Results 161 to 170 of about 1,538 (222)

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

Direct Products for the Hamiltonian Density Property. [PDF]

J Geom Anal
Andrist RB, Huang G.
europepmc   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

A fractional SEIVRB model for aquatic diseases dynamics with stability analysis and numerical solution. [PDF]

Sci Rep
Kosari S, Heydari MH, Sattari M, Bayram M.   +3 more
europepmc   +1 more source

Teleosemantics for neural word embeddings

Mind &Language, EarlyView.
This paper applies a consumer‐based teleosemantic framework to give a detailed analysis of a particular algorithm for generating word embeddings. In the process, it addresses several of the challenges facing teleosemantic approaches to artificial neural networks.
Fintan Mallory
wiley   +1 more source

b -Hurwitz numbers from refined topological recursion. [PDF]

Math Ann
Kumar Chidambaram N, Dołęga M, Osuga K.   +2 more
europepmc   +1 more source

Mixed‐vertebrate pollination traits and pollinators of Haageocereus acranthus (Cactaceae) in a lomas desert ecosystem of coastal Peru

Plant Biology, EarlyView.
In a lomas desert ecosystem of coastal Peru, the columnar cactus Haageocereus acranthus shows traits and interactions consistent with a mixed‐vertebrate pollination system (hummingbirds and bats), with no detectable differences between flower colour morphotypes in either traits or interactions.
B. Garcia‐Simpson, B. A. Prado, J. J. Pellón, A. Valiente‐Banuet   +3 more
wiley   +1 more source

Next-generation intelligent framework for pan evaporation prediction: introducing Chebyshev polynomial-based Kolmogorov-Arnold networks. [PDF]

Sci Rep
Gharehbaghi A, Heddam S, Mehdizadeh S, Kim S, Chung IM.   +4 more
europepmc   +1 more source

The relationship between intergenerational mobility and equality of opportunity

The Scandinavian Journal of Economics, EarlyView.
Abstract Among economists, the analysis of social mobility and the role of parental background is largely carried out in two separate strands of research. The intergenerational mobility literature estimates parent–child persistence in some outcome of interest, such as income.
Adrian Adermon, Gunnar Brandén, Martin Nybom   +2 more
wiley   +1 more source

Linking hosts, landscapes, and climate to advance zoonotic arbovirus forecasting. [PDF]

Sci Rep
Akshay VA, Baecher JA, Burkett-Cadena N, Thorson JT, Sánchez Y, Tavares Y, Bauer A, Guralnick R, Campbell L.   +8 more
europepmc   +1 more source