Results 31 to 40 of about 1,468 (179)

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

Ellipsoid‐Based Interval‐Type Uncertainty Model Updating Based on Riemannian Manifold and Gaussian Process Model

International Journal of Mechanical System Dynamics, EarlyView.
ABSTRACT Modern engineering systems require advanced uncertainty‐aware model updating methods that address parameter correlations beyond conventional interval analysis. This paper proposes a novel framework integrating Riemannian manifold theory with Gaussian Process Regression (GPR) for systems governed by Symmetric Positive‐Definite (SPD) matrix ...
Yanhe Tao, Qintao Guo, Jin Zhou, Cheng Yi   +3 more
wiley   +1 more source

Finite‐Time Disturbance Observer‐Based Nonlinear Robust Adaptive Control of Hydraulic Manipulator With Parameter Identification

International Journal of Mechanical System Dynamics, EarlyView.
ABSTRACT Hydraulic manipulators exhibit strong coupling, pronounced nonlinearities, and significant modeling uncertainties, which hinder high‐precision motion control. This paper proposes a finite‐time disturbance observer–based nonlinear robust adaptive control (RAC‐FTDO) framework enhanced by a physically consistent dynamic parameter identification ...
Tianyu Gao, Xianglong Liang, Wenxiang Deng, Jianyong Yao   +3 more
wiley   +1 more source

Singular Value and Matrix Norm Inequalities between Positive Semidefinite Matrices and Their Blocks

Journal of Mathematics
In this paper, we obtain some inequalities involving positive semidefinite 2×2 block matrices and their blocks.
Feng Zhang, Rong Ma, Chunwen Zhang, Yuxin Cao   +3 more
doaj   +1 more source

Heinz均值凸性的一个注记(A note on the convexity of the Heinz means)

Zhejiang Daxue xuebao. Lixue ban, 2013
Recently, KITTANEH obtained an improvement of the Heinz inequality for all unitarily invariant norms. In this note, we obtain a refinement of KITTANEH's result. We shall conclude this paper with some numerical examples.
ZOULi-min(邹黎敏)
doaj   +1 more source

A class of positive semidefinite matrices

Linear Algebra and its Applications, 1987
It is a known fact that, given a positive definite matrix \(y_{ij}\), the ``standardized'' matrix \(y_{ij}(y_{ii}y_{jj})^{-}\) is again positive definite. The authors investigate more general standardization methods of the form \(a_{ij}(\alpha)y_{ij}\) where \(\alpha\) is a positive number and \(a_{ij}(\alpha)=(\phi (x_ i,\alpha)+\phi (x_ j,\alpha))^{-}
Russell, A.M., Upton, C.J.F.
openaire   +2 more sources

Distributed Optimization of Finite Condition Number for Laplacian Matrix in Multi‐Agent Systems

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT This paper addresses the distributed optimization of the finite condition number of the Laplacian matrix in multi‐agent systems. The finite condition number, defined as the ratio of the largest to the second smallest eigenvalue of the Laplacian matrix, plays an important role in determining the convergence rate and performance of consensus ...
Yicheng Xu, Faryar Jabbari
wiley   +1 more source

Generalized Randić Estrada Indices of Graphs

Mathematics, 2022
Let G be a simple undirected graph on n vertices. V. Nikiforov studied hybrids of AG and DG and defined the matrix AαG for every real α∈[0,1] as AαG=αDG+(1−α)AG.
Eber Lenes, Exequiel Mallea-Zepeda, Luis Medina, Jonnathan Rodríguez   +3 more
doaj   +1 more source

The role of identification in data‐driven policy iteration: A system theoretic study

International Journal of Robust and Nonlinear Control, EarlyView.
Abstract The goal of this article is to study fundamental mechanisms behind so‐called indirect and direct data‐driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two iterative procedures, where data collected from the system are repeatedly used to compute new estimates of ...
Bowen Song, Andrea Iannelli
wiley   +1 more source