Results 241 to 250 of about 2,535,217 (348)

Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients

open access: yesJournal of Time Series Analysis, Volume 47, Issue 4, Page 854-875, July 2026.
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

Endogenous Distress Contagion in a Dynamic Interbank Model: How Possible Future Losses May Spell Doom Today

open access: yesMathematical Finance, Volume 36, Issue 3, Page 595-619, July 2026.
ABSTRACT We introduce a dynamic and stochastic interbank model with an endogenous notion of distress contagion, arising from rational worries about future defaults and ensuing losses. This entails a mark‐to‐market valuation adjustment for interbank claims, leading to a forward‐backward approach to the equilibrium dynamics whereby future default ...
Zachary Feinstein, Andreas Søjmark
wiley   +1 more source

Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model

open access: yesMetroeconomica, Volume 77, Issue 3, Page 274-288, July 2026.
ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley   +1 more source

Sections and projections of the outer and inner regularizations of a convex body

open access: yesMathematika, Volume 72, Issue 3, July 2026.
Abstract We establish new geometric inequalities comparing the volumes of sections and projections of a convex body, whose barycenter or Santaló point is at the origin, with those of its inner and outer regularizations. We also provide functional extensions of these inequalities to the setting of log‐concave functions. Our approach relies on the recent
Natalia Tziotziou
wiley   +1 more source

Graph‐based imitation and reinforcement learning for efficient Benders decomposition

open access: yesAIChE Journal, Volume 72, Issue 6, June 2026.
Abstract This work introduces an end‐to‐end graph‐based agent for accelerating the computational efficiency of Benders Decomposition. The agent's policy is parameterized by a graph neural network, which takes as input a bipartite graph representation of the master problem and proposes a candidate solution.
Bernard T. Agyeman   +3 more
wiley   +1 more source

HPV‐Adjusted Feature Screening With FDR Control in Head and Neck Cancer

open access: yesBiometrical Journal, Volume 68, Issue 3, June 2026.
ABSTRACT Human papillomavirus (HPV) is a well‐established prognostic factor in head and neck (HN) cancer, with HPV‐positive patients exhibiting markedly better survival outcomes compared to their HPV‐negative counterparts. While advances in (cancer) genomics have been pivotal to precision medicine, existing gene screening methods for identifying ...
Atika Farzana Urmi   +2 more
wiley   +1 more source

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