Results 211 to 220 of about 1,225,050 (328)
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
wiley +1 more source
A unified framework for complex survival data: accounting for clustering, cure fractions, and competing risks. [PDF]
Wang Y, Li J, Zhou Q, Wang W.
europepmc +1 more source
A Model of Strategic Sustainable Investment
ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
A Robust Numerical Framework for Hollow-Fiber Membrane Module Simulation and Solver Performance Analysis. [PDF]
de Menezes DQF +6 more
europepmc +1 more source
Eco‐evolutionary context modifies a destructive plant invader's response to climate
Abiotic environment–fitness relationships can be shaped by evolutionary, ecological, and eco‐evolutionary contexts. Summary Understanding the relationship between climate and fitness will be important when predicting how plant populations respond to climate change. We conducted a replicated common garden experiment (4 sites × 2 yr) with 96 genotypes (n
Megan L. Vahsen +29 more
wiley +1 more source
Deep neural network model for fractional-order cancer chemotherapy dynamics. [PDF]
Shafqat R +3 more
europepmc +1 more source
Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions
ABSTRACT A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time‐invariance of the impact effects of the shocks. It is shown how that assumption can be tested when long‐run restrictions based on the cointegration structure of the variables are available for identifying structural ...
Martin Bruns, Helmut Lütkepohl
wiley +1 more source
MobileNet-GDR: a lightweight algorithm for grape leaf disease identification based on improved MobileNetV4-small. [PDF]
Chen G, Xia Z, Ma X, Jiang Y, He Z.
europepmc +1 more source
Confidence Intervals for Price Discovery
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen +2 more
wiley +1 more source

