Results 161 to 170 of about 587,913 (313)
Confidence sets in nonparametric calibration of exponential Lévy models [PDF]
Confidence intervals and joint confidence sets are constructed for the nonparametric calibration of exponential Lévy models based on prices of European options.
Jakob Söhl
core
A two‐dimensional multiscale finite element analysis framework was established for the first‐generation MoSiBTiC alloy, and the mechanical and fracture‐related parameters of the constituent phases were calibrated through experiments and simulations. The framework provides a basis for analyzing crack propagation behavior in its complex microstructure ...
Junfeng Du +4 more
wiley +1 more source
Multi-Objective Calibration For Agent-Based Models
Agent-based modelling is already proving to be an immensely useful tool for scientific and industrial modelling applications. Whilst the building of such models will always be something between an art and a science, once a detailed model has been built ...
Peter Von Tessin +3 more
core
The temperature dependence of fatigue behavior in nickel‐based superalloys is investigated through high‐resolution measurements of plastic localization. While increasing temperature reduces localization and enhances fatigue performance in René 88DT, Inconel 718 exhibits a sharp degradation at intermediate temperature due to intensified slip ...
M. Calvat +5 more
wiley +1 more source
Assessing risk model calibration with missing covariates. [PDF]
Shin YE +3 more
europepmc +1 more source
Calibration Design of Implied Volatility Surfaces [PDF]
The calibration of option pricing models leads to the minimization of an error functional. We show that its usual specification as a root mean squared error implies fluctuating exotics prices and possibly wrong prices.
Kai Detlefsen, Wolfgang Härdle
core
A Lightweight Procedural Layer for Hybrid Experimental–Computational Workflows in Materials Science
We unveil a prototype hybrid‐workflow framework that fuses automatedcomputation with hands‐on experiments. Built atop pyiron, a lightweight, parameterized layer translates procedure descriptions into executable manual steps, syncing instrument settings, human interventions, and data capture in real‐time today.
Steffen Brinckmann +8 more
wiley +1 more source
A protocol for dynamic model calibration. [PDF]
Villaverde AF +4 more
europepmc +1 more source
Influence of Test Temperature and Test Frequency on Fatigue Life of Aluminum Alloy EN AW‐2618A
The influence of test temperature and test frequency on the fatigue life of EN AW‐2618A is investigated. High‐cycle fatigue tests are performed at different test temperatures and frequencies on the 1000 h/230°C overaged state. Both test parameters reduce fatigue life due to time‐dependent damage mechanisms.
Ying Han +5 more
wiley +1 more source
Uncertainty aware training to improve deep learning model calibration for classification of cardiac MR images. [PDF]
Dawood T +11 more
europepmc +1 more source

