Results 81 to 90 of about 458,924 (217)

Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren   +2 more
wiley   +1 more source

Causal Networks and Nonmonotonic Temporal Reasoning

open access: yes, 1996
We show that the theory of causation that makes use of causal networks is intimately related to nonmonotonic temporal reasoning. Applying the theory of causal networks in a logical context yields a new approach to nonmonotonic temporal reasoning that can
Peter Grünwald
core  

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

open access: yesMathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

Argumentation for Propositional Logic and Nonmonotonic Reasoning

open access: yes, 2013
Argumentation has played a significant role in understanding and unifying under a common framework different forms of defeasible reasoning in AI.
Kakas A.   +4 more
core  

Nonmonotonic Reasoning in FLORA-2 [PDF]

open access: yes, 2005
FLORA-2 is an advanced knowledge representation system that integrates F-logic, HiLog, and Transaction Logic. In this paper we give an overview of the theoretical foundations of the system and of some of the aspects of nonmonotonic reasoning in FLORA-2.
openaire   +2 more sources

Reasoning about minimal knowledge in nonmonotonic modal logics

open access: yes, 1999
We study the problem of embedding Halpern and Moses's modal logic of minimal knowledge states into two families of modal formalism for nonmonotonic reasoning, McDermott and Doyle's nonmonotonic modal logics and ground nonmonotonic modal logics. First, we
ROSATI, Riccardo
core   +1 more source

Extending Prolog with nonmonotonic reasoning

open access: yesThe Journal of Logic Programming, 1996
Summary: Nonmonotonic reasoning has been developed to capture common sense inferences. This paper considers nonmonotonic reasoning in logic programs with negation, specifically its implementation using Prolog and its integration with Prolog execution. Even within logic programming frameworks, a variety of inferencing methods, model-theoretic semantics,
openaire   +1 more source

Pore‐Scale Segregation and Enrichment of Polydisperse Colloids via Transverse Migration in Porous Media

open access: yesGeophysical Research Letters, Volume 53, Issue 21, 16 November 2026.
Abstract Understanding transport of anomalous colloids and contaminants requires partition of polydisperse colloids at the pore scale. Using a high‐resolution dual‐mode microscopy system, we directly visualize cross‐sectional concentration profiles. Furthermore, we identify a previously overlooked phenomenon: the occurrence of persistent transverse ...
Zirong Liu   +8 more
wiley   +1 more source

17O Quadrupole Coupling Constants in Water

open access: yesMagnetic Resonance in Chemistry, Volume 64, Issue 11, Page 907-916, November 2026.
In water clusters, first‐nearest‐neighbor interactions (1A and 1D) provide the largest contribution and are well captured by an additive donor–acceptor scheme, with improved accuracy upon inclusion of hydrogen bond distance dependence. Second nearest neighbor (D and A*) effects introduce smaller but systematic negative corrections, restoring near ...
Nabeeha Haque   +2 more
wiley   +1 more source

Nonmonotonic Reasoning - Computational Perspective

open access: yes, 1997
Introduction Nonmonotonic logics were introduced in the late 70s as knowledge representation formalisms. Default logic [Rei80], circumscription [McC80], autoepistemic logic [Moo85, Lev90] and logic programming with negation [ABW88, GL88, Apt90] turned ...
Victor W. Marek   +1 more
core  

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