A Comparative Review of Specification Tests for Diffusion Models
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Design parallel and sequential quantum algorithms via spectral element method on distributed quantum architectures. [PDF]
Shayegan AHS.
europepmc +1 more source
Summary Defining a ‘hat‐matrix’ for a model is essential in many model diagnostic procedures, as it acts as an orthogonal projector from the observation space to the model space. In this paper, we introduce a unique Hat‐matrix for the class of hierarchical generalised linear models (HGLMs), which includes, as a special case, the subclass of generalised
Gianfranco Lovison +3 more
wiley +1 more source
Matrix-Free Inexact Preconditioning Techniques for Isogeometric Tensor-Product Discretizations. [PDF]
Mika MŁ, Hiemstra RR, Schillinger D.
europepmc +1 more source
Multi‐objective maritime vessel routing with safety considerations
Abstract The routing of maritime vessels is a challenging optimization problem that involves finding an adequate balance between conflicting and multiple objectives. This paper proposes a methodology based on inverse optimization to find appropriate objective weights that account for conflicting objectives. To formulate the inverse optimization problem,
Nazanin Sharif +4 more
wiley +1 more source
Nonlinear Stability in a Free Boundary Model of Active Locomotion. [PDF]
Berlyand L, Safsten CA, Truskinovsky L.
europepmc +1 more source
A spectral analysis extension to DEMATEL for strategic leverage points identification
Abstract Efforts to intervene in complex systems often emphasize influential factors, yet system behavior is equally shaped by the relationships among them. Methods such as Decision‐Making Trial and Evaluation Laboratory (DEMATEL) map causal structures but remain descriptive and do not identify which relationships provide the greatest leverage for ...
Pavlos Delias, Kerasia Kalkitsa
wiley +1 more source
Modeling wave scattering in impedance-lined duct networks with expansion chambers. [PDF]
Alrashdi A, Alkuhayli N, Safdar M.
europepmc +1 more source
Exposure to Climate Change and Earnings Manipulation
ABSTRACT This study investigates whether and how climate change exposure (CCE) influences corporate financial reporting practices. Using a newly developed firm‐specific CCE measure from conference calls, we find that US firms with higher CCE exhibit greater real earnings management (REM).
Ramzi Benkraiem +4 more
wiley +1 more source
Closed-form spin-relativistic corrections from the Dirac equation enabling a modified Schrödinger solver. [PDF]
Amaro MB, Nazeef, Dussech CJ, Qi C.
europepmc +1 more source

