Results 121 to 130 of about 7,423,787 (281)

Bayesian Multivariate Two‐Stage Volatility‐Return Models (MTS‐VR)

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops a class of models to capture the joint dynamics of asset returns and multivariate volatility. Owing to its two‐stage construction, this class is referred to as the multivariate two‐stage volatility‐return (MTS‐VR) model.
Zhenglyu Huang, Jennifer S. K. Chan, Gareth W. Peters   +2 more
wiley   +1 more source

Evolutionary dynamics on a regular networked structured and unstructured multi‐population

International Journal of Robust and Nonlinear Control, EarlyView., 2023
Abstract In this paper, we study collective decision‐making in a multi‐population framework, where groups of individuals represent whole populations that interact by means of a regular network. Each group consists of a number of players and every player can choose between two options.
Wouter Baar, Leonardo Stella, Dario Bauso   +2 more
wiley   +1 more source

Boundary Matrix Method for Eigenvalue Problems [PDF]

P(論文)The boundary matrix method for solving eigenvalue problems for the Laplace operator is formulated in this paper. The numerical methods are based on a nonlinear representation of the eigenvalue problem on the boundary.
サカキハラ, ミチオ, Sakakihara, Michio   +1 more
core   +1 more source

Time‐Varying Structural Approximate Dynamic Factor Model

Journal of Forecasting, EarlyView.
ABSTRACT This study proposes a time‐varying structural approximate dynamic factor (TVS‐ADF) model by extending the approximate dynamic factor (ADF) model in state‐space form. The TVS‐ADF model considers time‐varying coefficients and a time‐varying variance–covariance matrix of its innovation terms to capture complex economic dynamics.
Ziyan Zhao, Qingfeng Liu
wiley   +1 more source

Explicit Methods for Inverse Source Identification in Transient Diffusion via Truncated Eigenfunction Regularization of Temperature Measurements

Heat Transfer, EarlyView.
ABSTRACT This work presents and compares two explicit approaches for estimating space‐ and time‐dependent source terms in parabolic diffusion equations, derived from analytical solutions obtained through the Classical Integral Transform Technique (CITT).
André J. P. de Oliveira, Diego C. Knupp, Luiz A. S. Abreu, Mousa J. Huntul, David A. Pelta, Antônio J. da Silva Neto   +5 more
wiley   +1 more source

Institutional Diversity in Banking and Economic Complexity

International Journal of Finance &Economics, EarlyView.
ABSTRACT In this paper, we test whether institutional diversity in banking systems is beneficial to economic complexity, using data for Italian provinces in the period 1998–2017. We compute different indexes that consider diversity from an ownership, institutional, business model and competition point of view and find that higher diversity has a ...
Beniamino Pisicoli
wiley   +1 more source

The Effects of Monetary Policy in the United Kingdom: New Evidence From SONIA Market Responses

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper constructs a new measure of the UK monetary policy instrument (MPI) using daily changes in the sterling overnight index average (SONIA) around Bank of England policy events from June 1997 to August 2025. The instrument explicitly accounts for pre‐event information and unconventional monetary policy (UMP) using lagged macro‐financial
Ayobami E. Ilori, Lucia M. Murgia
wiley   +1 more source

An Innovative Indirect Measure of Socioeconomic Status (SES)‐Related Intergroup Differentiation Among Adolescents

Journal of Adolescence, EarlyView.
ABSTRACT Introduction Adolescence is a critical period for understanding social class, forming class‐related attitudes, and shaping future social engagement. However, the global educational segregation trend may hinder this learning by separating adolescents into socioeconomic status (SES)‐based school settings, thereby fostering intergroup ...
Hui Yun Li, Siu‐man Ng
wiley   +1 more source

Catalan Bounds for Symmetric Strength‐Two Orthogonal Arrays

Journal of Combinatorial Designs, EarlyView.
ABSTRACT A Hamming shell construction is a two‐level array obtained by taking every binary vector of a given Hamming weight a prescribed number of times, for each weight in turn. Such arrays are invariant under all permutations of the factors, and they are strength‐two orthogonal arrays exactly when the multiplicities satisfy three linear constraints ...
Ruwan C. Karunanayaka
wiley   +1 more source

A Structural Description of Zykov and Blanche Descartes Graphs

Journal of Graph Theory, EarlyView.
ABSTRACT Around 1950, Zykov and Blanche Descartes proposed the two first explicit constructions of triangle‐free graphs with arbitrarily large chromatic number. We define a Zykov (resp. Blanche Descartes) graph as any induced subgraph of a graph created using Zykov's construction (resp. Blanche Descartes's).
Malory Marin, Stéphan Thomassé, Nicolas Trotignon, Rémi Watrigant   +3 more
wiley   +1 more source