Results 61 to 70 of about 3,154 (151)

Temporal Coarse Graining for Classical Stochastic Noise in Quantum Systems [PDF]

Quantum
Simulations of quantum systems with Hamiltonian classical stochastic noise can be challenging when the noise exhibits temporal correlations over a multitude of time scales, such as for $1/f$ noise in solid-state quantum information processors.
Tameem Albash, Steve Young, N. Tobias Jacobson   +2 more
doaj   +1 more source

Detecting Multiple Change Points in Linear Models With Heteroscedasticity

Journal of Time Series Analysis, EarlyView.
ABSTRACT The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM) processes of model residuals are established when the model errors are weakly dependent and non‐stationary ...
Lajos Horváth, Gregory Rice, Yuqian Zhao   +2 more
wiley   +1 more source

Parameter estimation for Ornstein–Uhlenbeck processes driven by fractional Lévy process

Journal of Inequalities and Applications, 2018
We study the minimum Skorohod distance estimation θε∗ $\theta _{\varepsilon}^{\ast }$ and minimum L1 $L_{1}$-norm estimation θε˜ $\widetilde {\theta _{\varepsilon}}$ of the drift parameter θ of a stochastic differential equation dXt=θXtdt+εdLtd $dX_{t ...
Guangjun Shen, Yunmeng Li, Zhenlong Gao
doaj   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

Market Making With Fads, Informed, and Uninformed Traders

Mathematical Finance, EarlyView.
ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci, Adrien Mathieu, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

Information‐Theoretic Approach to Financial Market Modeling

Mathematical Finance, EarlyView.
ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley   +1 more source

Evolutionary legacies structure the geography of seagrass traits across the world's oceans

New Phytologist, EarlyView.
Summary Traits modulate species' ability to track shifts in climate, yet the extent to which traits have been shaped by the contemporary environment and/or historical processes remains poorly understood. Here, we fill this gap for the world's seagrasses, habitat‐forming species that provide critical ecosystem services.
Nestor E. Bosch, Matthew McLean, Fernando Tuya   +2 more
wiley   +1 more source

Morphological variation in atlas and axis of Neotropical spiny rats (Rodentia, Echimyidae)

The Anatomical Record, Volume 309, Issue 10, Page 2873-2896, October 2026.
Abstract The unique morphologies of the first two cervical vertebrae, the atlas and axis, represent a significant innovation in mammalian evolution. These structures support the weight of the head and enable intricate movements of the head and neck.
Thomas Furtado da Silva Netto, João Felipe Leal Kaiuca, Adriana Itatí Olivares, William Corrêa Tavares   +3 more
wiley   +1 more source

Building phenotypic character matrices for phylogenetic inference: exploration of 35 years of practice

Biological Reviews, Volume 101, Issue 5, Page 2379-2407, October 2026.
ABSTRACT Recent methodological development in phylogenetic inference has focused predominantly on molecular data. However, renewed interest in other data types, particularly morphological data, has followed from the increased recognition of the power of total evidence and tip‐dating approaches, including fossil data, for inference of time‐scaled trees ...
Melanie J. Hopkins, Mark C. Nikolic, James D. Holmes, Daniela S. Monti, Ernesto E. Vargas‐Parra, Russell D.C. Bicknell, Gregory D. Edgecombe, Katherine Jordan‐Burmeister, John R. Paterson, Shravya Srivastava‐Losey   +9 more
wiley   +1 more source