Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Deep Reinforcement Learning-Based Energy-Efficient Resource Allocation and Scheduling in 6G-Enabled UAV-Assisted IoT Wireless Networks. [PDF]
Sensors (Basel)Nauman A, Kim SW.
europepmc +1 more source
Penalized Convex Estimation in Dynamic Location Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley +1 more source
Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Novel extensions of k-harmonically convex functions and their applications in information science. [PDF]
PLoS OneFahad A, Furuichi S, Ali Z, Wang Y.
europepmc +1 more source
Risk, Utility and Sensitivity to Large Losses
Mathematical Finance, EarlyView.ABSTRACT Risk and utility functionals are fundamental building blocks in economics and finance. In this paper we investigate under which conditions a risk or utility functional is sensitive to the accumulation of losses in the sense that any sufficiently large multiple of a position that exposes an agent to future losses has positive risk or negative ...
Martin Herdegen +2 more
wiley +1 more source
Liquid Phase TEM of Diffusing Emulsion Droplets. [PDF]
SmallVratsanos MA +4 more
europepmc +1 more source
Exploring Spatial Patterns in Inefficiency Using a Stationary Gaussian Random Field
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This article presents a semiparametric stochastic frontier model that accounts for unobserved spatial heterogeneity in inefficiency by incorporating a stationary Gaussian random field based on geographic coordinates into the inefficiency scaling function. This approach captures spatial patterns in inefficiency at a fine scale.
Ioannis Skevas
wiley +1 more source
Efficient and Accurate Modeling of Anisotropic Electrostatic Landscapes in Amorphous Organic Semiconductor Films. [PDF]
J Chem Theory ComputKim Y +6 more
europepmc +1 more source
Factors affecting the efficacy of nonsurgical therapy of peri‐implantitis
Periodontology 2000, EarlyView.Abstract Objectives and Materials and Methods This article critically reviews the current knowledge on the factors influencing the efficacy of non‐surgical therapy (NST) of peri‐implantitis, taking also advantage of the know‐how from periodontitis management.
Elena Calciolari +4 more
wiley +1 more source