This study considers, from a pedagogic perspective, a crucial requirement for the covariance matrix of security returns in mean-variance portfolio analysis.
Clarence C. Y. Kwan
doaj
The Two Extremal Rays of Some Hyper–Kähler Fourfolds
ABSTRACT We consider projective Hyper–Kähler manifolds of dimension 4 that are deformation equivalent to Hilbert squares of K3 surfaces. In case such a manifold admits a divisorial contraction, the exceptional divisor is a conic bundle over a K3 surface. A classification of lattice embeddings implies that there are five types of such conic bundles.
Federica Galluzzi, Bert van Geemen
wiley +1 more source
Dynamics, Noise, Delays and the Gibbs and Conditional Entropy. [PDF]
Mackey MC, Tyran-Kamińska M.
europepmc +1 more source
Inertial‐Based LQG Control: A New Look at Inverted‐Pendulum Stabilization
ABSTRACT Linear‐quadratic Gaussian (LQG) control is a well‐established method for optimal control through state estimation, particularly in stabilizing an inverted pendulum on a cart. In standard laboratory setups, sensor redundancy enables direct measurement of configuration variables using displacement sensors and rotary encoders. However, in outdoor
Daniel Engelsman, Itzik Klein
wiley +1 more source
On learning functions over biological sequence space: relating Gaussian process priors, regularization, and gauge fixing. [PDF]
Petti S +4 more
europepmc +1 more source
Linear Mechatronic Modeling of Rectangular Tank Sloshing Dynamics
ABSTRACT Sloshing dynamics in partially filled tanks can strongly influence system‐level behavior when fluid motion couples with rigid‐body dynamics. This paper presents a linear and acausal two‐dimensional sloshing model for rectangular tanks, based on the reformulation of established sloshing theory within a modular, multi‐domain modeling framework ...
Magnus Steinstø, Eilif Pedersen
wiley +1 more source
Anisotropic Initial Damage and Its Effect on Tensile Response of Plain Concrete
ABSTRACT Damage is often described as isotropic, implying that a scalar value describes its initial state. However, the prior micro‐cracking pattern at points of an existing building, that is, the initial damage, may be oriented by a preload. The degradation of the Volume Element due to oriented preloads shall be described as anisotropic and ...
A. Fau +3 more
wiley +1 more source
Virtual State Coupled Sliding Mode Control: An Energy Exchange Approach with Tunable Performance Trade-Off. [PDF]
Wang J, Wang J, Jing J, Zhao C, Zhang L.
europepmc +1 more source
Modeling Biocemented Sands: Hypoplastic Model for MICP‐Based Ground Improvement
ABSTRACT Bio‐cementation offers a sustainable and low‐carbon alternative to conventional ground improvement methods, aligning with the growing demand for green geotechnical solutions. To enable reliable numerical simulation of bio‐cemented soil behavior in engineering applications, advanced constitutive models are required to account for the effects of
Merita Tafili +3 more
wiley +1 more source
Fast Numerical Solvers for Parameter Identification Problems in Mathematical Biology. [PDF]
Benková K, Pearson JW, Ptashnyk M.
europepmc +1 more source

