Results 61 to 70 of about 7,130 (129)

Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models [PDF]

In this paper, we study the dynamic interdependencies between high-frequency volatility, liquidity demand as well as trading costs in an electronic limit order book market.
Nikolaus Hautsch, Vahidin Jeleskovic
core  

Saddlepoint inference for rank-based k-sample tests in clustered survival trials. [PDF]

Sci Rep
Newer HA.
europepmc   +1 more source

Secrecy Capacity Enhancement in Active IRS-Assisted UAV Communication System. [PDF]

Sensors (Basel), 2023
Miao J, Li T, Bai S, Yan S, Zhao Y.
europepmc   +1 more source

Semi-free circle actions: the multiplicative structure

, 1998
In this paper we study the bordism groups of manifolds with semi-free $S^{1}$-actions, denoted by $SF_{n}\left(S^{1}\right)$. We study the multiplicative structure by using a J -homomorphism map.
Kiihl, J. Carlos S., Izepe Rodrigues, Claudina   +1 more
core  

Sampled-data control under time-varying delays: a robust approach for high-renewable smart grids. [PDF]

Sci Rep
Hassan M.
europepmc   +1 more source

Explicit minimisers for anisotropic Riesz energies. [PDF]

Calc Var Partial Differ Equ
Frank RL, Mateu J, Mora MG, Rondi L, Scardia L, Verdera J.   +5 more
europepmc   +1 more source

Data-driven anisotropic finite viscoelasticity using neural ordinary differential equations. [PDF]

Comput Methods Appl Mech Eng, 2023
Taç V, Rausch M, Costabal FS, Tepole AB.   +3 more
europepmc   +1 more source

On Rational Bubbles and Fat Tails [PDF]

This paper addresses the statistical properties of time series driven by rational bubbles a la Blanchard and Watson (1982). Using insights on the behavior of multiplicative stochastic processes, we demonstrate that the tails of the unconditional ...
Didier Sornette, Thomas Lux
core  

Second-order asymptotics of fractional Gagliardo seminorms as s → 1 - and convergence of the associated gradient flows. [PDF]

Fract Calc Appl Anal
Kubin A, Pagliari V, Tribuzio A.
europepmc   +1 more source

Biological transport: membrane channels, a white noise flashing ratchet model

, 2008
Màster en Biofísica Part I, curs 2007-2008. Part II la trobareu a: http://hdl.handle.net/2445/6722We explore biological transport across membrane channels from a physical point of view.
Gómez Orlandi, Javier
core