Results 131 to 140 of about 130,311 (282)

Closed‐Form Optimal Investment Under Generalized GARCH Models

European Financial Management, EarlyView.
ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel, Tobias Lausser, Rudi Zagst   +2 more
wiley   +1 more source

Perceptions and Acceptance of Generative Artificial Intelligence Influencing Chinese EFL Learners’ Engagement in Informal Digital Learning of English: Mediating Roles of Self‐Efficacy and Motivation

International Journal of Applied Linguistics, EarlyView.
ABSTRACT Generative artificial intelligence (GenAI) has emerged as a powerful tool in the Informal Digital Learning of English (IDLE) environment, offering personalized, interactive, and innovative language learning experiences that may enhance learning engagement.
Jin Liu, Meilu Liu, Yuan Yao, Dechao Li
wiley   +1 more source

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

International Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler, Denis Belomestny, Simos George Meintanis, Emanuele Taufer   +3 more
wiley   +1 more source

The Augmented Hat‐Matrix of Hierarchical Generalised Linear Models and Its Use in Leverage Diagnostics

International Statistical Review, EarlyView.
Summary Defining a ‘hat‐matrix’ for a model is essential in many model diagnostic procedures, as it acts as an orthogonal projector from the observation space to the model space. In this paper, we introduce a unique Hat‐matrix for the class of hierarchical generalised linear models (HGLMs), which includes, as a special case, the subclass of generalised
Gianfranco Lovison, Mariangela Sciandra, Alessandro Albano, Chiara Di Maria   +3 more
wiley   +1 more source

The Random Power Function for Tests Based on Pivotal Quantities

International Statistical Review, EarlyView.
Summary In clinical trials planning, evaluation of the probability of success of an experiment is of central interest, for instance, in sample size determination. This assessment typically involves analyses of the power function of a test on a parameter of interest, such as a relevant treatment effect.
Fulvio De Santis, Stefania Gubbiotti, Francesco Mariani   +2 more
wiley   +1 more source

MLE's bias pathology motivates MCMLE

, 2013
Maximum likelihood estimates are often biased. It is shown that this pathology is inherent to the traditional ML estimation method for two or more parameters, thus motivating from a different angle the use of MCMLE.
openaire   +2 more sources

Ensuring connectedness for the maximum quasi‐clique and densest k‐subgraph problems

International Transactions in Operational Research, EarlyView.
Abstract Given an undirected graph G$G$, a quasi‐clique is a subgraph of G$G$ with density at least γ$\gamma$ (0<γ≤1)$(0 < \gamma \le 1)$. Two optimisation problems can be defined for quasi‐cliques: the maximum quasi‐clique (MQC) problem, which finds a quasi‐clique with maximum vertex cardinality, and the densest k$k$‐subgraph (DKS) problem, which ...
Daniela Scherer dos Santos, Kathrin Klamroth, Pedro Martins, Luís Paquete   +3 more
wiley   +1 more source

A fractal pattern of hierarchical genetic population structure in mixed stocks across fish segregated by dams revealed by genomic resources for curimba Prochilodus lineatus

Journal of Fish Biology, EarlyView.
Abstract Genomic resources, new microsatellite markers and a novel observation of a fractal pattern in the genetic population structure are presented for curimba, Prochilodus lineatus, a freshwater migratory model species of South America. Our main goals were to investigate the presence of mixed fish stocks and the effects of damming‐induced ...
Gabriel M. Yazbeck, Gésica Aparecida Santana Nascimento, Leiliane Campos Carvalho, Raíssa Cristina Dias Graciano, Rosiane de Paula Santos, Rafael Sachetto Oliveira   +5 more
wiley   +1 more source

Selling to buy: Asset sales, acquisition financing, and value creation

Journal of Financial Research, EarlyView.
Abstract In line with increased liquidity offered by asset sales, our findings show that firms selling large assets prior to acquisitions are more likely to use cash as payment method. Additionally, we find that in subsequent cash acquisitions, firms using cash stemming from asset sales experience higher announcement abnormal returns compared to firms ...
Christos Mavrovitis (Mavis), Nathan P. McNamee, Nickolaos G. Travlos   +2 more
wiley   +1 more source

Methodological Advancements in Dialect Identification Tasks: Perception, Representation and Social Meaning in South East England

Journal of Sociolinguistics, EarlyView.
ABSTRACT This study presents a dialect identification task in which 191 listeners drew on a digital map around the area(s) they thought 99 speakers were from and provided evaluative responses based on speech excerpts. This study is the first to demonstrate the importance of uniting five strands of investigation in dialect identification tasks: (1 ...
Amanda Cole
wiley   +1 more source