N-level atom within the framework of ([Formula: see text]) JCM interacting with one-mode field solved via supersymmetric approach. [PDF]

Sci Rep
Zait RA.
europepmc   +1 more source

Functional Vašiček Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source

Acceleration of the Relativistic Dirac-Kohn-Sham Method with GPU: A Pre-Exascale Implementation of BERTHA and PyBERTHA. [PDF]

J Chem Theory Comput
Storchi L, Bellentani L, Hammond J, Orlandini S, Pacifici L, Antonini N, Belpassi L.   +6 more
europepmc   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Cone Vertex Algebras, Mock Theta Functions, and Umbral Moonshine Modules. [PDF]

Commun Math Phys
Cheng MCN, Sgroi G.
europepmc   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Generalised killing spinors on three-dimensional Lie groups. [PDF]

Manuscr Math
Artacho D.
europepmc   +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

Artificial intelligence approaches for tumor phenotype stratification from single-cell transcriptomic data. [PDF]

Elife
Bhattacharya N, Rockstroh A, Deshpande SS, Thomas SK, Yadav A, Goswami C, Chawla S, Solomon P, Fourgeux C, Ahuja G, Hollier B, Kumar H, Roquilly A, Poschmann J, Lehman M, Nelson CC, Sengupta D.   +16 more
europepmc   +1 more source

Macroscopic Market Making Games

Mathematical Finance, EarlyView.
ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley   +1 more source