Results 121 to 130 of about 429,306 (281)
Active Positive-Definite Matrix Completion [PDF]
, 2017 Charalampos Mavroforakis +3 more
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Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Journal of Applied Econometrics, EarlyView.ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
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Changes in Dental Students' Entrepreneurial Profile: A 10‐Year Comparison
Journal of Dental Education, EarlyView.ABSTRACT Purpose Rapid transformations in the dental labor market and curricular reforms have reshaped the competencies required for new graduates. Entrepreneurial readiness and strategic management skills have become crucial for professional sustainability.
Camila Lindoni Azevedo +2 more
wiley +1 more source
Mapping Multi‐Stakeholder Engagement: A Q Methodology in a Regional Project Management Scenario
Strategic Change, EarlyView.ABSTRACT Research on project management describes the essence of projects involving multiple stakeholders, stressing the value derived from diverse work practices. However, this underestimates issues of counterproductive disagreements associated with diverse groups participating in a project.
Sheng Hu, Amon Simba
wiley +1 more source
An algorithm for rescaling a matrix positive definite
Linear Algebra and its Applications, 1987 Given a square matrix M, find D diagonal, so that DM is positive definite, i.e. has its field of values in the right half plane. Here it is shown that this problem can be formulated as an infinite set of linear inequalities, and solved by solving a finite sequence of linear programming problems.
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Existence Analysis of a Three‐Species Memristor Drift‐Diffusion System Coupled to Electric Networks
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT The existence of global weak solutions to a partial‐differential‐algebraic system is proved. The system consists of the drift‐diffusion equations for the electron, hole, and oxide vacancy densities in a memristor device, the Poisson equation for the electric potential, and the differential‐algebraic equations for an electric network.
Ansgar Jüngel, Tuấn Tùng Nguyến
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On Positive Definite Solutions Of Quaternionic Matrix Equations
, 2010 The real representation of the quaternionic matrix is definited and studied. The relations between the positive (semi)define quaternionic matrix and its real representation matrix are presented. By means of the real representation, the relation between the positive (semi)definite solutions of quaternionic matrix equations and those of corresponding ...
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High Relative Accuracy Computations With Covariance Matrices of Order Statistics
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT In many statistical applications, numerical computations with covariance matrices need to be performed. The error made when performing such numerical computations increases with the condition number of the covariance matrix, which is related to the number of variables and the strength of the correlation between the variables. In a recent work,
Juan Baz +3 more
wiley +1 more source
Exploring Asymptotic Normality in Multinomial Models
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT Among the methods for analyzing categorical outcomes, the multinomial model offers a robust framework for examining the dependence between a multi‐category response variable and a set of explanatory variables. Its flexibility, versatility, and broad applicability across diverse fields make it a valuable tool, as it does not impose strict ...
Célia Nunes +3 more
wiley +1 more source