Results 101 to 110 of about 89,446 (238)

Stochastic and Statistical Analysis of Cnoidal, Snoidal, Dnoidal, Hyperbolic, Trigonometric and Exponential Wave Solutions of a Coupled Volatility Option-Pricing System. [PDF]

Entropy (Basel)
Abdalgadir LM, Ahmad S, Youniso B, Aldwoah K.   +3 more
europepmc   +1 more source

Climate Stress Testing on European SME Securitised Loans Under Climate Mitigation Scenarios

Business Strategy and the Environment, EarlyView.
ABSTRACT Assessing the future impact of climate risks on the probability of default (PD) of small and medium enterprises (SMEs) is challenging due to limited disclosure, policy uncertainty and exposure to physical risks. This paper addresses this gap by integrating macroeconomic variables from the Network for Greening the Financial System (NGFS ...
Luca Zanin, Raffaella Calabrese
wiley   +1 more source

Friction-Induced Thermal Effects in an FGM Layer in Contact with a Homogeneous Layer. [PDF]

Materials (Basel)
Topczewska K.
europepmc   +1 more source

Advanced control of non‐isothermal axial dispersion tubular reactors with recycle‐induced state delay

The Canadian Journal of Chemical Engineering, EarlyView.
Abstract We develop a delay‐aware estimation and control framework for a non‐isothermal axial dispersion tubular reactor modelled as a coupled parabolic‐hyperbolic PDE system with recycle‐induced state delay. The infinite‐dimensional dynamics are preserved without spatial discretization by representing the delay as a transport PDE and adopting a late ...
Behrad Moadeli, Stevan Dubljevic
wiley   +1 more source

Generalized Surface Conductivity Model for Anisotropic Phonon Polaritons in van der Waals Slabs. [PDF]

Nanophotonics
Chen S, Sun Y, Wu J, Fu C, Hu G.
europepmc   +1 more source

Restricted Tweedie stochastic block models

Canadian Journal of Statistics, EarlyView.
Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley   +1 more source

Frequency domain analysis of torsional vibration of single pile in orthotropic viscoelastic layered foundation. [PDF]

Sci Rep
Lian Z, Zhu Y, Jiu Y.
europepmc   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

Analytic solutions for Euler-Bernoulli beams with axial compression resting on a nonlinear elastic foundation using MADM. [PDF]

Sci Rep
Chou LK, Lin MX.
europepmc   +1 more source

A goodness‐of‐fit test for regression models with discrete outcomes

Canadian Journal of Statistics, EarlyView.
Abstract Regression models are often used to analyze discrete outcomes, but classical goodness‐of‐fit tests such as those based on the deviance or Pearson's statistic can be misleading or have little power in this context. To address this issue, we propose a new test, inspired by the work of Czado et al.
Lu Yang, Christian Genest, Johanna G. Nešlehová   +2 more
wiley   +1 more source