Results 71 to 80 of about 4,075 (228)
Density‐Valued ARMA Models by Spline Mixtures
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
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Zhejiang Daxue xuebao. Lixue banIn this paper, we establish the Simpson quadrature formula for continuous periodic functions and investigate its quadrature accuracy for trigonometric polynomials, that is, when the quadrature formula holds exactly.
王丹丹(WANG Dandan), 赵易(ZHAO Yi)
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Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
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Weighted Optimal Formulas for Approximate Integration
MathematicsSolutions to problems arising from much scientific and applied research conducted at the world level lead to integral and differential equations. They are approximately solved, mainly using quadrature, cubature, and difference formulas. Therefore, in the
Kholmat Shadimetov, Ikrom Jalolov
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Quadrature formulas for monotone functions [PDF]
Proceedings of the American Mathematical Society, 1992 We prove that adaptive quadrature formulas for the class of monotone functions are much better than nonadaptive ones if the average error is considered. Up to now it was only known that adaptive methods are not better in the worst case (for this and many other classes of functions) or in various average case settings.
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The Optimal Mean–Variance Selling Problem With Finite Horizon
Mathematical Finance, EarlyView.ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson +2 more
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Demultiplexing in mode-division multiplexing system using multichannel blind deconvolution
IEEE Photonics Journal, 2016 We propose a mode demultiplexing method based on multichannel blind deconvolution (MBD) for a mode-division multiplexing (MDM) system. A 6 $\times$ 6 MDM transmission system is simulated to verify the performance of MBD.
Li Yan, Guijun Hu
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Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
Mathematical Finance, EarlyView.ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović +4 more
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Plant, Cell &Environment, EarlyView.ABSTRACT Salinity combined with waterlogging is a major abiotic stress that severely limits crop growth and yield. We investigated species‐specific adaptations to salinity under constant waterlogging conditions in the wild halophytic barleys Hordeum marinum and H. glaucum, compared with the cultivated H. vulgare.
Stanislav Isayenkov +10 more
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Quadrature Formulae and Polynomial Inequalities
Journal of Approximation Theory, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guessab, A, Rahman, Q.I
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