Results 171 to 180 of about 1,698,574 (297)

A Quantile Model of Firm Investment

open access: yesInternational Economic Review, EarlyView.
ABSTRACT Are firms risk averse? We propose a dynamic model of firm investment under uncertainty that captures firms' risk attitudes through quantile preferences. The firm maximizes its present value, defined as current profits and investment plus the discounted value of the τ$\tau$‐quantile of its value next period.
Heitor Almeida   +3 more
wiley   +1 more source

Sparse Non-negative Matrix Language Modeling

open access: yesTransactions of the Association for Computational Linguistics, 2022
Joris Pelemans   +2 more
doaj   +1 more source

Debt Aversion: Theory and Measurement

open access: yesInternational Economic Review, EarlyView.
ABSTRACT We propose a model of debt aversion and conduct an experiment with real debt and saving contracts to jointly elicit debt aversion and preferences over time, risk, and intertemporal losses. We find that 89% of participants are debt averse, which strongly influences their choices.
David Albrecht, Thomas Meissner
wiley   +1 more source

Estimating Velocities of Infectious Disease Spread Through Spatio‐Temporal Log‐Gaussian Cox Point Processes

open access: yesInternational Statistical Review, EarlyView.
Summary Understanding the spread of infectious diseases such as COVID‐19 is crucial for informed decision‐making and resource allocation. A critical component of disease behaviour is the velocity with which disease spreads, defined as the rate of change between time and space.
Fernando Rodriguez Avellaneda   +2 more
wiley   +1 more source

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

open access: yesInternational Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri   +3 more
wiley   +1 more source

Missing Values in Time Series: A Brief Review and a New Versatile Imputation Method

open access: yesInternational Statistical Review, EarlyView.
Summary Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we briefly review some available methods for handling missing values and introduce the temporal Wasserstein imputation, a novel method for imputing missing data in time series.
Shuo‐Chieh Huang   +2 more
wiley   +1 more source

Robust Structure Preserving Nonnegative Matrix Factorization for Dimensionality Reduction

open access: yes, 2016
As a linear dimensionality reduction method, nonnegative matrix factorization (NMF) has been widely used in many fields, such as machine learning and data mining.
Li BF(李冰锋)   +2 more
core  

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