Results 201 to 210 of about 38,563 (254)

Dynamic Factor Analysis for Sparse and Irregular Longitudinal Data: An Application to Metabolite Measurements in a COVID-19 Study. [PDF]

Stat Med
Cai J, Goudie RJB, Tom BDM.
europepmc   +1 more source

Bio-Inspired Motion-Contour-Guided Visual System for Contrast-Independent Looming Perception. [PDF]

Biomimetics (Basel)
Yao J, Zhang J, Zhong Z, He H, Wang H.
europepmc   +1 more source

Inferring neural sources from electroencephalography: foundations and frontiers. [PDF]

J Neural Eng
Phillips AR, Vakilna YS, Vakilna YS, EPMoghaddam D, Banta A, Mosher JC, Aazhang B.   +6 more
europepmc   +1 more source

Inverse design of curved mechanical metamaterials with geometric AI: a generative diffusion operates in compact latent space of cellular structures. [PDF]

NPJ Metamater
Abu-Mualla M, Huang J.
europepmc   +1 more source

Factors associated with Gla-rich protein serum concentrations in healthy adults. [PDF]

Biochem Med (Zagreb)
Marreiros C, Viegas C, Nunes S, Silva AP, Faísca M, Schurgers L, Simes DC.   +6 more
europepmc   +1 more source

ALD-Induced Changes in Lithium Dynamics throughout Garnet-Type Solid-State Electrolytes: Insights from ⁷Li NMR <i>T</i>₁ Relaxation. [PDF]

J Phys Chem Lett
Steinhoff MK, Daniel DT, Yu S, Tempel H, Eichel RA, Granwehr J.   +5 more
europepmc   +1 more source

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Processes of normal inverse Gaussian type

Finance and Stochastics, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ole E Barndorff-Nielsen, Barndorff-Nielsen Ole E   +1 more
exaly   +5 more sources

Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes

Stochastic Models, 2013
In this article, the author assumes that the stock price dynamics follows the exponential of the normal-inverse Gaussian process. Analytical formulas for values of digital options and European calls are obtained. The considered family of the four-parametric normal-inverse Gaussian processes has steepness parameter .
Roman V Ivanov
exaly   +3 more sources

EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution

Signal Processing, 2005
The heavy-tailed multivariate normal inverse Gaussian (MNIG) distribution is a recent variance-mean mixture of a multivariate Gaussian with a univariate inverse Gaussian distribution. Due to the complexity of the likelihood function, parameter estimation by direct maximization is exceedingly difficult.
Alfred Hanssen, Roy Edgar Hansen, Fred Godtliebsen   +2 more
exaly   +3 more sources

Sensitivities of options via Malliavin calculus: applications to markets of exponential Variance Gamma and Normal Inverse Gaussian processes

Quantitative Finance, 2013
This paper presents new sensitivities for options when the underlying follows an exponential Levy process, specifically Variance Gamma and Normal Inverse Gaussian processes. The calculation of these sensitivities is based on a finite-dimensional Malliavin calculus and finite difference methods via Monte-Carlo simulations.
Craig A Nolder
exaly   +3 more sources