Results 61 to 70 of about 977 (189)
Rational Expectations Fools' Bubbles
International Economic Review, EarlyView.ABSTRACT We develop a rational, Walrasian model of speculative bubbles inspired by the Kindleberger–Minsky view, which describes bubbles as wave‐like market processes. Touched off by an initial shock, price booms are initially self‐reinforcing but become self‐destructive later when prices surpass fundamental value.
Luis Araujo, Antonio Doblas‐Madrid
wiley +1 more source
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Medical Knowledge Integration Into Reinforcement Learning Algorithms for Dynamic Treatment Regimes
International Statistical Review, EarlyView.Summary The goal of precision medicine is to provide individualised treatment at each stage of chronic diseases, a concept formalised by dynamic treatment regimes (DTR). These regimes adapt treatment strategies based on decision rules learned from clinical data to enhance therapeutic effectiveness.
Sophia Yazzourh +3 more
wiley +1 more source
On Spatial Point Processes With Composition‐Valued Marks
International Statistical Review, EarlyView.Summary Methods for marked spatial point processes with scalar marks have seen extensive development in recent years. While the impressive progress in data collection and storage capacities has yielded an immense increase in spatial point process data with highly challenging non‐scalar marks, methods for their analysis are not equally well developed ...
Matthias Eckardt +2 more
wiley +1 more source
Jurnal Sains Dasar, 2016 The increasing need in techniques of storing big data presents a new challenge. One way to address this challenge is the use of distributed storage systems.
Agus Maman Abadi +2 more
doaj
On Resilient Control of Max-Plus Linear Systems Under Sensor Timestamp-Delay Attacks
IEEE AccessThis paper investigates the resilience of max-plus linear systems (MPLS) against a class of deception attacks on sensor readings. We refer to this class as timestamp-delay deception attacks, in which an attacker deliberately delays the timestamps of ...
Andre Eurico de Morais +1 more
doaj +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 +3 more
wiley +1 more source
Structure of the eigenspace of a Monge matrix in max-plus algebra
Discrete Applied Mathematics, 2008 Matrix computations using maximum and minimum operations have been considered by many authors in optimization problems. The steady states of discrete events processes correspond to eigenvectors of max-plus matrices, so the characterization of the eigenspace structure is important for the applications purposes. Let \(G=\mathbb R\cup\left\{-\infty\right\}
Martin Gavalec, Ján Plávka
openaire +2 more sources
CBDC as Imperfect Substitute to Bank Deposits: A Macroeconomic Perspective
Journal of Money, Credit and Banking, EarlyView.Abstract The impact of Central Bank Digital Currency (CBDC) is analyzed in a closed‐economy model with monopolistic competition in banking and where CBDC is an imperfect substitute with bank deposits. The design of CBDC is characterized by its interest rate, its substitutability with bank deposits, and its relative liquidity.
PHILIPPE BACCHETTA, ELENA PERAZZI
wiley +1 more source
Eigenvectors of interval matrices over max–plus algebra
Discrete Applied Mathematics, 2005 The semiring \((\overline R,\oplus,\otimes)\) is called max-plus algebra, where \(\overline R\) denotes the reals extended by \(-\infty\), where \(\oplus\) is the maximum operator, and \(\otimes\) the common product in \(\overline R\) with \(-\infty\) as null-element. Then, matrices and interval matrices are defined over \(\overline R\).
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