Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity
The Journal of Finance, EarlyView.ABSTRACT We study the role of asset revaluation in the monetary transmission mechanism. We build an analytical heterogeneous‐agents model with two main ingredients: (i) rare disasters and (ii) heterogeneous beliefs. The model captures time‐varying risk premia and precautionary savings in a setting that nests the textbook New Keynesian model.
NICOLAS CARAMP, DEJANIR H. SILVA
wiley +1 more source
Secured Secret Sharing of QR Codes Based on Nonnegative Matrix Factorization and Regularized Super Resolution Convolutional Neural Network. [PDF]
Sensors (Basel), 2022 Velumani R +5 more
europepmc +1 more source
The Mixed Gamble of Competitive Dynamics in Family‐Controlled Firms
Journal of Management Studies, EarlyView.Abstract We extend the mixed gamble perspective to explain how family‐controlled firms frame and evaluate the difficult trade‐off between potential gains and losses in financial wealth (FW) and socioemotional wealth (SEW) when pursuing portfolio‐level strategic initiatives, as captured by competitive aggressiveness and complexity.
Jaeyoung Cho +2 more
wiley +1 more source
Predicting deleterious missense genetic variants via integrative supervised nonnegative matrix tri-factorization. [PDF]
Sci Rep, 2021 Arani AA, Sehhati M, Tabatabaiefar MA.
europepmc +1 more source
Journal of Time Series Analysis, EarlyView.This article reviews and compares popular methods, some old and some recent, that produce time series having Poisson marginal distributions. The article begins by narrating ways where time series with Poisson marginal distributions can be produced.
Jiajie Kong, Robert Lund
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UINMF performs mosaic integration of single-cell multi-omic datasets using nonnegative matrix factorization. [PDF]
Nat Commun, 2022 Kriebel AR, Welch JD.
europepmc +1 more source
Construction of the Nearest Nonnegative Hankel Matrix for a Prescribed Eigenpair [PDF]
Prince Kanhya, Udit Raj
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Nonnegative rank of a matrix with one negative eigenvalue [PDF]
, 2013 Yaroslav Shitov
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Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
Journal of Time Series Analysis, EarlyView.ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley +1 more source
Accelerated Parallel and Distributed Algorithm using Limited Internal Memory for Nonnegative Matrix Factorization [PDF]
, 2015 DuyKhuong Nguyen, Tu-Bao Ho
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