Results 121 to 130 of about 2,590 (179)

Penalized Convex Estimation in Dynamic Location Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

A Brief Review on the Analysis of dsDNA, RNA, Amino Acids and Bacteria by Capillary Electrophoresis. [PDF]

open access: yesBioengineering (Basel)
Zeng Y   +6 more
europepmc   +1 more source

Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley   +1 more source

Nanoparticle-based serine replenishment rescues SP1-BNIP3 mitophagy and ameliorates preeclampsia in preclinical models. [PDF]

open access: yesCell Rep Med
Wang Y   +16 more
europepmc   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

open access: yesMathematical 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

Relative Arbitrage Opportunities With Interactions Among N Investors

open access: yesMathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

Reopening the Dutch Book

open access: yesNoûs, EarlyView.
ABSTRACTProbabilism is the thesis that the degrees of belief of rational agents behave like Kolmogorovian probabilities. There are quite different lines of argument for probabilism in the literature, including Dutch book arguments, arguments based on representation theorems, and epistemic utility arguments. This paper focusses on the Dutch book line of
Nicholas J. J. Smith
wiley   +1 more source

Home - About - Disclaimer - Privacy