Results 81 to 90 of about 1,994 (184)
Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance
Journal of Forecasting, Volume 45, Issue 5, Page 2587-2605, August 2026.ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher +2 more
wiley +1 more source
A Semidefinite Programming Approach for Harmonic Balance Method
IEEE Access, 2019 The harmonic balance method is broadly employed for analyzing and predicting the periodic steady-state solution. Most of the traditional methods in the literature do not guarantee global optimality. Due to its nonconvexity, it is a complex task to find a
Cheng H. Yang, Ben S. Deng
doaj +1 more source
Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
Journal of Forecasting, Volume 45, Issue 5, Page 2379-2392, August 2026.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 +2 more
wiley +1 more source
Edge‐Length Preserving Embeddings of Graphs Between Normed Spaces
Journal of Graph Theory, Volume 112, Issue 4, Page 491-506, August 2026.ABSTRACT The concept of graph embeddability, initially formalized by Belk and Connelly and later expanded by Sitharam and Willoughby, extends the question of embedding finite metric spaces into a given normed space. A finite simple graph G = ( V , E ) is said to be ( X , Y )‐embeddable if any set of induced edge lengths from an embedding of G into a ...
Sean Dewar +3 more
wiley +1 more source
Linear Algebra and its Applications, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +3 more sources
Detecting When One Probe Vector is Enough for Preconditioned Log‐Determinant Approximation
Numerical Linear Algebra with Applications, Volume 33, Issue 4, August 2026.ABSTRACT We present randomized algorithms for estimating the log‐determinant of regularized symmetric positive semi‐definite matrices. The algorithms access the matrix only through matrix vector products, and are based on the introduction of a preconditioner and stochastic trace estimator.
Alice Cortinovis, Daniele Toni
wiley +1 more source
Measured‐State Conditioned Recursive Feasibility for Stochastic Model Predictive Control
International Journal of Robust and Nonlinear Control, Volume 36, Issue 11, Page 5964-5981, 25 July 2026.ABSTRACT In this paper, we address the problem of designing stochastic model predictive control (SMPC) schemes for linear systems affected by unbounded disturbances. The contribution of the paper is rooted in a measured‐state initialization strategy. First, due to the nonzero probability of violating chance‐constraints in the case of unbounded noise ...
Mirko Fiacchini +2 more
wiley +1 more source
From ƒ-Divergence to Quantum Quasi-Entropies and Their Use
Entropy, 2010 Csiszár’s ƒ-divergence of two probability distributions was extended to the quantum case by the author in 1985. In the quantum setting, positive semidefinite matrices are in the place of probability distributions and the quantum generalization is called ...
Dénes Petz
doaj +1 more source
General Zagreb adjacency matrix [PDF]
Contributions to Mathematics, 2022 Zhen Lin
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Optimal Pilot Design for MIMO Broadcasting Systems Based on the Positive Definite Matrix Manifold
IEEE Access, 2019 In the MIMO broadcasting system, channel state information (CSI) is often used for data detection at the receiver or preprocessing techniques such as the power control and user scheduling at the transmitter and hence, the study of its acquisition is ...
Wen Zhou +4 more
doaj +1 more source